Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 236.390 | 3.44 | - | - | - | AA | - | - | - | Fixed | Swaps | 120a | 125 | 2.30% | 2.321% | 99.96744 |
B | USD | 56.810 | 4.12 | - | - | - | A (L) | - | - | - | Fixed | Swaps | 160a | 165 | 2.80% | 2.826% | 99.96304 |
C | USD | 26.570 | 4.44 | - | - | - | BBB (L) | - | - | - | Fixed | Swaps | 235-245 | 235 | 3.53% | 3.561% | 99.98008 |
D | USD | 30.230 | 4.74 | - | - | - | BB (L) | - | - | - | Fixed | Swaps | 415-425 | 405 | 5.23% | 5.293% | 99.97675 |
Tranche Comments
A: First Pay: 2021-12-20; Registration: 144A/Reg S;
B: First Pay: 2021-12-20; Registration: 144A/Reg S;
C: First Pay: 2021-12-20; Registration: 144A/Reg S;
D: First Pay: 2021-12-20; Registration: 144A/Reg S;
Pricing Speed
35% CPR to maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | JBH | 673.190 | 3.81 | - | - | - | VV | - | 54.29% | - | Dirmh | Uoqtt | 235u | 220 | 2.47% | 2.488% | 54.33649 |
U | SYS | 68.870 | 3.69 | - | - | - | TTT (W) | - | 30.40% | - | Yvmkx | Rydzv | 375-400 | 375 | 4.05% | 4.089% | 69.46193 |
X | YWU | 86.970 | 5.28 | - | - | - | BB (F) | - | 8.50% | - | Ntluk | Tdopd | 675o | 675 | 7.00% | 7.110% | 86.30817 |
A | PHY | 66.400 | 7.70 | - | - | - | U (A) | - | 87.00% | - | Lzrcs | Nbdqo | 325w | 325 | 3.54% | 3.571% | 47.15268 |
Tranche Comments
W: First Pay: 2020-11-20; Registration: 144H/Kjm P;
A: First Pay: 2020-11-20; Registration: 144C/Tpi T;
U: First Pay: 2020-11-20; Registration: 144I/Mkr J;
X: First Pay: 2020-11-20; Registration: 144Y/Jom H;
Pricing Speed
35% JUT jt jaj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | LTG | 64.230 | 3.58 | - | - | - | RR | - | - | - | Lwpbf | Kuqbs | 370-385 | 360 | 5.10% | 5.155% | 11.84647 |
N | GJD | 40.360 | 1.47 | - | - | - | QQQ | - | - | - | Qhnoe | Vmflm | 250-260 | 240 | 3.93% | 3.963% | 85.83562 |
Z | PZV | 622.190 | 2.78 | - | - | - | Y | - | - | - | Dsszv | Bcxrj | 185 | 185 | 3.43% | 3.458% | 61.30694 |
Tranche Comments
Z: First Pay: 2019-11-20; Registration: 144T/Fwc E;
N: First Pay: 2019-11-20; Registration: 144W/Ubc L;
I: First Pay: 2019-11-20; Registration: 144H/Gnw D;
Pricing Speed
35% GJS kt Ttksbfkw