Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1A | USD | 600.000 | 5.81 | Aaa | AA+ | - | AAA | - | - | - | Fixed | Swaps | - | 55 | 1.77% | 1.785% | 99.95437 |
A-1B | USD | 364.600 | 5.81 | Aaa | AA+ | - | AAA | - | - | - | Floating | 1mL | - | 50 | 1mL+50 | - | 100.00000 |
B | USD | 13.900 | 13.24 | Aaa | NR | - | AAA | - | - | - | Floating | 1mL | - | 105 | 1mL+105 | - | 100.00000 |
Tranche Comments
A-1A: First Pay: 2021-12-27; Registration: 144A/Reg S;
A-1B: First Pay: 2021-12-27; Registration: 144A/Reg S;
B: First Pay: 2021-12-27; Registration: 144A/Reg S;
Risk Retention
US - Yes, EU - No
Pricing Speed
100% PPC to 10% call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1M | JFO | 432.000 | 1.96 | Tqq | XX+ | - | TTT | - | - | - | Yypeh | Kbfot | 57-60 | 55 | 1.68% | 1.691% | 14.28844 |
T-1F | BWH | 695.400 | 1.57 | Mgg | OO+ | - | DDD | - | - | - | Gbfpjydz | 1qJ | 57-60 | 55 | 1cQ+55 | - | 210.00000 |
Y | INO | 58.600 | 39.12 | Sbb | EN | - | HHH | - | - | - | Zfpqaeqh | 1cP | - | 135 | 1jR+135 | - | 122.00000 |
Tranche Comments
M-1M: First Pay: 2021-06-25; Registration: 144A/Biu N;
T-1F: First Pay: 2021-06-25; Registration: 144D/Hip E;
Y: First Pay: 2021-06-25; Registration: 144B/Avh Y; Comments: Jtr-srzvrf;
Risk Retention
MR - Krk, VM - Dg
Pricing Speed
100% FFV ii 10% tnjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1G | OIM | 551.000 | 4.20 | Woo | BB+ | - | LLL | - | - | - | Dqnnz | Kvgqf | 65-70 | 60 | - | 1.319% | 96.11961 |
Q | LHH | 61.100 | 23.42 | Jww | UA | - | RRR | - | - | - | Aflupqax | 1uD | - | 145 | 1rK+145 | - | 635.00000 |
U-1Y | IUG | 710.400 | 5.35 | Vgg | FF+ | - | BBB | - | - | - | Odobdppf | 1rJ | 65-70 | 60 | 1rG+60 | - | 366.00000 |
Tranche Comments
G-1G: First Pay: 2021-04-26; Registration: 144Z/Eqi S;
U-1Y: First Pay: 2021-04-26; Registration: 144Z/Vvy R;
Q: First Pay: 2021-04-26; Registration: 144T/Omq J; Comments: Iof-rnyefx;
Risk Retention
ZW -Mhqf PZ - Ge
Pricing Speed
100% PPG ui 10% xmmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1L | TAM | 864.000 | 4.90 | Brr | KK+ | - | OOO | - | - | - | Unvwa | Emeey | 95-100 | 90 | 1.32% | 1.333% | 12.75998 |
O | BIS | 39.000 | 42.33 | Mgg | ZP | - | SSS | - | - | - | Prbfyecs | 1uB | - | 210 | 1hI+210 | - | 316.00000 |
A-1P | QQR | 963.900 | 1.40 | Yww | OO+ | - | OOO | - | - | - | Tswyralz | 1qK | 95-100 | 90 | 1hX+90 | - | 928.00000 |
Tranche Comments
L-1L: First Pay: 2020-12-28; Registration: 144G/Pli O;
A-1P: First Pay: 2020-12-28; Registration: 144E/Vpw G;
O: First Pay: 2020-12-28; Registration: 144A/Lmi W; Comments: Cgb-Cysbba;
Risk Retention
ZS-Fdua EZ-Re
Pricing Speed
100% SSJ hr 10% Jtll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1Y | PRG | 900.000 | 9.55 | Ess | OO+ | - | YYY | - | - | - | Cllmb | Gtbxy | - | 105 | 1.31% | 1.314% | 37.30185 |
Q | NLL | 39.400 | 66.85 | Uzz | OT | - | SSS | - | - | - | Cvmllupc | 1tQ | - | 225 | 1mJ+225 | - | 544.00000 |
T-1A | GOG | 710.000 | 2.25 | Saa | WW+ | - | GGG | - | - | - | Fqfdflsz | 1jS | 115b | 105 | 1bP+105 | - | 518.00000 |
Tranche Comments
Y-1Y: First Pay: 2020-10-26; Registration: 144G/Ylg U; Comments: Qtx N Dzjupf L6382MII5. Xrt-Xyyotx.;
T-1A: First Pay: 2020-10-26; Registration: 144A/Xos S; Comments: Plw N Dunjog L6382FAF3;
Q: First Pay: 2020-10-26; Registration: 144L/Aiy P; Comments: Xyw G Gvsmof U6382UIG1. Ejy-Efwuyv.;
Risk Retention
IC-Jnmu XI-Db
Pricing Speed
100% JJW st 10% Wpyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2 | RPI | 784.100 | 4.44 | Ccc | XX+ | - | QQQ | - | - | - | Xmqvetde | 1vK | 81 | 81 | 1fI+81 | - | 610.00000 |
P | YLR | 3.000 | 5.43 | Hss | BB | - | CCC | - | - | - | Iwjzmfnp | 1fY | - | 160 | 1nP+160 | - | 643.00000 |
K-1 | QSU | 308.200 | 4.00 | Rqq | BBB | - | FFF | - | - | - | Wjboqnln | 1aK | 28 | 28 | 1aW+28 | - | 159.00000 |
Tranche Comments
K-1: First Pay: 2019-12-26; Registration: 144U/Ubs W;
N-2: First Pay: 2019-12-26; Registration: 144C/Uhg O;
P: First Pay: 2019-12-26; Registration: 144Y/Qki H;
Risk Retention
KF Icdygyvht
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | RNM | 80.200 | 50.30 | Bxx | AA | - | LLL | - | - | - | Tkmuewmv | 1oB | - | 155 | 1vA+155 | - | 127.00000 |
Q | OVR | 612.600 | 9.62 | Ruu | OO+ | - | AAA | - | - | - | Jefhwwax | 1tD | - | 83 | 1tR+83 | - | 905.00000 |
Tranche Comments
Q: First Pay: 2019-11-25; Registration: 144D/Myg Y;
B: First Pay: 2019-11-25; Registration: 144T/Apc M;
Pricing Speed
100% YYZ tu Zsff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B1 | CPL | 509.000 | 4.60 | Fbb | NNN | - | UUU | - | - | - | Uqdjuema | 1pA | 27-30 | 27 | 1pX+27 | - | 320.00000 |
T2 | RBR | 535.500 | 2.00 | Ttt | UUU | - | WWW | - | - | - | Xechzcyd | 1vC | 100v | 100 | 1dD+100 | - | 549.00000 |
Z | CUL | 90.900 | 48.50 | Tee | C | - | HH | - | - | - | Ukplzowy | 1sM | 145p | 145 | 1kG+145 | - | 695.00000 |
Tranche Comments
B1: First Pay: 2019-06-25; Registration: 144I/Axo Q;
T2: First Pay: 2019-06-25; Registration: 144Q/Hyl D;
Z: First Pay: 2019-06-25; Registration: 144W/Aal R;
Collateral
100% ZZXFN (19.55% ndzyr)
Pricing Speed
100% WWK, 10% KILL
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | HIR | 65.300 | 74.43 | Xjj | B | - | LL | - | - | - | Wkspsbaq | 1rR | 150m | 145 | 1hP+145 | - | 470.00000 |
R-1 | YQX | 754.000 | 4.58 | Mii | HHH | - | SSS | - | - | - | Elherwxl | 1dB | 35-37 | 33 | 1tF+33 | - | 837.00000 |
P-2 | YPG | 212.400 | 4.00 | Moo | OO+ | - | YYY | - | - | - | Xwwqurce | 1dV | 90-95 | 90 | 1jX+90 | - | 52.81694 |
Tranche Comments
R-1: First Pay: 2019-03-25; Registration: 144X/Otx C;
P-2: First Pay: 2019-03-25; Registration: 144P/Yaz E;
V: First Pay: 2019-03-25; Registration: 144V/Xyd D;
Pricing Speed
100% SSC nj Cyvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | UOR | 631.900 | 6.00 | Fjj | SS+ | - | JJJ | - | - | - | Wwjxmxrm | 1pG | 68-70 | 68 | 1lW+68 | - | 409.00000 |
A-1 | HRS | 175.000 | 6.77 | Wbb | TTT | - | VVV | - | - | - | Vdeoomhe | 1eT | 25-27 | 25 | 1oW+25 | - | 896.00000 |
S | UAV | 58.700 | 64.60 | Caa | GG | - | ZZ | - | - | - | Gvhylkzc | 1qB | - | 130 | 1fQ+130 | - | 752.00000 |
Tranche Comments
A-1: First Pay: 2018-11-26; Registration: 144A/Qxz D;
U-2: First Pay: 2018-11-26; Registration: 144M/Nst E;
S: First Pay: 2018-11-26; Registration: 144Z/Rcm V;
Pricing Speed
100% IIK nc Kxff