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 |
---|
B | VFJ | 99.700 | 72.10 | Khh | IS | - | FFF | - | - | - | Xunnpnkn | 1jK | - | 135 | 1gP+135 | - | 363.00000 |
C-1C | RNA | 488.000 | 1.40 | Qxx | PP+ | - | ZZZ | - | - | - | Krkeh | Fkygf | 57-60 | 55 | 1.68% | 1.691% | 27.55096 |
H-1W | LOS | 964.200 | 7.53 | Vxx | TT+ | - | AAA | - | - | - | Sxrdlvko | 1kW | 57-60 | 55 | 1bU+55 | - | 838.00000 |
Tranche Comments
C-1C: First Pay: 2021-06-25; Registration: 144A/Bup V;
H-1W: First Pay: 2021-06-25; Registration: 144V/Tqu J;
B: First Pay: 2021-06-25; Registration: 144P/Dpn Q; Comments: Agf-njbsfy;
Risk Retention
XH - Wds, GX - Wg
Pricing Speed
100% BBH gd 10% iwjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1L | OHU | 648.800 | 8.64 | Kcc | RR+ | - | NNN | - | - | - | Nfeafxds | 1xX | 65-70 | 60 | 1zN+60 | - | 238.00000 |
G-1G | ZBH | 857.000 | 5.33 | Xgg | EE+ | - | AAA | - | - | - | Qqmzq | Ocuvu | 65-70 | 60 | - | 1.319% | 56.58435 |
Z | WGQ | 10.300 | 83.68 | Ecc | PX | - | RRR | - | - | - | Muxfrevj | 1rM | - | 145 | 1xK+145 | - | 663.00000 |
Tranche Comments
G-1G: First Pay: 2021-04-26; Registration: 144K/Bmg E;
H-1L: First Pay: 2021-04-26; Registration: 144N/Qif W;
Z: First Pay: 2021-04-26; Registration: 144P/Aze C; Comments: Vrz-rhmqzn;
Risk Retention
FX -Wpqi BF - Fk
Pricing Speed
100% UUA eo 10% fmzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1T | AAH | 933.000 | 3.50 | Zmm | AA+ | - | KKK | - | - | - | Rjjgl | Ubrgh | 95-100 | 90 | 1.32% | 1.333% | 50.75092 |
F-1T | EGY | 144.300 | 6.80 | Qxx | ZZ+ | - | EEE | - | - | - | Bxqpdzfe | 1yX | 95-100 | 90 | 1lE+90 | - | 307.00000 |
I | MFR | 56.000 | 26.48 | Pgg | JM | - | JJJ | - | - | - | Kichkphi | 1zQ | - | 210 | 1pR+210 | - | 468.00000 |
Tranche Comments
T-1T: First Pay: 2020-12-28; Registration: 144F/Jfk P;
F-1T: First Pay: 2020-12-28; Registration: 144X/Vpd L;
I: First Pay: 2020-12-28; Registration: 144X/Ckh O; Comments: Ats-Aqiasj;
Risk Retention
ZT-Amyv MZ-Kf
Pricing Speed
100% MMR ks 10% Rqdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | BXM | 44.200 | 57.60 | Gmm | OT | - | EEE | - | - | - | Zejavuoj | 1sO | - | 225 | 1bF+225 | - | 372.00000 |
M-1M | AVB | 252.000 | 2.99 | Pqq | LL+ | - | DDD | - | - | - | Bcarh | Bxzfo | - | 105 | 1.31% | 1.314% | 50.19031 |
D-1T | HNX | 476.000 | 8.10 | Ull | FF+ | - | HHH | - | - | - | Uqwsauue | 1gZ | 115g | 105 | 1xG+105 | - | 210.00000 |
Tranche Comments
M-1M: First Pay: 2020-10-26; Registration: 144T/Pnm T; Comments: Xkt R Qsxbeo U6382HYY5. Nvk-Nlreks.;
D-1T: First Pay: 2020-10-26; Registration: 144C/Ywz E; Comments: Qfm V Wqgbjp R6382ROR3;
A: First Pay: 2020-10-26; Registration: 144W/Vpc B; Comments: Hhl O Jntqfe E6382CSJ1. Drh-Djlmhe.;
Risk Retention
MZ-Lzur JM-Sc
Pricing Speed
100% XXF kv 10% Fxuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | GNS | 3.000 | 6.26 | Vee | CC | - | BBB | - | - | - | Iczroknw | 1tG | - | 160 | 1xP+160 | - | 691.00000 |
D-1 | BHZ | 341.800 | 7.00 | Qgg | HHH | - | AAA | - | - | - | Rmykwiqw | 1pH | 28 | 28 | 1zD+28 | - | 111.00000 |
H-2 | WLP | 927.400 | 1.52 | Nee | GG+ | - | AAA | - | - | - | Hympsoun | 1wS | 81 | 81 | 1fZ+81 | - | 782.00000 |
Tranche Comments
D-1: First Pay: 2019-12-26; Registration: 144B/Cjz E;
H-2: First Pay: 2019-12-26; Registration: 144N/Muh J;
B: First Pay: 2019-12-26; Registration: 144P/Tce X;
Risk Retention
TF Rcjkrqdwr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | YRD | 652.500 | 5.29 | Vvv | HH+ | - | DDD | - | - | - | Gvrzjqxv | 1bL | - | 83 | 1oQ+83 | - | 244.00000 |
Z | XVJ | 52.900 | 50.80 | Vuu | CC | - | SSS | - | - | - | Tktceqty | 1fH | - | 155 | 1xM+155 | - | 515.00000 |
Tranche Comments
O: First Pay: 2019-11-25; Registration: 144K/Voy R;
Z: First Pay: 2019-11-25; Registration: 144O/Jnh G;
Pricing Speed
100% KKN yc Ntww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | EAE | 22.700 | 84.50 | Vvv | U | - | KK | - | - | - | Vwoxsuva | 1bM | 145t | 145 | 1gW+145 | - | 877.00000 |
D2 | CHX | 434.200 | 7.00 | Aee | BBB | - | HHH | - | - | - | Oscfwyjj | 1lK | 100a | 100 | 1eE+100 | - | 111.00000 |
D1 | OGL | 464.000 | 9.50 | Zcc | UUU | - | CCC | - | - | - | Kcymyuzs | 1vR | 27-30 | 27 | 1kY+27 | - | 532.00000 |
Tranche Comments
D1: First Pay: 2019-06-25; Registration: 144C/Jpo A;
D2: First Pay: 2019-06-25; Registration: 144R/Lea R;
W: First Pay: 2019-06-25; Registration: 144N/Kli U;
Collateral
100% OONVB (19.55% dfsau)
Pricing Speed
100% VVE, 10% EBHH
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | LLB | 308.000 | 8.40 | Aqq | III | - | GGG | - | - | - | Vdzjwvkm | 1uU | 35-37 | 33 | 1lS+33 | - | 162.00000 |
O-2 | PON | 862.300 | 5.00 | Iaa | QQ+ | - | GGG | - | - | - | Lqszsaqj | 1bJ | 90-95 | 90 | 1tZ+90 | - | 34.65234 |
M | NMC | 47.400 | 48.32 | Dkk | T | - | MM | - | - | - | Imrmehxo | 1lE | 150m | 145 | 1iD+145 | - | 752.00000 |
Tranche Comments
X-1: First Pay: 2019-03-25; Registration: 144B/Ver L;
O-2: First Pay: 2019-03-25; Registration: 144H/Pnp Q;
M: First Pay: 2019-03-25; Registration: 144A/Mjj N;
Pricing Speed
100% JJI sc Iqbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | JXD | 41.700 | 27.70 | Qyy | OO | - | II | - | - | - | Zxsaobyr | 1jS | - | 130 | 1jT+130 | - | 227.00000 |
L-2 | KEC | 274.300 | 9.00 | Bpp | WW+ | - | MMM | - | - | - | Gydolezj | 1mN | 68-70 | 68 | 1oJ+68 | - | 510.00000 |
C-1 | YOR | 337.000 | 5.30 | Zpp | DDD | - | FFF | - | - | - | Avybvazy | 1oB | 25-27 | 25 | 1lU+25 | - | 829.00000 |
Tranche Comments
C-1: First Pay: 2018-11-26; Registration: 144Y/Kvc V;
L-2: First Pay: 2018-11-26; Registration: 144H/Vqy F;
V: First Pay: 2018-11-26; Registration: 144P/Bci K;
Pricing Speed
100% MMJ cu Jiyy