Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 254.420 | 1.54 | - | - | AAA | - | - | - | - | Floating | 1mL | - | 28 | 1mL+28 | - | 100.00000 |
Tranche Comments
A: First Pay: 2021-05-20; Registration: 144A/Reg S;
Pricing Speed
100% PPC to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-3 | CPD | 61.400 | 7.90 | - | MMM | VVV | - | - | - | - | Ubawp | Awmoz | 55e | 40 | 0.62% | 0.621% | 58.30529 |
C-1 | YBF | 538.000 | 3.40 | - | H-1+ | C1+ | - | - | - | - | Zmjwr | ElqW | 1-3 | -2 | 0.24% | 0.244% | 995.00000 |
V-2 | LPB | 160.150 | 6.40 | - | CCC | CCC | - | - | - | - | Zwkrq | HLTU | 45p | 30 | 0.51% | 0.518% | 22.99961 |
Tranche Comments
C-1: First Pay: 2020-10-20; Registration: 144G/Gwj B;
V-2: First Pay: 2020-10-20; Registration: 144C/Tok O;
O-3: First Pay: 2020-10-20; Registration: 144B/Fhe H;
Risk Retention
FJ II Frjfjbrgk Cf
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | AMD | 595.450 | 4.50 | - | YYY | FFF | - | - | - | - | Wazfu | YDCG | 44-46 | 40 | 2.30% | 2.320% | 67.90272 |
N-1 | HTH | 465.000 | 8.68 | - | H-1+ | P1+ | - | - | - | - | Grqxe | NpwF | 5x | 3 | 2.37% | 2.367% | 752.00000 |
U-3 | ZRU | 62.000 | 3.00 | - | YYY | XXX | - | - | - | - | Sspoz | Whjbp | 60-62 | 57 | 2.35% | 2.368% | 91.73995 |
K-4 | BCQ | 63.000 | 9.66 | - | IS | ZZZ | - | - | - | - | Eyytc | Bozdi | 75j | 75 | 2.52% | 2.540% | 99.56715 |
Tranche Comments
N-1: First Pay: 2019-07-22; Registration: 144H Lxug;
D-2: First Pay: 2019-07-22; Registration: 144U Nvjm;
U-3: First Pay: 2019-07-22; Registration: 144U Epjx;
K-4: First Pay: 2019-07-22; Registration: 144F Dqks;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-3 | ZUW | 68.600 | 6.20 | - | KKK | FFF | - | - | - | - | Fanud | Snlvm | 42-44 | 39 | 3.24% | 3.269% | 95.76560 |
M-4 | MGN | 61.400 | 9.72 | - | PO | OOO | - | - | - | - | Jgkfs | Tkris | 60q | 55 | 3.41% | 3.439% | 15.93534 |
K-2 | WRA | 161.000 | 3.13 | - | XXX | KKK | - | - | - | - | Qhjce | WMBB | 32-34 | 29 | 3.06% | 3.085% | 93.69488 |
I-1 | YRK | 748.000 | 8.36 | - | G-1+ | V1+ | - | - | - | - | Ribbz | ZNU | 2.55%v | - | 2.55% | 2.550% | 911.00000 |
Tranche Comments
I-1: Registration: 144T Nnna;
K-2: Registration: 144G Czjy;
Y-3: Registration: 144Q Ango;
M-4: Registration: 144L Ckcl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | EPH | 488.200 | 4.41 | - | Z-1+ | V1+ | - | - | - | - | Entos | FWP | 1.45-1.5% | - | 1.40% | 1.400% | 234.00000 |
S-2 | VUL | 323.500 | 4.20 | - | GGG | OOO | - | - | - | - | Dglyu | KJRC | 40e | 33 | 1.88% | 1.888% | 33.25900 |
H-4 | GUA | 35.000 | 6.73 | - | UO | JJJ | - | - | - | - | Ocuwf | Qqtuk | 67z | 65 | 2.40% | 2.414% | 97.50684 |
O-3 | JWH | 37.300 | 2.80 | - | AAA | YYY | - | - | - | - | Dpngc | Obupx | 50a | 43 | 2.13% | 2.144% | 68.84010 |
Tranche Comments
M-1: Registration: 144N Wjrq;
S-2: Registration: 144X Ynii;
O-3: Registration: 144N Jwqn;
H-4: Registration: 144J Lzwp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-3 | GCJ | 18.100 | 9.60 | - | LLL | AAA | - | - | - | - | Lkphq | Wuldo | 95r | 90 | 1.87% | 1.878% | - |
R | CNQ | 2.400 | 3.71 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | FCK | 7.700 | 4.91 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-4 | PGU | 51.700 | 1.74 | - | XN | ZZZ | - | - | - | - | Bwyyb | Viwby | WX | 100 | 2.00% | 2.011% | - |
S-1 | QIX | 781.000 | 8.40 | - | Q-1+ | J1+ | - | - | - | - | Nhxkv | ZWL | 0.80-85% | 85 | 0.85% | 0.850% | - |
K-2 | BXI | 284.000 | 6.31 | - | HHH | YYY | - | - | - | - | Lvkxi | EIBW | 75j | 70 | 1.59% | 1.600% | - |
Tranche Comments
S-1: Registration: 144I Vtfa;
K-2: Registration: 144M Cunf;
J-3: Registration: 144Y Qtzd;
G-4: Registration: 144B Twdr;
R: Registration: 144R Xmhx;
U: Registration: 144E Vxwk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q3 | MYF | 94.400 | 3.47 | - | EEE | CCC | - | - | - | - | Tkpbd | Xrzlb | 57-59 | 54 | - | - | - |
W2 | FWJ | 427.000 | 8.53 | - | FFF | FFF | - | - | - | - | Gpvht | MXRF | 48-50 | 45 | - | - | - |
Q | OOM | 4.000 | 4.20 | - | - | OO | - | - | - | - | - | - | - | - | - | - | Retained |
C1 | IMB | 187.000 | 6.12 | - | X-1+ | B1+ | - | - | - | - | Bszqn | ESG | 0.40%d | 40 | 0.40% | 0.400% | - |
Q | GTN | 62.400 | 2.65 | - | - | Z | - | - | - | - | - | - | - | - | - | - | Retained |
V4 | YPQ | 85.300 | 1.48 | - | - | NNN | - | - | - | - | Fcpwe | Lqeio | - | 65 | - | - | - |
Tranche Comments
C1: Registration: 144F Cxqu;
W2: Registration: 144Z Gmce;
Q3: Registration: 144W Ojcc;
V4: Registration: 144G Sjey;
Q: Registration: 144N Janz;
Q: Registration: 144R Yzit;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K3 | YKF | 27.700 | 4.10 | - | YYY | GGG | - | - | - | - | Xhmja | Ovhrv | 43-45 | 40 | 1.46% | 1.471% | - |
W2 | TRU | 207.000 | 3.76 | - | DDD | JJJ | - | - | - | - | Mswze | GKPQ | 40g | 38 | 0.84% | 0.845% | - |
B4 | HAT | 5.500 | 2.56 | - | - | MM | - | - | - | - | - | - | - | - | - | - | Retained |
Q1 | UOB | 952.000 | 3.45 | - | Y-1+ | L1+ | - | - | - | - | Ufhzi | ZIH | 0.25%a | 24 | 0.24% | 0.240% | - |
O | APK | 31.500 | 9.46 | - | - | R- | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q1: Registration: 144N Ewwj;
W2: Registration: 144Z Bupe;
K3: Registration: 144J Nifk;
B4: Registration: 144H Auap;
O: Registration: 144Y Dazk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I3 | COS | 99.800 | 4.98 | - | BBB | WWW | - | - | - | - | Lzxnp | Lkvrr | - | 80 | 1.53% | 1.540% | 13.94501 |
V1 | GNP | 219.000 | 6.66 | - | U+ | D1+ | - | - | - | - | Qvjatvst | 1fI | - | -20 | I-20 | - | - |
J2 | RJA | 298.000 | 7.42 | - | ZZZ | MMM | - | - | - | - | Kfhos | TKOV | - | 65 | 1.19% | 1.200% | 67.92721 |
X | CHK | 6.000 | 4.17 | - | UU | HH | - | - | - | - | Lyiqd | Jzmad | - | 150 | 2.30% | 2.320% | 95.29350 |
H | UOL | 6.760 | 7.41 | - | L | P | - | - | - | - | Rugcq | Druxq | - | 200 | 2.82% | 2.840% | 71.82003 |
Tranche Comments
V1: Registration: 144I Bsns;
J2: Registration: 144Z Fvhn;
I3: Registration: 144F Xzqp;
X: Registration: 144T Fgkf;
H: Registration: 144X Jire;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | COC | 71.470 | 9.90 | E1 | G | C- | - | - | - | - | Pyzpoyqf | - | - | - | - | - | 168.00000 |
B | POU | 930.950 | 7.93 | Rcc | HHH | UUU | - | - | - | - | Hwsmdehs | 1qM | - | 155 | 1zN+155 | - | 772.00000 |
L | XXQ | 27.960 | 4.80 | Fu2 | CC | XX | - | - | - | - | Yfvslwmf | - | - | - | - | - | 415.00000 |
Tranche Comments
B: Registration: 144Y Zkla;
L: Registration: 144T Ncgx;
W: Registration: 144C Knvl;