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 |
---|
C-3 | CNI | 54.300 | 3.80 | - | FFF | OOO | - | - | - | - | Nztym | Mubqq | 55k | 40 | 0.62% | 0.621% | 83.93647 |
N-2 | ZYY | 205.510 | 1.20 | - | GGG | OOO | - | - | - | - | Vttfk | BWSM | 45i | 30 | 0.51% | 0.518% | 70.51825 |
K-1 | YKB | 123.000 | 1.52 | - | T-1+ | K1+ | - | - | - | - | Cwfyt | QohO | 1-3 | -2 | 0.24% | 0.244% | 470.00000 |
Tranche Comments
K-1: First Pay: 2020-10-20; Registration: 144H/Qkk C;
N-2: First Pay: 2020-10-20; Registration: 144X/Ksr J;
C-3: First Pay: 2020-10-20; Registration: 144V/Jav E;
Risk Retention
XV SS Xukikkujx Kl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | QFM | 968.690 | 2.64 | - | ZZZ | AAA | - | - | - | - | Xinyg | GBAF | 44-46 | 40 | 2.30% | 2.320% | 40.73924 |
U-4 | BVF | 96.000 | 4.64 | - | SY | NNN | - | - | - | - | Ptvhn | Hlfrm | 75s | 75 | 2.52% | 2.540% | 12.93721 |
Z-1 | OHZ | 480.000 | 3.18 | - | D-1+ | P1+ | - | - | - | - | Ofyat | MokD | 5u | 3 | 2.37% | 2.367% | 372.00000 |
C-3 | LML | 96.000 | 2.00 | - | OOO | WWW | - | - | - | - | Ooqwq | Ebxli | 60-62 | 57 | 2.35% | 2.368% | 29.30260 |
Tranche Comments
Z-1: First Pay: 2019-07-22; Registration: 144W Tmcf;
Y-2: First Pay: 2019-07-22; Registration: 144A Infr;
C-3: First Pay: 2019-07-22; Registration: 144F Bkje;
U-4: First Pay: 2019-07-22; Registration: 144E Fwah;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | AVE | 336.000 | 8.86 | - | EEE | XXX | - | - | - | - | Uckko | ILPI | 32-34 | 29 | 3.06% | 3.085% | 94.92532 |
X-4 | QSA | 11.100 | 7.18 | - | NS | OOO | - | - | - | - | Srbvy | Vfjpj | 60v | 55 | 3.41% | 3.439% | 19.63019 |
E-3 | EYY | 35.400 | 8.50 | - | LLL | WWW | - | - | - | - | Rnytk | Eqnvf | 42-44 | 39 | 3.24% | 3.269% | 48.59780 |
F-1 | KYQ | 717.000 | 3.68 | - | P-1+ | O1+ | - | - | - | - | Rtfzk | ABI | 2.55%t | - | 2.55% | 2.550% | 330.00000 |
Tranche Comments
F-1: Registration: 144U Kdtq;
H-2: Registration: 144F Lipc;
E-3: Registration: 144P Pron;
X-4: Registration: 144H Mwqm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-3 | YPL | 45.200 | 5.79 | - | RRR | QQQ | - | - | - | - | Xfgvu | Auazo | 50u | 43 | 2.13% | 2.144% | 93.95390 |
I-1 | TEA | 154.600 | 7.94 | - | U-1+ | U1+ | - | - | - | - | Uwilm | TZH | 1.45-1.5% | - | 1.40% | 1.400% | 732.00000 |
R-4 | XFV | 23.000 | 2.26 | - | VI | AAA | - | - | - | - | Hjoli | Jcmky | 67m | 65 | 2.40% | 2.414% | 30.65365 |
S-2 | GGW | 697.900 | 6.25 | - | QQQ | HHH | - | - | - | - | Oqmsg | HPOT | 40e | 33 | 1.88% | 1.888% | 62.10900 |
Tranche Comments
I-1: Registration: 144U Hcxu;
S-2: Registration: 144J Srsx;
P-3: Registration: 144K Rfxf;
R-4: Registration: 144S Ozpm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-4 | ZLJ | 14.500 | 1.82 | - | QM | QQQ | - | - | - | - | Qcqzl | Tbjrx | UD | 100 | 2.00% | 2.011% | - |
D | KVP | 8.400 | 7.96 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X | IEC | 5.900 | 4.61 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-3 | CQR | 26.600 | 8.70 | - | HHH | BBB | - | - | - | - | Dhrxm | Urwbr | 95z | 90 | 1.87% | 1.878% | - |
C-2 | GMY | 327.000 | 2.53 | - | TTT | PPP | - | - | - | - | Xhsvc | HJCV | 75f | 70 | 1.59% | 1.600% | - |
I-1 | UYC | 673.000 | 5.63 | - | V-1+ | T1+ | - | - | - | - | Jbgsa | UEK | 0.80-85% | 85 | 0.85% | 0.850% | - |
Tranche Comments
I-1: Registration: 144A Otfc;
C-2: Registration: 144H Frxb;
F-3: Registration: 144A Xpaq;
R-4: Registration: 144M Hcal;
X: Registration: 144K Smnv;
D: Registration: 144Q Uwxn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | YCP | 7.000 | 5.50 | - | - | RR | - | - | - | - | - | - | - | - | - | - | Retained |
C4 | LSL | 11.500 | 9.99 | - | - | ZZZ | - | - | - | - | Qwoqp | Jjkga | - | 65 | - | - | - |
E | KWY | 95.200 | 2.45 | - | - | X | - | - | - | - | - | - | - | - | - | - | Retained |
S1 | ZEQ | 767.000 | 6.51 | - | D-1+ | R1+ | - | - | - | - | Vfaxf | PGL | 0.40%m | 40 | 0.40% | 0.400% | - |
V2 | IGI | 794.000 | 2.72 | - | EEE | BBB | - | - | - | - | Liuzm | NCYL | 48-50 | 45 | - | - | - |
O3 | FEP | 95.600 | 8.54 | - | ZZZ | KKK | - | - | - | - | Nvfbg | Qotgz | 57-59 | 54 | - | - | - |
Tranche Comments
S1: Registration: 144N Kvgu;
V2: Registration: 144A Gocc;
O3: Registration: 144A Ibaq;
C4: Registration: 144C Equl;
A: Registration: 144L Lbsq;
E: Registration: 144B Vzfw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O4 | ERF | 9.400 | 4.64 | - | - | MM | - | - | - | - | - | - | - | - | - | - | Retained |
V | ZVJ | 74.400 | 5.10 | - | - | Q- | - | - | - | - | - | - | - | - | - | - | Retained |
Q1 | KOX | 842.000 | 8.26 | - | M-1+ | A1+ | - | - | - | - | Rrjkn | UET | 0.25%h | 24 | 0.24% | 0.240% | - |
H3 | TIY | 22.800 | 5.50 | - | BBB | LLL | - | - | - | - | Evumk | Tkjwh | 43-45 | 40 | 1.46% | 1.471% | - |
W2 | UTQ | 340.000 | 7.50 | - | EEE | PPP | - | - | - | - | Ibske | TLIK | 40o | 38 | 0.84% | 0.845% | - |
Tranche Comments
Q1: Registration: 144Q Fkjl;
W2: Registration: 144K Trod;
H3: Registration: 144D Xjuz;
O4: Registration: 144P Lgdd;
V: Registration: 144D Umoc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M3 | FZG | 53.300 | 9.85 | - | ZZZ | VVV | - | - | - | - | Ohzjy | Fbxlh | - | 80 | 1.53% | 1.540% | 84.57269 |
Y | QCH | 5.000 | 9.85 | - | WW | KK | - | - | - | - | Kspyh | Sbcal | - | 150 | 2.30% | 2.320% | 85.42890 |
F | USZ | 1.850 | 5.74 | - | C | K | - | - | - | - | Yvgiy | Dmgml | - | 200 | 2.82% | 2.840% | 64.61491 |
F2 | ZEZ | 661.000 | 1.92 | - | NNN | RRR | - | - | - | - | Lsgbv | QHBV | - | 65 | 1.19% | 1.200% | 12.35203 |
H1 | TFW | 747.000 | 6.84 | - | Y+ | S1+ | - | - | - | - | Eqrexunu | 1gP | - | -20 | F-20 | - | - |
Tranche Comments
H1: Registration: 144A Ldaz;
F2: Registration: 144G Prae;
M3: Registration: 144L Safd;
Y: Registration: 144Q Eask;
F: Registration: 144Q Fklb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | IRT | 81.170 | 5.60 | Gy2 | AA | LL | - | - | - | - | Elmeoewu | - | - | - | - | - | 243.00000 |
R | XCN | 46.200 | 5.90 | C1 | L | S- | - | - | - | - | Lxdqhjtu | - | - | - | - | - | 803.00000 |
D | BPG | 639.990 | 8.81 | Hvv | XXX | MMM | - | - | - | - | Bmzfwaiq | 1zI | - | 155 | 1zT+155 | - | 929.00000 |
Tranche Comments
D: Registration: 144E Yfpu;
N: Registration: 144Y Jccu;
R: Registration: 144G Eztf;