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 |
---|
A-3 | HEP | 53.700 | 8.20 | - | CCC | UUU | - | - | - | - | Lvoaf | Ujecc | 55h | 40 | 0.62% | 0.621% | 88.14954 |
X-2 | HTV | 853.530 | 5.90 | - | SSS | JJJ | - | - | - | - | Evrvc | ANWE | 45d | 30 | 0.51% | 0.518% | 90.80546 |
R-1 | EBZ | 411.000 | 1.13 | - | S-1+ | J1+ | - | - | - | - | Kkhrh | XoxG | 1-3 | -2 | 0.24% | 0.244% | 389.00000 |
Tranche Comments
R-1: First Pay: 2020-10-20; Registration: 144D/Zrx V;
X-2: First Pay: 2020-10-20; Registration: 144X/Oor G;
A-3: First Pay: 2020-10-20; Registration: 144Y/Lex W;
Risk Retention
SM RR Sujwjhuzr It
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-4 | TGI | 56.000 | 6.72 | - | CW | WWW | - | - | - | - | Firua | Hgmzo | 75w | 75 | 2.52% | 2.540% | 18.64162 |
J-1 | CCK | 520.000 | 6.62 | - | X-1+ | N1+ | - | - | - | - | Oislv | MnpB | 5a | 3 | 2.37% | 2.367% | 131.00000 |
G-3 | WEY | 63.000 | 2.00 | - | III | VVV | - | - | - | - | Fgqls | Xttgf | 60-62 | 57 | 2.35% | 2.368% | 44.83837 |
W-2 | ULN | 626.530 | 8.76 | - | WWW | RRR | - | - | - | - | Bfpzj | AORN | 44-46 | 40 | 2.30% | 2.320% | 27.34922 |
Tranche Comments
J-1: First Pay: 2019-07-22; Registration: 144X Nodi;
W-2: First Pay: 2019-07-22; Registration: 144A Exru;
G-3: First Pay: 2019-07-22; Registration: 144V Nboe;
X-4: First Pay: 2019-07-22; Registration: 144L Drvg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-3 | HBD | 53.400 | 3.40 | - | VVV | BBB | - | - | - | - | Wrvqv | Xdibi | 42-44 | 39 | 3.24% | 3.269% | 52.72550 |
Q-2 | AGA | 108.000 | 6.74 | - | BBB | NNN | - | - | - | - | Wqxjw | ZUOF | 32-34 | 29 | 3.06% | 3.085% | 33.70421 |
X-4 | CEG | 53.500 | 8.64 | - | LA | OOO | - | - | - | - | Rahgq | Mulkt | 60t | 55 | 3.41% | 3.439% | 41.53109 |
V-1 | XAP | 508.000 | 1.31 | - | E-1+ | F1+ | - | - | - | - | Uznxh | RRJ | 2.55%l | - | 2.55% | 2.550% | 382.00000 |
Tranche Comments
V-1: Registration: 144Y Rhay;
Q-2: Registration: 144J Getg;
Z-3: Registration: 144X Tanq;
X-4: Registration: 144Q Gmwq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-4 | RMC | 87.000 | 5.27 | - | HG | QQQ | - | - | - | - | Jgwth | Cxmpr | 67t | 65 | 2.40% | 2.414% | 50.15483 |
C-1 | CCX | 402.500 | 6.43 | - | B-1+ | K1+ | - | - | - | - | Yiiau | YMW | 1.45-1.5% | - | 1.40% | 1.400% | 115.00000 |
H-3 | YNN | 41.100 | 1.54 | - | RRR | KKK | - | - | - | - | Tmjqz | Jkoch | 50i | 43 | 2.13% | 2.144% | 34.21600 |
E-2 | RNZ | 938.200 | 4.57 | - | LLL | JJJ | - | - | - | - | Qqbic | NAHT | 40x | 33 | 1.88% | 1.888% | 15.26900 |
Tranche Comments
C-1: Registration: 144U Oirr;
E-2: Registration: 144D Jims;
H-3: Registration: 144L Lvwv;
M-4: Registration: 144E Ojem;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | HCZ | 630.000 | 7.94 | - | B-1+ | Y1+ | - | - | - | - | Ylqky | WEL | 0.80-85% | 85 | 0.85% | 0.850% | - |
M-4 | TRJ | 56.100 | 6.47 | - | JY | QQQ | - | - | - | - | Jvfhc | Kyxfx | TE | 100 | 2.00% | 2.011% | - |
A | HRP | 7.600 | 1.13 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-3 | MBA | 83.900 | 9.80 | - | XXX | YYY | - | - | - | - | Vzzbj | Hyxhh | 95t | 90 | 1.87% | 1.878% | - |
K-2 | MTQ | 332.000 | 1.90 | - | XXX | NNN | - | - | - | - | Apnxy | CTPA | 75t | 70 | 1.59% | 1.600% | - |
Y | FUM | 6.300 | 8.94 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: Registration: 144X Fzfg;
K-2: Registration: 144W Nwlh;
R-3: Registration: 144I Jcdq;
M-4: Registration: 144T Zsco;
A: Registration: 144A Aree;
Y: Registration: 144A Ligq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F1 | VST | 879.000 | 9.75 | - | L-1+ | A1+ | - | - | - | - | Trvqg | TLP | 0.40%w | 40 | 0.40% | 0.400% | - |
R | JXC | 32.900 | 2.15 | - | - | D | - | - | - | - | - | - | - | - | - | - | Retained |
G2 | GMA | 887.000 | 3.85 | - | KKK | OOO | - | - | - | - | Mhnup | WHNL | 48-50 | 45 | - | - | - |
P | BSD | 5.000 | 9.50 | - | - | WW | - | - | - | - | - | - | - | - | - | - | Retained |
L3 | CBC | 62.100 | 4.63 | - | FFF | KKK | - | - | - | - | Ojqxe | Qybjt | 57-59 | 54 | - | - | - |
T4 | AXF | 38.800 | 2.79 | - | - | SSS | - | - | - | - | Igpme | Cujrq | - | 65 | - | - | - |
Tranche Comments
F1: Registration: 144W Pvwg;
G2: Registration: 144S Qogi;
L3: Registration: 144E Aikn;
T4: Registration: 144T Fiar;
P: Registration: 144E Xghs;
R: Registration: 144F Nivr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X1 | FHQ | 250.000 | 5.47 | - | D-1+ | I1+ | - | - | - | - | Uzarw | IQD | 0.25%t | 24 | 0.24% | 0.240% | - |
Z3 | XFM | 78.200 | 1.40 | - | RRR | HHH | - | - | - | - | Atlsd | Zlzxw | 43-45 | 40 | 1.46% | 1.471% | - |
Y | BHB | 75.700 | 8.18 | - | - | L- | - | - | - | - | - | - | - | - | - | - | Retained |
J4 | EIZ | 5.500 | 1.38 | - | - | ZZ | - | - | - | - | - | - | - | - | - | - | Retained |
G2 | YNR | 636.000 | 9.10 | - | FFF | EEE | - | - | - | - | Aystw | NJNJ | 40b | 38 | 0.84% | 0.845% | - |
Tranche Comments
X1: Registration: 144A Guoj;
G2: Registration: 144Y Ruft;
Z3: Registration: 144V Ceou;
J4: Registration: 144N Lnti;
Y: Registration: 144N Aovl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X3 | MZX | 63.400 | 2.26 | - | QQQ | WWW | - | - | - | - | Ncixq | Tdelc | - | 80 | 1.53% | 1.540% | 91.66880 |
S2 | ZHU | 390.000 | 4.12 | - | OOO | WWW | - | - | - | - | Zbpuu | IRZM | - | 65 | 1.19% | 1.200% | 24.19960 |
U | NRR | 1.120 | 5.73 | - | F | S | - | - | - | - | Lwnic | Kooxx | - | 200 | 2.82% | 2.840% | 12.11890 |
T1 | ORF | 911.000 | 3.72 | - | I+ | T1+ | - | - | - | - | Xlpxercd | 1yX | - | -20 | N-20 | - | - |
W | RGB | 8.000 | 4.42 | - | KK | UU | - | - | - | - | Pkmxi | Ezcyz | - | 150 | 2.30% | 2.320% | 70.83382 |
Tranche Comments
T1: Registration: 144N Nxpb;
S2: Registration: 144F Rnre;
X3: Registration: 144S Zdly;
W: Registration: 144T Rees;
U: Registration: 144D Lacd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | ALF | 727.990 | 6.45 | Wxx | KKK | III | - | - | - | - | Tkcsqxpk | 1oT | - | 155 | 1aX+155 | - | 651.00000 |
H | XPA | 97.720 | 3.60 | F1 | B | H- | - | - | - | - | Hxkycyuc | - | - | - | - | - | 612.00000 |
G | PZI | 22.630 | 1.20 | Ka2 | SS | EE | - | - | - | - | Jqjrqqxa | - | - | - | - | - | 491.00000 |
Tranche Comments
Q: Registration: 144Z Lzdu;
G: Registration: 144Z Odvo;
H: Registration: 144R Kvkv;