Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 102.000 | 0.23 | P-1 | - | F1+ | - | - | - | - | Fixed | IntL | -3 to -1 | -4 | 0.182% | 0.182% | 100.00000 |
A-2 | USD | 210.000 | 0.95 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 8-10 | 4 | 0.230% | 0.234% | 99.99632 |
A-3 | USD | 210.000 | 2.12 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 15-17 | 10 | 0.33% | 0.336% | 99.98783 |
A-4 | USD | 66.420 | 3.20 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 23-25 | 15 | 0.48% | 0.483% | 99.99201 |
B | USD | 21.330 | 3.70 | Aa2 | - | AA | - | - | - | - | Fixed | Swaps | 40-45 | 32 | 0.71% | 0.719% | 99.97108 |
C | USD | 19.580 | 3.98 | A2 | - | A | - | - | - | - | Fixed | Swaps | 70-75 | 60 | 1.03% | 1.036% | 99.98530 |
D | USD | 19.580 | 4.30 | Baa3 | - | BBB | - | - | - | - | Fixed | Swaps | 125-135 | 110 | 1.57% | 1.584% | 99.96348 |
E | USD | 13.980 | 4.49 | NR | - | BB | - | - | - | - | Fixed | Swaps | 300a | 280 | 3.28% | 3.312% | 99.96100 |
F | USD | 15.390 | 4.49 | NR | - | B | - | - | - | - | Fixed | Swaps | 550a | 535 | 5.79% | 5.862% | 99.99359 |
Tranche Comments
A-1: First Pay: 2021-02-16; Registration: 144A/Reg S;
A-2: First Pay: 2021-02-16; Registration: 144A/Reg S;
A-3: First Pay: 2021-02-16; Registration: 144A/Reg S;
A-4: First Pay: 2021-02-16; Registration: 144A/Reg S;
B: First Pay: 2021-02-16; Registration: 144A/Reg S;
C: First Pay: 2021-02-16; Registration: 144A/Reg S;
D: First Pay: 2021-02-16; Registration: 144A/Reg S;
E: First Pay: 2021-02-16; Registration: 144A/Reg S;
F: First Pay: 2021-02-16; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | NQW | 517.000 | 2.35 | - | QQQ | FFF | - | - | - | - | Hcxyc | ACDO | 25-30 | 15 | 0.38% | 0.381% | 91.65908 |
W | OZI | 9.440 | 7.10 | - | YY | YY | - | - | - | - | Qusot | Fcimo | 410-425 | 390 | 4.13% | 4.169% | 14.73518 |
I | PWI | 99.870 | 3.48 | - | N | J | - | - | - | - | Pihqs | Oigyz | 675-700 | 685 | 7.03% | 7.136% | 37.65789 |
P-1 | WPW | 73.000 | 4.98 | - | M-1+ | Q1+ | - | - | - | - | Yblij | HuiO | 5-7 | -2 | 0.21% | 0.209% | 850.00000 |
U-3 | NSM | 113.000 | 8.46 | - | NNN | HHH | - | - | - | - | Olrra | ZPXH | 35-40 | 25 | 0.46% | 0.469% | 98.50408 |
V-4 | AKD | 26.560 | 5.41 | - | QQQ | EEE | - | - | - | - | Ekara | Hukit | 45-50 | 32 | 0.54% | 0.546% | 70.49884 |
P | VTJ | 86.340 | 8.64 | - | OO | II | - | - | - | - | Evxlq | Ggoiw | 80-90 | 55 | 0.77% | 0.781% | 59.64746 |
G | QNO | 80.780 | 1.40 | - | A | R | - | - | - | - | Dnxzd | Tgoiy | 130-140 | 105 | 1.29% | 1.294% | 11.13393 |
U | BJT | 34.540 | 1.27 | - | III | LLL | - | - | - | - | Ephlc | Kfntj | 210-220 | 190 | 2.14% | 2.159% | 23.42195 |
Tranche Comments
P-1: First Pay: 2020-09-15; Registration: 144C/Lpb N;
V-2: First Pay: 2020-09-15; Registration: 144L/Fhz O;
U-3: First Pay: 2020-09-15; Registration: 144Z/Hum Z;
V-4: First Pay: 2020-09-15; Registration: 144F/Vzs K;
P: First Pay: 2020-09-15; Registration: 144X/Jmk M;
G: First Pay: 2020-09-15; Registration: 144Q/Nel L;
U: First Pay: 2020-09-15; Registration: 144L/Cay T;
W: First Pay: 2020-09-15; Registration: 144D/Iml Z;
I: First Pay: 2020-09-15; Registration: 144N/Cfy F;
Pricing Speed
1.40% JIO ph 5% Idbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | ZNE | 181.700 | 5.18 | - | XXX | - | - | - | - | - | Aumod | UWEM | - | 110 | 1.37% | 1.375% | 48.67962 |
W | ZSS | 3.570 | 5.94 | - | SS- | - | - | - | - | - | Asuyx | Afhgy | - | 750 | 7.69% | 7.821% | 85.11928 |
G | VHW | 91.820 | 2.51 | - | P | - | - | - | - | - | Dnvtt | Zfgev | - | 345 | 3.71% | 3.744% | 45.17882 |
L | RPB | 18.700 | 6.45 | - | X | - | - | - | - | - | Sfucc | Yxklh | - | 1000 | 10.12% | 10.337% | 80.75360 |
Z | PAO | 81.470 | 5.60 | - | VVV | - | - | - | - | - | Pwpxp | Objyi | - | 525 | 5.49% | 5.561% | 32.66421 |
L | KFQ | 67.560 | 3.20 | - | EE | - | - | - | - | - | Tknoc | Pzcog | - | 200 | 2.26% | 2.280% | 18.21731 |
Tranche Comments
G: First Pay: 2020-06-15; Registration: 144T/Byw B;
L: First Pay: 2020-06-15; Registration: 144M/Mhk D;
G: First Pay: 2020-06-15; Registration: 144L/Xbb B;
Z: First Pay: 2020-06-15; Registration: 144N/Fei T;
W: First Pay: 2020-06-15; Registration: 144Y/Uio Z;
L: First Pay: 2020-06-15; Registration: 144G/Aum E;
Risk Retention
JZ-Bmxl JJ-Bmx
Pricing Speed
1.40% DFN ug 5% Apll