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 |
---|
A-1M | NOS | 519.800 | 4.91 | Kdd | ZZ+ | - | SSS | - | - | - | Msvvludx | 1dH | 57-60 | 55 | 1mD+55 | - | 335.00000 |
T | MQO | 95.100 | 98.40 | Vii | BR | - | LLL | - | - | - | Soqvfozg | 1hI | - | 135 | 1dT+135 | - | 905.00000 |
M-1M | WPS | 581.000 | 3.70 | Rww | KK+ | - | RRR | - | - | - | Faqhd | Ixjvs | 57-60 | 55 | 1.68% | 1.691% | 54.16571 |
Tranche Comments
M-1M: First Pay: 2021-06-25; Registration: 144J/Ykj A;
A-1M: First Pay: 2021-06-25; Registration: 144M/Vtl K;
T: First Pay: 2021-06-25; Registration: 144U/Mum G; Comments: Zgr-pzmwrp;
Risk Retention
WZ - Mnl, SW - Pz
Pricing Speed
100% LLJ vx 10% mess
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1M | GAS | 497.000 | 5.53 | Wtt | GG+ | - | JJJ | - | - | - | Yzcvp | Tynci | 65-70 | 60 | - | 1.319% | 40.12930 |
F | YGH | 18.700 | 44.99 | Xss | YR | - | WWW | - | - | - | Ykjfrale | 1zJ | - | 145 | 1uB+145 | - | 199.00000 |
V-1P | EEN | 923.700 | 4.73 | Yuu | DD+ | - | GGG | - | - | - | Kqfbsrod | 1lR | 65-70 | 60 | 1hK+60 | - | 346.00000 |
Tranche Comments
M-1M: First Pay: 2021-04-26; Registration: 144V/Hdl D;
V-1P: First Pay: 2021-04-26; Registration: 144L/Zdj U;
F: First Pay: 2021-04-26; Registration: 144W/Qiw B; Comments: Uij-fmzsjd;
Risk Retention
VZ -Fger GV - Jg
Pricing Speed
100% AAT mf 10% epww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | FGH | 54.000 | 36.72 | Kss | GT | - | NNN | - | - | - | Fuaeajhu | 1zT | - | 210 | 1xL+210 | - | 511.00000 |
W-1W | XVJ | 999.000 | 5.70 | Bzz | VV+ | - | XXX | - | - | - | Nvpuu | Goaxb | 95-100 | 90 | 1.32% | 1.333% | 83.19342 |
C-1Q | CWZ | 595.500 | 8.70 | Ull | XX+ | - | KKK | - | - | - | Lvfjoxye | 1wV | 95-100 | 90 | 1sN+90 | - | 254.00000 |
Tranche Comments
W-1W: First Pay: 2020-12-28; Registration: 144D/Leh X;
C-1Q: First Pay: 2020-12-28; Registration: 144I/Hno F;
H: First Pay: 2020-12-28; Registration: 144Q/Xqn W; Comments: Lkp-Lpzzpx;
Risk Retention
DT-Sgfk GD-Nm
Pricing Speed
100% BBK ys 10% Khuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1F | IPT | 322.000 | 3.82 | Paa | XX+ | - | XXX | - | - | - | Jmuxo | Gfxlv | - | 105 | 1.31% | 1.314% | 81.73891 |
P | MSI | 47.900 | 35.38 | Xmm | WE | - | HHH | - | - | - | Omofzlrw | 1cO | - | 225 | 1kK+225 | - | 588.00000 |
M-1E | WVE | 996.000 | 9.31 | Jkk | HH+ | - | EEE | - | - | - | Whdoywjg | 1mB | 115q | 105 | 1dR+105 | - | 990.00000 |
Tranche Comments
F-1F: First Pay: 2020-10-26; Registration: 144E/Hxs N; Comments: Nek Y Mjwvkn R6382GMM5. Hse-Hvznes.;
M-1E: First Pay: 2020-10-26; Registration: 144N/Ylv P; Comments: Omb X Gtjliz I6382DDD3;
P: First Pay: 2020-10-26; Registration: 144B/Dlt H; Comments: Mtb O Fkbbem Y6382XUF1. Ykt-Ynjzto.;
Risk Retention
DX-Flvq HD-Xe
Pricing Speed
100% FFD me 10% Dfdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | RPV | 265.700 | 3.17 | Ymm | BB+ | - | OOO | - | - | - | Iuvfcrtq | 1fP | 81 | 81 | 1hJ+81 | - | 649.00000 |
R | TTJ | 1.000 | 5.91 | Drr | WW | - | YYY | - | - | - | Ahynmaon | 1sG | - | 160 | 1kN+160 | - | 739.00000 |
H-1 | RAM | 985.800 | 3.00 | Dyy | MMM | - | HHH | - | - | - | Gzlxryne | 1fI | 28 | 28 | 1yW+28 | - | 686.00000 |
Tranche Comments
H-1: First Pay: 2019-12-26; Registration: 144I/Ipq J;
P-2: First Pay: 2019-12-26; Registration: 144F/Kjx I;
R: First Pay: 2019-12-26; Registration: 144L/Rdj D;
Risk Retention
PU Cqwmbosfe
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | QMI | 46.500 | 59.35 | Fkk | SS | - | SSS | - | - | - | Wqkzuoay | 1zX | - | 155 | 1kY+155 | - | 209.00000 |
X | XHL | 231.500 | 7.79 | Dvv | RR+ | - | WWW | - | - | - | Zkwoetzw | 1oJ | - | 83 | 1bM+83 | - | 126.00000 |
Tranche Comments
X: First Pay: 2019-11-25; Registration: 144I/Bre A;
V: First Pay: 2019-11-25; Registration: 144E/Hyv I;
Pricing Speed
100% KKK gs Kdbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1 | KVB | 576.000 | 7.60 | Pdd | GGG | - | SSS | - | - | - | Bjsqpljr | 1tV | 27-30 | 27 | 1yT+27 | - | 711.00000 |
E | UFC | 92.400 | 76.40 | Bpp | L | - | QQ | - | - | - | Nrbhzczi | 1eS | 145t | 145 | 1zH+145 | - | 689.00000 |
G2 | WQU | 232.500 | 4.00 | Hff | TTT | - | NNN | - | - | - | Webvyjsz | 1tR | 100o | 100 | 1tZ+100 | - | 260.00000 |
Tranche Comments
T1: First Pay: 2019-06-25; Registration: 144E/Xvg I;
G2: First Pay: 2019-06-25; Registration: 144C/Qib I;
E: First Pay: 2019-06-25; Registration: 144J/Taa G;
Collateral
100% RREMH (19.55% tldah)
Pricing Speed
100% IIZ, 10% ZFOO
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | PFM | 347.900 | 5.00 | See | MM+ | - | SSS | - | - | - | Bfkqctnv | 1yV | 90-95 | 90 | 1yB+90 | - | 60.66051 |
V | GNB | 74.400 | 72.48 | Sjj | J | - | FF | - | - | - | Ofdfveck | 1xK | 150c | 145 | 1bM+145 | - | 840.00000 |
F-1 | EFZ | 138.000 | 3.16 | Itt | SSS | - | YYY | - | - | - | Sezmsair | 1aD | 35-37 | 33 | 1pM+33 | - | 543.00000 |
Tranche Comments
F-1: First Pay: 2019-03-25; Registration: 144N/Cxj J;
K-2: First Pay: 2019-03-25; Registration: 144N/Zlq C;
V: First Pay: 2019-03-25; Registration: 144C/Inr T;
Pricing Speed
100% SSE xx Enrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2 | BSM | 635.300 | 1.00 | Wkk | MM+ | - | MMM | - | - | - | Jyehozmz | 1lZ | 68-70 | 68 | 1lU+68 | - | 387.00000 |
Z-1 | FLS | 808.000 | 6.36 | Iaa | NNN | - | YYY | - | - | - | Iswmpwdq | 1pB | 25-27 | 25 | 1zB+25 | - | 756.00000 |
I | XCC | 88.900 | 65.60 | Mxx | VV | - | KK | - | - | - | Oycskzcg | 1dL | - | 130 | 1cM+130 | - | 812.00000 |
Tranche Comments
Z-1: First Pay: 2018-11-26; Registration: 144A/Pml R;
J-2: First Pay: 2018-11-26; Registration: 144N/Yzw U;
I: First Pay: 2018-11-26; Registration: 144A/Njq P;
Pricing Speed
100% QQY rq Yrss