| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ROV | 90.382 | 90.20 | Ii2 | - | - | - | AA+ | - | - | Nrslr | Cgckg | 210-220 | 210 | 4.30% | 4.311% | 37.68089 |
| F | YLT | 88.929 | 82.10 | X2 | - | - | - | DD- | - | - | Ssvfc | Vlvzy | 250-260 | 250 | 4.69% | 4.711% | 22.83657 |
| P | BSD | 116.183 | 8.50 | Wmm | - | - | - | YYY | - | - | Twfmn | Sllxk | 160-165 | 160 | 3.73% | 3.740% | 14.49988 |
| V | AFL | 81.664 | 67.50 | Ixx2 | - | - | - | T- | - | - | Suwos | Lwidu | 300-315 | 285 | 5.04% | 5.061% | 91.89922 |
| X | YVO | 24.898 | 29.20 | CT | - | - | - | WWW- | - | - | Tjssj | Fhyfy | 400-415 | 390 | 6.07% | 6.111% | 19.25513 |
Tranche Comments
P: Registration: 144F Icry;
X: Registration: 144Z Pany;
F: Registration: 144T Kuzv;
V: Registration: 144Y Ewkd;
X: Registration: 144A Ufpu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CWP | 42.290 | 30.30 | - | - | - | - | UU | - | - | Yuobu | Zbdaw | - | 380 | 5.89% | 5.924% | - |
| E | QAQ | 139.000 | 6.30 | - | - | - | - | TTT | - | - | Kmjsd | Lfhcq | - | 140 | 3.47% | 3.473% | - |
| V | FFB | 72.870 | 87.30 | - | - | - | - | KK+ | - | - | Vrlnf | Eftjl | - | 170 | 3.81% | 3.824% | - |
| P | LKH | 44.750 | 12.10 | - | - | - | - | E+ | - | - | Mvuew | Urczp | - | 200 | 4.11% | 4.124% | - |
| Z | TVS | 73.950 | 49.80 | - | - | - | - | Z- | - | - | Hbxmn | Qcjuq | - | 230 | 4.41% | 4.424% | - |
| O | ZCD | 46.660 | 72.30 | - | - | - | - | MMM- | - | - | Qmnrk | Odlwl | - | 355 | 5.64% | 5.674% | - |
Tranche Comments
E: Registration: 144L Ehun;
V: Registration: 144V Gptj;
P: Registration: 144E Jkad;
Z: Registration: 144U Cojw;
O: Registration: 144F Ssgy;
J: Registration: 144V Djnv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | VHQ | 66.230 | 17.40 | Vq2 | - | - | RR (B) | CC+ | - | - | Xrxsv | Gxrwj | - | 175 | - | - | - |
| P | RTB | 447.630 | 4.70 | Snn | - | - | UUU | OOO | - | - | Vjplf | Cfqzv | - | 130 | - | - | - |
| F | BQA | 42.100 | 73.20 | A2 | - | - | Q (P) | HH- | - | - | Grpnq | Kqmiq | - | 215 | - | - | - |
| J | WIC | 37.240 | 48.40 | Scc2 | - | - | PPP (O) | I | - | - | Dqtro | Anotu | - | 260 | - | - | - |
| I | UNI | 76.500 | 78.30 | - | - | - | XXX | YYY- | - | - | Ghchk | Ikrks | - | 400 | - | - | - |
Tranche Comments
P: Registration: 144F Jksr;
M: Registration: 144E Qufu;
F: Registration: 144V Raol;
J: Registration: 144Z Xnmg;
I: Registration: 144N Zpde;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ITA | 85.120 | 46.80 | Vqq2 | - | - | XXX (Q) | Y | - | - | Mivle | Mjfoy | 270l | 250 | - | - | - |
| C | ZXZ | 538.180 | 1.60 | Ekk | - | - | OOO | RRR | - | - | Wgbxo | Jwolo | 115-120 | 120 | - | - | - |
| U | YQB | 68.660 | 57.70 | B2 | - | - | B (Z) | HH- | - | - | Awtnq | Yrejn | 220d | 205 | - | - | - |
| I | GWD | 28.750 | 51.30 | - | - | - | RRR | MMM- | - | - | Lapkv | Frcrk | 375n | 360 | - | - | - |
| X | CJI | 55.360 | 81.30 | Fl2 | - | - | SS (C) | YY+ | - | - | Etcqm | Tqqlm | 170m | 163 | - | - | - |
Tranche Comments
C: Registration: 144L Jhze;
X: Registration: 144U Kqxk;
U: Registration: 144C Sbub;
R: Registration: 144S Tjvr;
I: Registration: 144Y Jdxs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | CQE | 59.580 | 8.00 | B2 | - | - | - | N+ | - | - | Fpvoshlo | 1sW | 190o | 175 | 1eG+175 | 1vR+175 | - |
| E | EQD | 81.600 | 2.00 | - | - | - | - | XX+ | - | - | Nqldeczr | 1tH | 360r | 325 | 1aD+325 | 1iX+325 | - |
| Y4 | POU | 26.700 | 9.00 | Xaa1 | - | - | - | F- | - | - | Guvztyfs | 1kA | 225b | 210 | 1cD+210 | 1sG+210 | - |
| D1 | ZKD | 610.200 | 1.00 | Gaa | - | - | - | BBB | - | - | Frmdacsb | 1cP | 110-115 | 100 | 1tQ+100 | 1eJ+100 | - |
| H2 | NWN | 58.830 | 6.00 | Bu2 | - | - | - | PP+ | - | - | Gazoyaym | 1pR | 145-150 | 135 | 1fL+135 | 1yW+135 | - |
| U | AEL | 75.830 | 2.00 | - | - | - | - | LLL | - | - | Pzloyzrs | 1pO | 270y | 250 | 1cA+250 | 1zG+250 | - |
Tranche Comments
D1: Registration: 144M Rshk;
H2: Registration: 144J Evif;
U3: Registration: 144R Vzlv;
Y4: Registration: 144N Fbqf;
U: Registration: 144V Axtw;
E: Registration: 144V Umwx;