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 |
---|
B-2 | NSA | 72.900 | 8.90 | - | - | - | - | - | 31.20% | - | Cwzyx | QJZ | - | - | 5.25% | 5.625% | 62.44978 |
L-1 | QQU | 319.400 | 3.82 | - | - | - | - | - | 42.36% | - | Tulij | WIT | - | - | 3.00% | 3.100% | 87.39302 |
Tranche Comments
L-1: Registration: 144Z/Zoh Y;
B-2: Registration: 144H/Ryy A;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | BMJ | 783.000 | 4.54 | - | - | - | - | - | 53.78% | - | Srmpf | FSU | - | - | 2.12% | 2.125% | 649.00000 |
Z-2 | GHH | 68.000 | 9.14 | - | - | - | - | - | 41.41% | - | Cqmph | QFK | - | - | 3.84% | 4.374% | 90.28400 |
Tranche Comments
U-1: Registration: 144P/Gjc L;
Z-2: Registration: 144U/Umr G;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | RXP | 47.000 | 1.62 | - | - | - | - | - | 37.34% | - | Rwkqc | EPU | 4.250% w | - | 3.97% | 4.000% | 879.00000 |
S-1 | YOM | 807.000 | 7.51 | - | - | - | - | - | 87.30% | - | Kcowa | JVC | 1.875-2.000% | - | 1.87% | 1.875% | 738.00000 |
Tranche Comments
S-1: Registration: 144O/Rwd X;
Y-2: Registration: 144G/Rrp P;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | AZK | 39.000 | 4.00 | - | - | - | - | - | 33.20% | - | Avroo | WSY | 5.375-5.50% | - | 5.39% | 5.450% | 268.00000 |
D-1 | OCZ | 887.000 | 9.85 | - | - | - | - | - | 73.15% | - | Oucho | VKN | 3.25% m | - | 3.10% | 3.125% | 955.00000 |
Tranche Comments
D-1: First Pay: 2020-10-25; Registration: 144H/Bqb H;
G-2: First Pay: 2020-10-25; Registration: 144L/Tcp F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | JOY | 925.000 | 3.42 | - | - | - | - | - | 26.60% | - | Fiaqq | MRV | - | - | 3.47% | 3.500% | 772.00000 |
W-2 | PCC | 10.000 | 6.97 | - | - | - | - | - | 39.47% | - | Nbkej | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2019-11-25; Registration: 144C/Vrl L;
W-2: First Pay: 2019-11-25; Registration: 144L/Ool Y;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | QLQ | 604.000 | 6.24 | - | - | - | - | - | 82.82% | - | Xwuxj | - | - | - | 3.72% | 3.750% | 745.00000 |
A-2 | PTP | 49.000 | 4.39 | - | - | - | - | - | 26.67% | - | Ckgrh | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2019-06-25; Registration: 144G Nmbb;
A-2: First Pay: 2019-06-25; Registration: 144A Ooxn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | CJZ | 676.439 | 1.10 | - | FFF | - | - | - | - | - | Vfann | Hvvoq | - | 120 | 4.27% | 4.205% | 99.12287 |
R-1 | UPN | 5.909 | 2.60 | - | KK | - | - | - | - | - | Gyarl | Mmydd | - | 350 | 6.55% | 6.510% | 50.28065 |
F-2 | IJQ | 31.368 | 6.20 | - | VV | - | - | - | - | - | Ufzjj | Mfudq | - | 140 | 4.47% | 4.405% | 18.41469 |
F-3 | YQM | 16.210 | 2.90 | - | H | - | - | - | - | - | Uwxhi | Lcmge | - | 150 | 4.67% | 4.605% | 79.25177 |
N-1 | JEU | 89.253 | 7.29 | - | EEE | - | - | - | - | - | Knmyu | Mqvbl | - | 205 | 5.10% | 5.060% | 91.67277 |
Tranche Comments
K-1: Registration: 144M Bxtp;
F-2: Registration: 144Q Usxj;
F-3: Registration: 144J Jdbt;
N-1: Registration: 144K Hbql;
R-1: Registration: 144U Gtpr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | BJT | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M-2 | KYV | 8.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
F-1 | KNV | 1.410 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
S | OWV | 86.564 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
QD | JAT | 985.473 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B-3 | XBL | 7.444 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-1 | WSY | 49.886 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
O-2 | HYR | 5.973 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | OXG | 512.110 | 1.43 | - | - | - | - | - | 15.76% | - | Gyned | GGY | - | - | 3.38% | 3.399% | 885.00000 |
Y-2 | GTN | 67.485 | 7.72 | - | - | - | - | - | 26.59% | - | Jnfba | GYR | - | - | 5.13% | 5.375% | 34.52027 |
Tranche Comments
B-1: First Pay: 2017-09-25; Registration: 144Q/Wke V;
Y-2: First Pay: 2017-09-25; Registration: 144J/Hzb B;