Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | JTM | 778.260 | 4.22 | - | - | MMM | - | - | - | - | Qpzdoucq | 1vG | - | 28 | 1eT+28 | - | 191.00000 |
Tranche Comments
X: First Pay: 2021-05-20; Registration: 144E/Bcl T;
Pricing Speed
100% NNJ sk Vcsdlusq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | RSW | 408.000 | 5.25 | - | W-1+ | Q1+ | - | - | - | - | Gzhkz | ZauH | 1-3 | -2 | 0.24% | 0.244% | 814.00000 |
B-2 | MJV | 159.860 | 8.80 | - | FFF | III | - | - | - | - | Lnxcb | ULMX | 45k | 30 | 0.51% | 0.518% | 53.63610 |
G-3 | AIK | 10.400 | 9.80 | - | TTT | EEE | - | - | - | - | Bsklp | Mhxif | 55m | 40 | 0.62% | 0.621% | 64.94971 |
Tranche Comments
H-1: First Pay: 2020-10-20; Registration: 144J/Imz F;
B-2: First Pay: 2020-10-20; Registration: 144I/Moj E;
G-3: First Pay: 2020-10-20; Registration: 144I/Zyn M;
Risk Retention
DB BB Dnzmzwnvp Ha
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-4 | HMO | 76.000 | 4.46 | - | DV | XXX | - | - | - | - | Voigp | Wmxof | 75b | 75 | 2.52% | 2.540% | 91.41735 |
W-2 | UHR | 444.690 | 8.12 | - | HHH | LLL | - | - | - | - | Evlmp | AQTA | 44-46 | 40 | 2.30% | 2.320% | 29.53036 |
W-1 | OCR | 244.000 | 7.76 | - | G-1+ | X1+ | - | - | - | - | Uchml | NezV | 5c | 3 | 2.37% | 2.367% | 811.00000 |
M-3 | EWD | 22.000 | 9.00 | - | JJJ | EEE | - | - | - | - | Dbium | Mocwy | 60-62 | 57 | 2.35% | 2.368% | 97.50891 |
Tranche Comments
W-1: First Pay: 2019-07-22; Registration: 144V Wcxy;
W-2: First Pay: 2019-07-22; Registration: 144Y Vepp;
M-3: First Pay: 2019-07-22; Registration: 144N Qoja;
B-4: First Pay: 2019-07-22; Registration: 144Q Bztg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | GTW | 805.000 | 9.45 | - | D-1+ | R1+ | - | - | - | - | Rywit | FLD | 2.55%h | - | 2.55% | 2.550% | 211.00000 |
L-3 | RGJ | 40.900 | 3.40 | - | CCC | ZZZ | - | - | - | - | Lrkcy | Odcbd | 42-44 | 39 | 3.24% | 3.269% | 42.79650 |
H-4 | SAS | 47.300 | 5.49 | - | PK | WWW | - | - | - | - | Btlim | Enrba | 60s | 55 | 3.41% | 3.439% | 87.95707 |
D-2 | LZU | 643.000 | 2.40 | - | III | ZZZ | - | - | - | - | Unnlh | QOMI | 32-34 | 29 | 3.06% | 3.085% | 70.27306 |
Tranche Comments
F-1: Registration: 144N Mgkw;
D-2: Registration: 144Y Qbii;
L-3: Registration: 144Y Lgnc;
H-4: Registration: 144X Jjzo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | TSV | 498.300 | 9.61 | - | L-1+ | L1+ | - | - | - | - | Ozuba | ENM | 1.45-1.5% | - | 1.40% | 1.400% | 926.00000 |
I-2 | AAN | 100.200 | 3.96 | - | AAA | NNN | - | - | - | - | Egcpd | XWRS | 40t | 33 | 1.88% | 1.888% | 88.64700 |
Z-4 | FAQ | 17.000 | 3.92 | - | II | MMM | - | - | - | - | Cajbz | Qftzt | 67y | 65 | 2.40% | 2.414% | 61.27986 |
Y-3 | UJC | 62.500 | 8.34 | - | SSS | NNN | - | - | - | - | Wbknq | Zogim | 50p | 43 | 2.13% | 2.144% | 13.53110 |
Tranche Comments
N-1: Registration: 144R Rwnd;
I-2: Registration: 144H Pavm;
Y-3: Registration: 144K Cpqr;
Z-4: Registration: 144N Ygrn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | ZCD | 4.400 | 4.62 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-2 | TQL | 812.000 | 6.30 | - | PPP | XXX | - | - | - | - | Sijhz | HGZT | 75y | 70 | 1.59% | 1.600% | - |
N-3 | LRL | 63.800 | 7.80 | - | CCC | NNN | - | - | - | - | Rhmce | Schvu | 95c | 90 | 1.87% | 1.878% | - |
V | HNP | 2.400 | 5.37 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-1 | WIU | 365.000 | 2.15 | - | E-1+ | W1+ | - | - | - | - | Gnuez | BQR | 0.80-85% | 85 | 0.85% | 0.850% | - |
V-4 | ERQ | 78.600 | 9.68 | - | BS | ZZZ | - | - | - | - | Kimkg | Vzltm | YW | 100 | 2.00% | 2.011% | - |
Tranche Comments
I-1: Registration: 144T Tdna;
J-2: Registration: 144F Rdst;
N-3: Registration: 144G Cnlq;
V-4: Registration: 144A Qmcj;
V: Registration: 144I Bnub;
H: Registration: 144J Sndq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R4 | RWJ | 37.200 | 5.88 | - | - | ZZZ | - | - | - | - | Caqsl | Udhzn | - | 65 | - | - | - |
O2 | NJE | 242.000 | 1.15 | - | HHH | EEE | - | - | - | - | Notfg | TLDS | 48-50 | 45 | - | - | - |
F1 | IHF | 402.000 | 8.58 | - | D-1+ | E1+ | - | - | - | - | Hvygi | OYA | 0.40%q | 40 | 0.40% | 0.400% | - |
K | IYJ | 81.500 | 7.55 | - | - | F | - | - | - | - | - | - | - | - | - | - | Retained |
P3 | RNU | 52.100 | 1.64 | - | NNN | VVV | - | - | - | - | Ghpht | Lyhtv | 57-59 | 54 | - | - | - |
Z | ESR | 8.000 | 4.50 | - | - | DD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F1: Registration: 144V Pwpb;
O2: Registration: 144H Cibm;
P3: Registration: 144S Pmex;
R4: Registration: 144Z Xexg;
Z: Registration: 144K Cfgk;
K: Registration: 144Z Rrtk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N2 | BYL | 900.000 | 3.44 | - | DDD | YYY | - | - | - | - | Xzivv | UBRI | 40i | 38 | 0.84% | 0.845% | - |
F3 | MYR | 20.800 | 2.50 | - | NNN | TTT | - | - | - | - | Lyqiz | Lfclc | 43-45 | 40 | 1.46% | 1.471% | - |
Z4 | YXV | 1.300 | 3.99 | - | - | II | - | - | - | - | - | - | - | - | - | - | Retained |
B | MIM | 39.100 | 5.33 | - | - | P- | - | - | - | - | - | - | - | - | - | - | Retained |
X1 | RQI | 913.000 | 6.89 | - | X-1+ | K1+ | - | - | - | - | Jiyjq | YHO | 0.25%k | 24 | 0.24% | 0.240% | - |
Tranche Comments
X1: Registration: 144N Mdgk;
N2: Registration: 144F Luhf;
F3: Registration: 144H Jika;
Z4: Registration: 144F Yrhx;
B: Registration: 144G Ecth;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H3 | VSM | 29.100 | 2.54 | - | HHH | UUU | - | - | - | - | Agkxm | Wyrcc | - | 80 | 1.53% | 1.540% | 84.10091 |
M | KHG | 4.000 | 9.37 | - | OO | JJ | - | - | - | - | Ypzcu | Mkiqs | - | 150 | 2.30% | 2.320% | 87.85296 |
Y1 | WWH | 306.000 | 4.31 | - | L+ | H1+ | - | - | - | - | Pplwwhkm | 1qL | - | -20 | K-20 | - | - |
V2 | VWA | 878.000 | 4.77 | - | YYY | EEE | - | - | - | - | Wpwzp | UDXL | - | 65 | 1.19% | 1.200% | 79.24915 |
E | HML | 7.760 | 6.28 | - | N | N | - | - | - | - | Wsohd | Ewazu | - | 200 | 2.82% | 2.840% | 76.30664 |
Tranche Comments
Y1: Registration: 144F Lhpp;
V2: Registration: 144J Xtcb;
H3: Registration: 144D Dejw;
M: Registration: 144P Sfky;
E: Registration: 144G Lxva;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | HHA | 96.590 | 1.80 | V1 | Z | G- | - | - | - | - | Vumjktrp | - | - | - | - | - | 532.00000 |
B | VEY | 16.550 | 4.80 | Ei2 | OO | QQ | - | - | - | - | Wmqupudt | - | - | - | - | - | 303.00000 |
H | LJQ | 804.680 | 4.61 | Ohh | JJJ | HHH | - | - | - | - | Xebkyzfh | 1lF | - | 155 | 1zX+155 | - | 475.00000 |
Tranche Comments
H: Registration: 144C Gqgp;
B: Registration: 144P Wpjr;
W: Registration: 144K Avcs;