| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | OUP | 94.550 | 4.98 | - | - | - | - | - | 56.00% | - | Mawhw | - | - | - | - | - | - |
| Z-1 | JVJ | 764.570 | 8.24 | - | - | - | - | - | 38.00% | - | Rwcrf | JVC | - | - | 7.02% | 7.125% | 45.65609 |
Tranche Comments
Z-1: Registration: 144H/Cua U;
F-2: Registration: 144C/Ktx L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | RQR | 776.800 | 1.85 | - | - | - | - | - | 42.51% | - | Btlfh | HAL | - | - | 3.00% | 3.100% | 96.17452 |
| G-2 | NTX | 91.300 | 4.40 | - | - | - | - | - | 82.30% | - | Fokht | TWI | - | - | 5.25% | 5.625% | 45.79183 |
Tranche Comments
T-1: Registration: 144P/Akd U;
G-2: Registration: 144M/Ndw F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | MMK | 650.000 | 4.21 | - | - | - | - | - | 87.76% | - | Zwvpi | AWN | - | - | 2.12% | 2.125% | 586.00000 |
| G-2 | OLE | 45.000 | 5.65 | - | - | - | - | - | 84.54% | - | Yxuxj | BXW | - | - | 3.84% | 4.374% | 52.86400 |
Tranche Comments
G-1: Registration: 144K/Duh C;
G-2: Registration: 144O/Keo F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | BHD | 11.000 | 5.85 | - | - | - | - | - | 97.38% | - | Gakek | CQX | 4.250% b | - | 3.97% | 4.000% | 266.00000 |
| X-1 | XGY | 249.000 | 3.43 | - | - | - | - | - | 83.59% | - | Bbpog | OQB | 1.875-2.000% | - | 1.87% | 1.875% | 392.00000 |
Tranche Comments
X-1: Registration: 144H/Rnw T;
K-2: Registration: 144I/Isc U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | WLA | 838.000 | 1.18 | - | - | - | - | - | 43.41% | - | Ylibq | HUY | 3.25% f | - | 3.10% | 3.125% | 160.00000 |
| A-2 | ZYS | 13.000 | 3.00 | - | - | - | - | - | 39.80% | - | Xhybm | MRV | 5.375-5.50% | - | 5.39% | 5.450% | 937.00000 |
Tranche Comments
B-1: First Pay: 2020-10-25; Registration: 144P/Mzx R;
A-2: First Pay: 2020-10-25; Registration: 144N/Bqx Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | HKD | 99.000 | 5.11 | - | - | - | - | - | 26.21% | - | Etxgk | - | - | - | - | - | Retained |
| R-1 | KCR | 896.000 | 5.60 | - | - | - | - | - | 42.10% | - | Koguy | RIV | - | - | 3.47% | 3.500% | 972.00000 |
Tranche Comments
R-1: First Pay: 2019-11-25; Registration: 144T/Djz Z;
Q-2: First Pay: 2019-11-25; Registration: 144L/Aab O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | XZL | 90.000 | 3.56 | - | - | - | - | - | 49.69% | - | Rmuri | - | - | - | - | - | Retained |
| G-1 | UCY | 109.000 | 4.69 | - | - | - | - | - | 44.72% | - | Aabxx | - | - | - | 3.72% | 3.750% | 677.00000 |
Tranche Comments
G-1: First Pay: 2019-06-25; Registration: 144R Cwnu;
N-2: First Pay: 2019-06-25; Registration: 144N Lkxf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | GNA | 5.836 | 7.40 | - | EE | - | - | - | - | - | Tazsk | Wugnv | - | 350 | 6.55% | 6.510% | 46.41944 |
| F-2 | XNO | 59.596 | 3.60 | - | EE | - | - | - | - | - | Ipikk | Sfdaj | - | 140 | 4.47% | 4.405% | 38.55752 |
| Y-1 | RVG | 851.123 | 9.30 | - | HHH | - | - | - | - | - | Hgqtj | Wxxrr | - | 120 | 4.27% | 4.205% | 68.97498 |
| U-1 | OYL | 91.338 | 3.20 | - | BBB | - | - | - | - | - | Raaud | Xtirs | - | 205 | 5.10% | 5.060% | 10.58293 |
| H-3 | PPI | 64.580 | 7.20 | - | G | - | - | - | - | - | Bhwes | Dmjki | - | 150 | 4.67% | 4.605% | 37.67986 |
Tranche Comments
Y-1: Registration: 144L Cdww;
F-2: Registration: 144B Jrka;
H-3: Registration: 144G Teie;
U-1: Registration: 144F Pzvw;
B-1: Registration: 144V Qqqs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AZ | ZAF | 648.856 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | OXZ | 24.646 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-2 | OSQ | 7.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F | NCD | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | TKQ | 52.388 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-1 | WUM | 5.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-2 | UWB | 7.646 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z-3 | MCF | 8.303 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | FJH | 545.907 | 8.40 | - | - | - | - | - | 23.11% | - | Dycoi | XKM | - | - | 3.38% | 3.399% | 519.00000 |
| M-2 | MTU | 43.837 | 4.67 | - | - | - | - | - | 38.60% | - | Cguaq | BCQ | - | - | 5.13% | 5.375% | 26.90216 |
Tranche Comments
J-1: First Pay: 2017-09-25; Registration: 144U/Jrl V;
M-2: First Pay: 2017-09-25; Registration: 144N/Rlu I;