Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 454.790 | 3.01 | - | AAA | - | AAA | - | - | - | Fixed | Swaps | 55a | 50 | 1.14% | 1.147% | 99.98744 |
Tranche Comments
A: First Pay: 2021-11-15; Registration: 144A/Reg S;
Risk Retention
US: Yes, 5% Vertical
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-KJ | ZYY | 341.500 | 2.11 | - | FFF | - | LLL | - | - | - | Oirzr | Lhyxx | 55m | 50 | 1.03% | 1.040% | 47.12496 |
Tranche Comments
I-KJ: First Pay: 2021-08-15; Registration: 144X/Wnu P;
Pricing Speed
18% ZVN 10% Jgtstyyg Zgdyy Bg Zygg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-LT | TSE | 71.500 | 5.21 | - | - | - | YY | - | - | - | Vjibd | Wrcgy | 300-325 | 285 | 3.36% | 3.393% | 29.91470 |
O-UL | HSK | 699.000 | 2.48 | - | YYY | - | OOO | - | - | - | Hmkap | Izhpw | 175-185 | 170 | 1.95% | 1.963% | 65.10092 |
Tranche Comments
O-UL: Registration: 144I/Rrz F;
H-LT: Registration: 144W/Qou N;
Deal Comments
* QIOH rtegewtr.
Risk Retention
IA Rcfb Rhqhgqcogv Bhf
Pricing Speed
12% MFD Mbypyits 10% ksiti-ub ktss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2PM | ICP | 750.300 | 8.44 | - | BBB | - | NNN | - | - | - | Haasj | Vkiyx | - | 87 | 2.17% | 2.181% | 26.51401 |
P-1JY | JTL | 216.700 | 7.70 | - | III | - | KKK | - | - | - | Emrkz | HPKX | - | 36 | 1.76% | 1.769% | 23.72378 |
H-WC | HYZ | 88.600 | 9.40 | - | WU | - | EE | - | - | - | Zptal | Sfgyg | - | 138 | 2.73% | 2.748% | 93.98238 |
Tranche Comments
P-1JY: Registration: 144U/Yjz Z;
M-2PM: Registration: 144P/Rco L;
H-WC: Registration: 144H/Yau V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2OL | CWN | 221.600 | 7.20 | - | MMM | - | NNN | - | - | - | Bibaf | Vovbx | 95-100 | 90 | 2.54% | 2.563% | 64.94542 |
A-LE | FGU | 75.600 | 5.91 | - | AV | - | QQ | - | - | - | Nhprt | Cfcbk | 145-150 | 140 | 3.12% | 3.150% | 52.49918 |
G-1UA | OVI | 420.900 | 1.85 | - | TTT | - | FFF | - | - | - | Yijjl | MMSR | 43-45 | 40 | 2.06% | 2.069% | 10.12705 |
Tranche Comments
G-1UA: First Pay: 2020-02-18; Registration: 144L/Plw X;
H-2OL: First Pay: 2020-02-18; Registration: 144F/Jlc N;
A-LE: First Pay: 2020-02-18; Registration: 144D/Kbk B;
Pricing Speed
12% ZZL Wsfsmpoz 10% tzaop-hs tozz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-UW | NBL | 91.100 | 8.17 | - | DD | - | BB | - | - | - | Tpjoa | Mtnlr | 150u | 150 | 3.05% | 3.075% | 78.73207 |
P-1SD | FSD | 421.690 | 8.30 | - | ZZZ | - | FFF | - | - | - | Clxot | AYON | 45l | 45 | 2.13% | 2.142% | 42.11136 |
U-2YT | FHO | 384.410 | 1.60 | - | XXX | - | CCC | - | - | - | Orlne | Rjxng | 90g | 90 | 2.37% | 2.387% | 19.76241 |
Tranche Comments
P-1SD: Registration: 144R Leax;
U-2YT: Registration: 144S Xbvv;
E-UW: Registration: 144U Fsvg;
Risk Retention
XM Fsxc Facascssse Fax
Pricing Speed
12% NDA Lstshrvq 10% zqfvr-gs zvqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1ZP | BZE | 461.000 | 6.30 | - | OOO | - | XXX | - | - | - | Mqcji | RPLU | 35d | 35 | 2.78% | 2.799% | 68.19436 |
S-2JK | JXV | 654.200 | 7.18 | - | GGG | - | DDD | - | - | - | Lllrl | Rwagm | 90s | 85 | 3.09% | 3.111% | 46.48602 |
K-PG | OGC | 60.800 | 6.40 | - | GI | - | WW | - | - | - | Mwpzw | Srfju | 135-140 | 140 | 3.73% | 3.762% | 90.47158 |
Tranche Comments
Q-1ZP: Registration: 144E Werv;
S-2JK: Registration: 144F Urix;
K-PG: Registration: 144F Athr;
Pricing Speed
12 NBG Ogpkgcil 10% Nlqic-Hg Nill
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | GCV | 38.000 | 2.40 | WS | JQ | - | PP | - | - | - | Xlagq | Eulmc | 135-140 | 135 | 4.11% | 4.146% | 94.32071 |
M-1 | PEQ | 433.000 | 8.30 | Kii | ZZZ | - | NNN | - | - | - | Nmjlo | KHWX | 45-50 | 43 | 3.18% | 3.202% | 92.12584 |
W-2 | IAZ | 834.000 | 5.54 | Brr | UUU | - | GGG | - | - | - | Ucqbn | Yjcjk | 95-100 | 100 | 3.69% | 3.721% | 12.62198 |
Tranche Comments
M-1: Registration: 144G Zsme;
W-2: Registration: 144Y Mwhn;
K: Registration: 144H Amkj;
Pricing Speed
12 WBB Gkwsxpyl 10% Wlayp-Ek Wyll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-MY | QBC | 19.500 | 9.80 | XU | OT | - | AA | - | - | - | Yqrka | Kblwt | 110-115 | 110 | 4.14% | 4.177% | 27.11637 |
Y-1ZZ | TGI | 482.700 | 4.49 | Cqq | GGG | - | PPP | - | - | - | Ztnwq | ELWN | 27-30 | 27 | 3.12% | 3.144% | 65.71740 |
Q-2NB | CFI | 724.700 | 3.62 | Nii | ZZZ | - | TTT | - | - | - | Xarie | Cnwzc | 65y | 65 | 3.60% | 3.695% | 76.46243 |
Tranche Comments
Y-1ZZ: Registration: 144G Ojrh;
Q-2NB: Registration: 144P Igcx;
W-MY: Registration: 144D Qfnk;
Pricing Speed
12 FLK - Zzfycich 10% Fhoci-Zz Fchh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2LG | VBO | 416.700 | 9.44 | Ypp | NNN | - | VVV | - | - | - | Rnqsj | Njzxe | - | 65 | 3.59% | 3.627% | 27.71179 |
A-YE | FUK | 38.000 | 5.61 | AD | CK | - | II | - | - | - | Kljyy | Dnnno | - | 115 | 4.13% | 4.167% | 60.28020 |
J-1FZ | ONB | 560.600 | 8.66 | Hmm | FFF | - | PPP | - | - | - | Vujge | NHZY | - | 30 | 3.08% | 3.102% | 57.24436 |
Tranche Comments
J-1FZ: Registration: 144D Pvba;
G-2LG: Registration: 144X Ewid;
A-YE: Registration: 144Z Cife;
Pricing Speed
12 XER Hbjiujwd 10% Xddwj-Cb Xwdd