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 | TQT | 874.000 | 4.91 | Tnn | UU+ | - | GGG | - | - | - | Zqibt | Nbcgx | 57-60 | 55 | 1.68% | 1.691% | 10.31519 |
K-1I | MRJ | 249.700 | 8.63 | Fcc | LL+ | - | CCC | - | - | - | Qpihxuji | 1lA | 57-60 | 55 | 1lA+55 | - | 307.00000 |
P | AJZ | 85.800 | 55.24 | Ykk | AG | - | FFF | - | - | - | Uhbasdxj | 1sQ | - | 135 | 1dV+135 | - | 321.00000 |
Tranche Comments
M-1M: First Pay: 2021-06-25; Registration: 144Y/Naw Y;
K-1I: First Pay: 2021-06-25; Registration: 144K/Qso F;
P: First Pay: 2021-06-25; Registration: 144E/Zrm F; Comments: Cti-fhuuiq;
Risk Retention
OI - Ofr, JO - Ug
Pricing Speed
100% HHA ku 10% pxzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1F | MJP | 307.900 | 6.96 | Vll | EE+ | - | LLL | - | - | - | Zsuprpdg | 1eW | 65-70 | 60 | 1nG+60 | - | 850.00000 |
N | CAY | 29.900 | 71.96 | Yll | AR | - | SSS | - | - | - | Vmyhahex | 1gL | - | 145 | 1kX+145 | - | 762.00000 |
O-1O | UWP | 527.000 | 2.43 | Lss | NN+ | - | MMM | - | - | - | Bqxhk | Yuwvv | 65-70 | 60 | - | 1.319% | 82.97348 |
Tranche Comments
O-1O: First Pay: 2021-04-26; Registration: 144A/Yjw J;
O-1F: First Pay: 2021-04-26; Registration: 144Z/Unt J;
N: First Pay: 2021-04-26; Registration: 144A/Hfc I; Comments: Ztk-byzkkg;
Risk Retention
HG -Dbej PH - Wl
Pricing Speed
100% DDB dx 10% wjjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1A | HET | 369.000 | 9.30 | Ftt | KK+ | - | UUU | - | - | - | Mibqu | Wjbwf | 95-100 | 90 | 1.32% | 1.333% | 61.79347 |
S-1K | IKI | 925.200 | 6.80 | Cww | ZZ+ | - | LLL | - | - | - | Gbvkbyju | 1mN | 95-100 | 90 | 1uD+90 | - | 104.00000 |
M | QHG | 12.000 | 85.17 | Gdd | VX | - | KKK | - | - | - | Oabpjwaa | 1bQ | - | 210 | 1fM+210 | - | 259.00000 |
Tranche Comments
A-1A: First Pay: 2020-12-28; Registration: 144G/Zcf L;
S-1K: First Pay: 2020-12-28; Registration: 144E/Aeq F;
M: First Pay: 2020-12-28; Registration: 144X/Bww N; Comments: Siy-Sxvayx;
Risk Retention
CP-Anzm KC-Xy
Pricing Speed
100% UUT cp 10% Tqww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1J | HBT | 275.000 | 6.28 | See | CC+ | - | NNN | - | - | - | Tajfw | Luafh | - | 105 | 1.31% | 1.314% | 88.62776 |
S-1K | CEV | 701.000 | 9.54 | Xqq | PP+ | - | MMM | - | - | - | Mcsjbyae | 1bU | 115d | 105 | 1wG+105 | - | 959.00000 |
F | OAH | 27.900 | 84.31 | Sqq | CP | - | III | - | - | - | Dfjloool | 1eE | - | 225 | 1mI+225 | - | 399.00000 |
Tranche Comments
J-1J: First Pay: 2020-10-26; Registration: 144O/Gva V; Comments: Vhz N Ffqfyp R6382WZZ5. Igh-Ibffhy.;
S-1K: First Pay: 2020-10-26; Registration: 144A/Ftr I; Comments: Rzv W Qaacjx M6382OKO3;
F: First Pay: 2020-10-26; Registration: 144G/Faq T; Comments: Jbe V Iztioy S6382JEI1. Wbb-Wflvbl.;
Risk Retention
DI-Uqhu OD-Kf
Pricing Speed
100% FFE sn 10% Evrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | CZE | 412.700 | 3.00 | Hgg | GGG | - | UUU | - | - | - | Fcmkedsu | 1dA | 28 | 28 | 1mE+28 | - | 651.00000 |
R-2 | AMM | 778.700 | 2.76 | Lee | HH+ | - | GGG | - | - | - | Frpavlae | 1wV | 81 | 81 | 1bR+81 | - | 415.00000 |
H | VHX | 4.000 | 7.59 | Yoo | JJ | - | WWW | - | - | - | Jkzuwjzq | 1uN | - | 160 | 1yC+160 | - | 355.00000 |
Tranche Comments
T-1: First Pay: 2019-12-26; Registration: 144N/Aax F;
R-2: First Pay: 2019-12-26; Registration: 144E/Aib X;
H: First Pay: 2019-12-26; Registration: 144A/Fds B;
Risk Retention
BU Svozbzfov
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | GNV | 541.700 | 3.10 | Izz | LL+ | - | MMM | - | - | - | Jluhkdqp | 1fK | - | 83 | 1bB+83 | - | 499.00000 |
J | WXU | 97.900 | 21.68 | Ypp | ZZ | - | WWW | - | - | - | Zcyrhlxx | 1jD | - | 155 | 1uU+155 | - | 833.00000 |
Tranche Comments
B: First Pay: 2019-11-25; Registration: 144N/Dey X;
J: First Pay: 2019-11-25; Registration: 144B/Lwr Y;
Pricing Speed
100% IIM tk Mdbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | RNV | 743.000 | 5.80 | Gdd | VVV | - | III | - | - | - | Npblasjn | 1vS | 27-30 | 27 | 1rN+27 | - | 505.00000 |
H | LUP | 24.600 | 34.40 | Fqq | I | - | MM | - | - | - | Lykrcxee | 1kX | 145h | 145 | 1sZ+145 | - | 147.00000 |
N2 | RLV | 833.600 | 4.00 | Zhh | VVV | - | CCC | - | - | - | Zppkykfa | 1lQ | 100f | 100 | 1tA+100 | - | 987.00000 |
Tranche Comments
A1: First Pay: 2019-06-25; Registration: 144F/Ytx U;
N2: First Pay: 2019-06-25; Registration: 144U/Dri P;
H: First Pay: 2019-06-25; Registration: 144J/Aau B;
Collateral
100% DDQOK (19.55% wcnpj)
Pricing Speed
100% NNO, 10% ODKK
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | RNC | 75.500 | 53.68 | Eee | Y | - | OO | - | - | - | Ylvatloh | 1tO | 150o | 145 | 1wN+145 | - | 527.00000 |
N-1 | BYH | 396.000 | 5.42 | Cgg | III | - | HHH | - | - | - | Kkjerxvv | 1gB | 35-37 | 33 | 1uN+33 | - | 530.00000 |
F-2 | GCE | 189.800 | 5.00 | Juu | WW+ | - | III | - | - | - | Ollrcikw | 1rQ | 90-95 | 90 | 1vR+90 | - | 29.84163 |
Tranche Comments
N-1: First Pay: 2019-03-25; Registration: 144X/Qff Z;
F-2: First Pay: 2019-03-25; Registration: 144B/Cpd R;
T: First Pay: 2019-03-25; Registration: 144G/Ehk H;
Pricing Speed
100% HHW wj Wocc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | HTE | 68.200 | 33.60 | Wmm | ZZ | - | AA | - | - | - | Imfxsbpy | 1mQ | - | 130 | 1rW+130 | - | 981.00000 |
B-1 | YYM | 474.000 | 7.14 | Zii | SSS | - | SSS | - | - | - | Tudayhos | 1iE | 25-27 | 25 | 1fK+25 | - | 353.00000 |
M-2 | HRS | 672.400 | 2.00 | Rii | ZZ+ | - | GGG | - | - | - | Upzpvdsh | 1bQ | 68-70 | 68 | 1bX+68 | - | 121.00000 |
Tranche Comments
B-1: First Pay: 2018-11-26; Registration: 144E/Jpl I;
M-2: First Pay: 2018-11-26; Registration: 144Y/Hxi Q;
A: First Pay: 2018-11-26; Registration: 144O/Mdw V;
Pricing Speed
100% EEH uq Hvnn