| 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-1 | BZI | 166.900 | 3.11 | - | - | - | - | - | 14.62% | - | Bnpmr | YLL | - | - | 3.00% | 3.100% | 23.76412 |
| H-2 | UWL | 10.100 | 9.30 | - | - | - | - | - | 36.70% | - | Kbkpi | MSF | - | - | 5.25% | 5.625% | 75.71440 |
Tranche Comments
E-1: Registration: 144F/Ieh Q;
H-2: Registration: 144M/Gjf J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | RLX | 228.000 | 7.30 | - | - | - | - | - | 86.57% | - | Kiuwo | WNC | - | - | 2.12% | 2.125% | 967.00000 |
| L-2 | CCC | 49.000 | 1.95 | - | - | - | - | - | 55.24% | - | Frpja | AIX | - | - | 3.84% | 4.374% | 19.60400 |
Tranche Comments
X-1: Registration: 144N/Iba H;
L-2: Registration: 144Z/Grt S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | IWU | 137.000 | 5.36 | - | - | - | - | - | 13.98% | - | Lnzpn | FNT | 1.875-2.000% | - | 1.87% | 1.875% | 296.00000 |
| I-2 | KIO | 11.000 | 7.85 | - | - | - | - | - | 16.21% | - | Mqyvi | IBO | 4.250% t | - | 3.97% | 4.000% | 405.00000 |
Tranche Comments
A-1: Registration: 144A/Orq Y;
I-2: Registration: 144J/Jiu O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | JRR | 14.000 | 6.00 | - | - | - | - | - | 83.60% | - | Tquvt | XNR | 5.375-5.50% | - | 5.39% | 5.450% | 816.00000 |
| G-1 | BUR | 418.000 | 4.30 | - | - | - | - | - | 32.69% | - | Ayalw | HHH | 3.25% j | - | 3.10% | 3.125% | 920.00000 |
Tranche Comments
G-1: First Pay: 2020-10-25; Registration: 144U/Qiz R;
E-2: First Pay: 2020-10-25; Registration: 144A/Boi Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | QST | 99.000 | 6.51 | - | - | - | - | - | 63.44% | - | Jzzqw | - | - | - | - | - | Retained |
| C-1 | TSD | 935.000 | 9.35 | - | - | - | - | - | 89.70% | - | Xrsku | GEO | - | - | 3.47% | 3.500% | 453.00000 |
Tranche Comments
C-1: First Pay: 2019-11-25; Registration: 144N/Ymp F;
F-2: First Pay: 2019-11-25; Registration: 144E/Jjx U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | JUS | 94.000 | 2.96 | - | - | - | - | - | 82.63% | - | Cyrwy | - | - | - | - | - | Retained |
| I-1 | XUY | 592.000 | 1.22 | - | - | - | - | - | 12.45% | - | Xpgxj | - | - | - | 3.72% | 3.750% | 704.00000 |
Tranche Comments
I-1: First Pay: 2019-06-25; Registration: 144K Mwuz;
N-2: First Pay: 2019-06-25; Registration: 144D Oggd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | HUK | 48.420 | 4.80 | - | K | - | - | - | - | - | Gfmae | Licvw | - | 150 | 4.67% | 4.605% | 18.17903 |
| S-1 | RUF | 52.624 | 8.72 | - | NNN | - | - | - | - | - | Jhlbw | Ddaoh | - | 205 | 5.10% | 5.060% | 47.89733 |
| N-1 | GVY | 4.504 | 6.62 | - | EE | - | - | - | - | - | Nqmac | Ffwws | - | 350 | 6.55% | 6.510% | 82.85898 |
| E-2 | HVC | 93.681 | 8.40 | - | ZZ | - | - | - | - | - | Rybyc | Aitvn | - | 140 | 4.47% | 4.405% | 88.73369 |
| L-1 | CQG | 342.466 | 4.60 | - | FFF | - | - | - | - | - | Lslzb | Efekr | - | 120 | 4.27% | 4.205% | 76.24482 |
Tranche Comments
L-1: Registration: 144Y Lwjr;
E-2: Registration: 144S Dwix;
Y-3: Registration: 144H Iijd;
S-1: Registration: 144S Bwho;
N-1: Registration: 144B Mjve;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | PSN | 8.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T | GSC | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | RAH | 46.134 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-2 | LSS | 6.410 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T-1 | HYF | 9.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N-3 | QSN | 1.161 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | JSS | 55.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| DR | BRM | 548.604 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | FUQ | 661.821 | 8.52 | - | - | - | - | - | 14.51% | - | Csuoo | WKZ | - | - | 3.38% | 3.399% | 929.00000 |
| M-2 | AXI | 38.400 | 2.70 | - | - | - | - | - | 58.60% | - | Oiiqi | YJP | - | - | 5.13% | 5.375% | 78.76009 |
Tranche Comments
S-1: First Pay: 2017-09-25; Registration: 144L/Xxb G;
M-2: First Pay: 2017-09-25; Registration: 144B/Ohh O;