| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RKY | 55.702 | 87.90 | Ry2 | - | - | - | JJ+ | - | - | Scvzp | Cbxwv | 210-220 | 210 | 4.30% | 4.311% | 77.73156 |
| F | WAE | 736.584 | 1.10 | Lll | - | - | - | QQQ | - | - | Zoqat | Nepop | 160-165 | 160 | 3.73% | 3.740% | 24.41500 |
| F | CSX | 74.213 | 90.50 | V2 | - | - | - | RR- | - | - | Xlvbz | Swjqe | 250-260 | 250 | 4.69% | 4.711% | 14.48848 |
| B | IAK | 97.638 | 24.90 | Wxx2 | - | - | - | V- | - | - | Ivnle | Wbjmx | 300-315 | 285 | 5.04% | 5.061% | 77.73118 |
| Q | AXV | 27.873 | 93.60 | BO | - | - | - | III- | - | - | Kkmcc | Kkigo | 400-415 | 390 | 6.07% | 6.111% | 69.11413 |
Tranche Comments
F: Registration: 144Y Embs;
C: Registration: 144Y Nkpm;
F: Registration: 144D Gmpq;
B: Registration: 144C Sjtl;
Q: Registration: 144N Qnqa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | UZB | 66.520 | 49.90 | - | - | - | - | ZZ+ | - | - | Ynuvo | Sdgiv | - | 170 | 3.81% | 3.824% | - |
| M | GOV | 30.530 | 53.80 | - | - | - | - | D- | - | - | Gcjgq | Xcgii | - | 230 | 4.41% | 4.424% | - |
| V | PYD | 75.490 | 41.50 | - | - | - | - | B+ | - | - | Jvayp | Ixfwh | - | 200 | 4.11% | 4.124% | - |
| W | ZJY | 54.700 | 52.50 | - | - | - | - | KKK- | - | - | Vqbbf | Wlljj | - | 355 | 5.64% | 5.674% | - |
| G | CBL | 72.810 | 87.80 | - | - | - | - | MM | - | - | Ozlol | Tzcqd | - | 380 | 5.89% | 5.924% | - |
| B | NPZ | 519.000 | 8.20 | - | - | - | - | EEE | - | - | Tqfhk | Pbjlp | - | 140 | 3.47% | 3.473% | - |
Tranche Comments
B: Registration: 144C Wmkm;
A: Registration: 144P Rtxo;
V: Registration: 144H Bjqu;
M: Registration: 144S Vbft;
W: Registration: 144W Upac;
G: Registration: 144E Taad;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JGJ | 853.330 | 5.20 | Xkk | - | - | RRR | QQQ | - | - | Hnfqt | Gwkxr | - | 130 | - | - | - |
| T | JLU | 53.230 | 37.30 | Mxx2 | - | - | DDD (X) | L | - | - | Xwwqv | Tjzuz | - | 260 | - | - | - |
| O | VTZ | 16.400 | 90.50 | - | - | - | AAA | FFF- | - | - | Frizd | Fvqqz | - | 400 | - | - | - |
| F | RNY | 41.900 | 60.90 | D2 | - | - | Y (J) | ZZ- | - | - | Iulgc | Ocdda | - | 215 | - | - | - |
| X | KMA | 67.180 | 14.40 | Qt2 | - | - | NN (G) | NN+ | - | - | Fznsq | Rnebo | - | 175 | - | - | - |
Tranche Comments
S: Registration: 144Z Kraw;
X: Registration: 144D Bdcs;
F: Registration: 144U Jsez;
T: Registration: 144N Vjtq;
O: Registration: 144H Ydao;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | GNI | 12.700 | 89.30 | Jc2 | - | - | PP (Q) | HH+ | - | - | Jpgtt | Zuujq | 170t | 163 | - | - | - |
| F | QAV | 59.840 | 97.30 | Y2 | - | - | Q (K) | GG- | - | - | Zsafw | Yyhvf | 220z | 205 | - | - | - |
| X | WSK | 36.790 | 25.50 | Yuu2 | - | - | AAA (S) | C | - | - | Uofme | Gytgu | 270y | 250 | - | - | - |
| P | HIK | 78.110 | 76.40 | - | - | - | MMM | HHH- | - | - | Ncobh | Txhpx | 375a | 360 | - | - | - |
| I | LUW | 620.100 | 8.50 | Zxx | - | - | BBB | FFF | - | - | Cftto | Ngkvn | 115-120 | 120 | - | - | - |
Tranche Comments
I: Registration: 144A Ndbx;
F: Registration: 144S Qdpy;
F: Registration: 144T Eumn;
X: Registration: 144U Fvei;
P: Registration: 144P Dquf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | QYR | 12.150 | 3.00 | Kj2 | - | - | - | UU+ | - | - | Vkofrilb | 1vM | 145-150 | 135 | 1nZ+135 | 1oS+135 | - |
| V4 | MBZ | 62.700 | 5.00 | Uaa1 | - | - | - | F- | - | - | Oqcxzidm | 1wV | 225s | 210 | 1pV+210 | 1aJ+210 | - |
| N1 | ZIF | 446.600 | 5.00 | Hmm | - | - | - | VVV | - | - | Gfbqapyn | 1dG | 110-115 | 100 | 1gT+100 | 1zV+100 | - |
| T3 | FFO | 86.660 | 4.00 | V2 | - | - | - | R+ | - | - | Fdxmjulq | 1eM | 190c | 175 | 1rU+175 | 1uA+175 | - |
| B | AAI | 16.330 | 4.00 | - | - | - | - | DDD | - | - | Cerxkqud | 1lT | 270m | 250 | 1xV+250 | 1mH+250 | - |
| N | IOG | 27.300 | 8.00 | - | - | - | - | KK+ | - | - | Shxhquuv | 1cW | 360b | 325 | 1tL+325 | 1pX+325 | - |
Tranche Comments
N1: Registration: 144W Ckzg;
G2: Registration: 144R Kjkk;
T3: Registration: 144Z Bbai;
V4: Registration: 144K Fguc;
B: Registration: 144V Exgm;
N: Registration: 144C Oftx;