| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 151.073 | 2.14 | - | - | - | - | - | 29.00% | - | Fixed | YLD | - | - | 7.02% | 7.125% | 99.99994 |
| A-2 | USD | 17.023 | 2.98 | - | - | - | - | - | 21.00% | - | Fixed | - | - | - | - | - | - |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | WZE | 65.500 | 6.60 | - | - | - | - | - | 89.60% | - | Qmcmq | FEM | - | - | 5.25% | 5.625% | 30.14021 |
| F-1 | KZJ | 401.200 | 2.59 | - | - | - | - | - | 44.35% | - | Xzjmm | VZC | - | - | 3.00% | 3.100% | 92.91530 |
Tranche Comments
F-1: Registration: 144O/Umm V;
E-2: Registration: 144F/Krs O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | PYL | 889.000 | 8.63 | - | - | - | - | - | 32.53% | - | Rnnzm | YCD | - | - | 2.12% | 2.125% | 342.00000 |
| P-2 | YGR | 42.000 | 9.59 | - | - | - | - | - | 82.97% | - | Otkiw | TSL | - | - | 3.84% | 4.374% | 51.89800 |
Tranche Comments
O-1: Registration: 144K/Ofr L;
P-2: Registration: 144W/Ziy O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | RIP | 90.000 | 1.26 | - | - | - | - | - | 96.33% | - | Dpgcm | FFO | 4.250% m | - | 3.97% | 4.000% | 992.00000 |
| G-1 | ABL | 681.000 | 1.42 | - | - | - | - | - | 93.75% | - | Bicgb | UQD | 1.875-2.000% | - | 1.87% | 1.875% | 530.00000 |
Tranche Comments
G-1: Registration: 144V/Gbm H;
Y-2: Registration: 144D/Gfx P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | CTU | 27.000 | 6.00 | - | - | - | - | - | 88.80% | - | Pyzko | AEV | 5.375-5.50% | - | 5.39% | 5.450% | 138.00000 |
| X-1 | JHF | 922.000 | 3.97 | - | - | - | - | - | 32.27% | - | Ykqew | XBO | 3.25% w | - | 3.10% | 3.125% | 320.00000 |
Tranche Comments
X-1: First Pay: 2020-10-25; Registration: 144N/Mln I;
O-2: First Pay: 2020-10-25; Registration: 144A/Kiv I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | JAQ | 146.000 | 8.61 | - | - | - | - | - | 80.30% | - | Llxbn | NBT | - | - | 3.47% | 3.500% | 893.00000 |
| S-2 | XKP | 52.000 | 8.46 | - | - | - | - | - | 71.76% | - | Krcji | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2019-11-25; Registration: 144I/Oco Y;
S-2: First Pay: 2019-11-25; Registration: 144U/Ppu G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | TCO | 600.000 | 7.99 | - | - | - | - | - | 77.57% | - | Kpvyn | - | - | - | 3.72% | 3.750% | 891.00000 |
| L-2 | NHJ | 46.000 | 6.37 | - | - | - | - | - | 34.10% | - | Eghot | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2019-06-25; Registration: 144H Qgkj;
L-2: First Pay: 2019-06-25; Registration: 144E Jomx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | BKG | 17.748 | 3.60 | - | YY | - | - | - | - | - | Njlyz | Bivci | - | 140 | 4.47% | 4.405% | 32.19276 |
| W-1 | TLM | 3.651 | 4.41 | - | DD | - | - | - | - | - | Ammaz | Rnxpp | - | 350 | 6.55% | 6.510% | 65.81812 |
| T-1 | MIB | 671.154 | 4.80 | - | KKK | - | - | - | - | - | Ibfpw | Nzied | - | 120 | 4.27% | 4.205% | 90.30108 |
| J-3 | HEQ | 52.390 | 1.30 | - | D | - | - | - | - | - | Frnym | Nvgra | - | 150 | 4.67% | 4.605% | 34.18202 |
| G-1 | HYC | 24.421 | 5.65 | - | UUU | - | - | - | - | - | Tswyr | Yykns | - | 205 | 5.10% | 5.060% | 14.50458 |
Tranche Comments
T-1: Registration: 144N Phzh;
S-2: Registration: 144H Kgze;
J-3: Registration: 144V Eekz;
G-1: Registration: 144G Gbzq;
W-1: Registration: 144T Odjo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | HXP | 26.133 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-1 | UIS | 87.961 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I-2 | EOC | 7.874 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X-3 | QIJ | 4.433 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | TXT | 7.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| YX | TER | 730.342 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | NPF | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | JRO | 8.360 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | JPU | 93.410 | 2.80 | - | - | - | - | - | 78.38% | - | Hwqks | CYH | - | - | 5.13% | 5.375% | 62.16038 |
| B-1 | QKR | 739.167 | 4.11 | - | - | - | - | - | 33.64% | - | Hyhtq | NXQ | - | - | 3.38% | 3.399% | 851.00000 |
Tranche Comments
B-1: First Pay: 2017-09-25; Registration: 144Y/Csp B;
A-2: First Pay: 2017-09-25; Registration: 144W/Myf K;