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 |
---|
Z-2 | KHN | 37.900 | 5.60 | - | - | - | - | - | 43.30% | - | Sgovw | XSN | - | - | 5.25% | 5.625% | 76.74281 |
L-1 | BTU | 424.800 | 7.57 | - | - | - | - | - | 71.72% | - | Brkkv | QAO | - | - | 3.00% | 3.100% | 95.96201 |
Tranche Comments
L-1: Registration: 144F/Kqg E;
Z-2: Registration: 144V/Tzn O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | YVP | 376.000 | 5.11 | - | - | - | - | - | 46.38% | - | Dfumi | MPF | - | - | 2.12% | 2.125% | 734.00000 |
H-2 | JAL | 92.000 | 4.18 | - | - | - | - | - | 24.43% | - | Jfisz | NQX | - | - | 3.84% | 4.374% | 73.14600 |
Tranche Comments
S-1: Registration: 144D/Nmz M;
H-2: Registration: 144W/Qxw N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | PKL | 882.000 | 8.82 | - | - | - | - | - | 52.10% | - | Wqtgr | SKM | 1.875-2.000% | - | 1.87% | 1.875% | 379.00000 |
Q-2 | BGF | 46.000 | 7.53 | - | - | - | - | - | 84.26% | - | Pniin | ZGX | 4.250% c | - | 3.97% | 4.000% | 732.00000 |
Tranche Comments
U-1: Registration: 144E/Xpv X;
Q-2: Registration: 144F/Kfu Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2 | BLW | 87.000 | 7.00 | - | - | - | - | - | 83.40% | - | Dvvkg | TBK | 5.375-5.50% | - | 5.39% | 5.450% | 705.00000 |
J-1 | LRL | 213.000 | 2.38 | - | - | - | - | - | 53.28% | - | Surbq | GWF | 3.25% p | - | 3.10% | 3.125% | 163.00000 |
Tranche Comments
J-1: First Pay: 2020-10-25; Registration: 144F/Zdr E;
N-2: First Pay: 2020-10-25; Registration: 144Y/Xmj R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | QHZ | 182.000 | 1.10 | - | - | - | - | - | 82.80% | - | Jaltq | OFQ | - | - | 3.47% | 3.500% | 593.00000 |
U-2 | IUJ | 68.000 | 4.24 | - | - | - | - | - | 21.90% | - | Kfwhi | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2019-11-25; Registration: 144P/Gbp O;
U-2: First Pay: 2019-11-25; Registration: 144N/Bbm I;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | BQG | 84.000 | 9.27 | - | - | - | - | - | 99.15% | - | Xvgoz | - | - | - | - | - | Retained |
T-1 | WVI | 781.000 | 5.15 | - | - | - | - | - | 17.88% | - | Gakmk | - | - | - | 3.72% | 3.750% | 782.00000 |
Tranche Comments
T-1: First Pay: 2019-06-25; Registration: 144D Fakf;
E-2: First Pay: 2019-06-25; Registration: 144L Uzuf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | ZCF | 1.682 | 6.43 | - | WW | - | - | - | - | - | Bifhd | Qyukc | - | 350 | 6.55% | 6.510% | 23.62656 |
N-1 | NIA | 806.534 | 2.40 | - | NNN | - | - | - | - | - | Khfpf | Oenos | - | 120 | 4.27% | 4.205% | 11.12060 |
M-3 | OGD | 54.510 | 1.50 | - | K | - | - | - | - | - | Ayysp | Gibrw | - | 150 | 4.67% | 4.605% | 45.32312 |
D-1 | GMO | 54.301 | 3.19 | - | TTT | - | - | - | - | - | Wqgpz | Gbbfz | - | 205 | 5.10% | 5.060% | 66.68887 |
X-2 | NLN | 10.579 | 3.70 | - | UU | - | - | - | - | - | Hktgv | Pobmy | - | 140 | 4.47% | 4.405% | 22.34931 |
Tranche Comments
N-1: Registration: 144A Idcv;
X-2: Registration: 144V Wxmv;
M-3: Registration: 144U Ugvd;
D-1: Registration: 144Q Meas;
O-1: Registration: 144M Lfwf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2 | NXH | 3.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
H-3 | WUU | 8.426 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | VOW | 84.382 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
N-2 | ZKW | 2.347 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
LI | WMH | 189.628 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1 | XYH | 25.378 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Q | XWX | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-1 | ZKY | 6.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | RMK | 16.986 | 2.36 | - | - | - | - | - | 32.68% | - | Xuxip | JWV | - | - | 5.13% | 5.375% | 46.31712 |
N-1 | LMS | 305.920 | 3.21 | - | - | - | - | - | 14.51% | - | Xwlrj | SUS | - | - | 3.38% | 3.399% | 965.00000 |
Tranche Comments
N-1: First Pay: 2017-09-25; Registration: 144D/Jao U;
P-2: First Pay: 2017-09-25; Registration: 144T/Pai O;