| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BUW | 360.000 | 5.61 | - | - | - | CCC | - | RRR | 92.30% | - | Slkzl | Jowwi | - | 90 | 2.72% | 2.493% | 441.85000 |
| I | WMO | 656.000 | 6.59 | - | - | - | PD | - | HHH- | 46.00% | - | Cawaa | Jetrm | - | 225 | 2.72% | 3.843% | 85.48700 |
| L | HIQ | 757.000 | 1.40 | - | - | - | PG | - | LF | 6.00% | - | - | - | - | - | - | - | - |
| O | JYP | 228.000 | 9.20 | - | - | - | QP | - | SS- | 50.00% | - | Aobuz | Lbbuu | - | 265 | 2.72% | 4.243% | 84.50100 |
| B | NYH | 88.600 | 4.59 | - | - | - | NNN- | - | P+ | 43.00% | - | Fioab | Ioxys | - | 180 | 2.72% | 3.393% | 22.51880 |
| R | PGC | 58.100 | 1.26 | - | - | - | LL- | - | LLL | 83.90% | - | Yauep | Rxvvt | - | 115 | 2.72% | 2.743% | 65.94660 |
| Z | GRS | 62.000 | 9.50 | - | - | - | Y- | - | QQ+ | 11.30% | - | Lfbko | Vdbfl | - | 145 | 2.72% | 3.043% | 96.19970 |
| ZBB | BCA | 41.000 | 5.11 | - | - | - | DB | - | OS | 8.00% | - | - | - | - | - | - | - | - |
| W | QSZ | 610.000 | 8.90 | - | - | - | GL | - | H- | 54.80% | - | Jkxhr | Nhbzt | - | 310 | 2.72% | 4.693% | 16.95020 |
Tranche Comments
M: Registration: 144W/Ehe P;
R: Registration: 144Z/Vkt K;
Z: Registration: 144C/Azk D;
B: Registration: 144A/Jqf X;
I: Registration: 144H/Zfn Z;
O: Registration: 144H/Jiz S;
W: Registration: 144C/Naf R;
L: Registration: 144U/Nkh M; Comments: Lmg-Lkxfgc;
ZBB: Registration: 144J/Rjb P; Comments: Rsr-Rjrwrk;
Collateral
Dnzhrbzebi, 3.0rr XC, 3,165-bqck rbkkcfnrckn ibbbkijrbqk
Risk Retention
D.J. Mbjm Mciccibec