| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | BYS | 823.000 | 2.75 | Ztt | - | BBB | - | - | - | - | Zgtos | TBLG | 32-35 | 29 | 1.73% | 1.745% | 51.41116 |
| K4 | IOZ | 677.000 | 7.58 | Hoo | - | WWW | - | - | - | - | Xisjv | Lgzpl | 55z | 52 | 2.41% | 2.428% | 20.38645 |
| Z1 | PNZ | 833.000 | 4.93 | I-1 | - | E1+ | - | - | - | - | Yzgyw | VPZ | 1.20%j | - | 1.17% | 1.170% | 778.00000 |
| C3 | ZXD | 169.000 | 4.90 | Pqq | - | NNN | - | - | - | - | Qitjn | Myumh | 37-40 | 34 | 2.04% | 2.051% | 71.11029 |
| Z5 | OAD | 561.000 | 2.17 | Lww | - | TTT | - | - | - | - | Omkkb | Awcnd | 70-75 | 65 | 2.68% | 2.707% | 98.88542 |
Tranche Comments
Z1: Registration: 144U Iaiu; Comments: 10% Pbkld-Bn Plbb;
S2: Registration: 144M Wcal; Comments: 10% Jlmhh-Nx Jhll;
C3: Registration: 144C Kwak; Comments: 10% Rtecz-Ry Rctt;
K4: Registration: 144K Hihb; Comments: 10% Xxrlv-Va Xlxx;
Z5: Registration: 144Q Ziqr; Comments: 10% Wleti-Lq Wtll;