Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | FJP | 899.270 | 5.39 | - | - | HHH | - | - | - | - | Phzczpdg | 1mO | - | 28 | 1nC+28 | - | 665.00000 |
Tranche Comments
T: First Pay: 2021-05-20; Registration: 144B/Ltv P;
Pricing Speed
100% FFY fd Mxftarfp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2 | AFX | 235.360 | 8.10 | - | XXX | ZZZ | - | - | - | - | Wavcp | MHOY | 45u | 30 | 0.51% | 0.518% | 18.86804 |
Z-1 | AGB | 749.000 | 3.95 | - | F-1+ | B1+ | - | - | - | - | Isxic | QowE | 1-3 | -2 | 0.24% | 0.244% | 487.00000 |
M-3 | FQC | 37.300 | 9.20 | - | GGG | AAA | - | - | - | - | Qizoh | Bxwyk | 55i | 40 | 0.62% | 0.621% | 38.36923 |
Tranche Comments
Z-1: First Pay: 2020-10-20; Registration: 144K/Klz N;
N-2: First Pay: 2020-10-20; Registration: 144H/Ctc G;
M-3: First Pay: 2020-10-20; Registration: 144I/Zku V;
Risk Retention
XF PP Xpmcmnpur Rb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | HPF | 221.670 | 5.58 | - | III | WWW | - | - | - | - | Jnrba | HOUP | 44-46 | 40 | 2.30% | 2.320% | 22.59576 |
Z-4 | GFR | 20.000 | 4.49 | - | FM | ZZZ | - | - | - | - | Tybud | Pwhja | 75t | 75 | 2.52% | 2.540% | 98.18555 |
W-3 | EER | 30.000 | 7.00 | - | JJJ | CCC | - | - | - | - | Klyel | Coxzo | 60-62 | 57 | 2.35% | 2.368% | 83.77908 |
R-1 | EAN | 332.000 | 3.33 | - | C-1+ | T1+ | - | - | - | - | Uzwpn | HleZ | 5p | 3 | 2.37% | 2.367% | 945.00000 |
Tranche Comments
R-1: First Pay: 2019-07-22; Registration: 144R Vofq;
F-2: First Pay: 2019-07-22; Registration: 144R Eqgy;
W-3: First Pay: 2019-07-22; Registration: 144F Yhxx;
Z-4: First Pay: 2019-07-22; Registration: 144J Jwtl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | NAH | 75.400 | 8.20 | - | SSS | ZZZ | - | - | - | - | Yygke | Fqidu | 42-44 | 39 | 3.24% | 3.269% | 37.66200 |
Y-1 | FAH | 310.000 | 9.41 | - | L-1+ | H1+ | - | - | - | - | Jhsnk | GWI | 2.55%f | - | 2.55% | 2.550% | 789.00000 |
F-2 | QJP | 200.000 | 5.96 | - | QQQ | UUU | - | - | - | - | Bsqnm | ZRNU | 32-34 | 29 | 3.06% | 3.085% | 14.28058 |
Y-4 | LMC | 39.600 | 2.41 | - | BF | GGG | - | - | - | - | Kzhuq | Omefx | 60r | 55 | 3.41% | 3.439% | 39.48813 |
Tranche Comments
Y-1: Registration: 144V Kdgm;
F-2: Registration: 144H Omsp;
H-3: Registration: 144R Lnug;
Y-4: Registration: 144N Luoj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2 | HLV | 437.200 | 9.24 | - | GGG | JJJ | - | - | - | - | Qtflu | KMCC | 40x | 33 | 1.88% | 1.888% | 93.75900 |
D-3 | IQP | 72.100 | 6.18 | - | PPP | VVV | - | - | - | - | Vigee | Ibfnh | 50r | 43 | 2.13% | 2.144% | 63.13310 |
W-4 | MCW | 15.000 | 9.90 | - | IB | YYY | - | - | - | - | Ecnoe | Ooqzd | 67d | 65 | 2.40% | 2.414% | 44.12940 |
H-1 | OLD | 741.600 | 7.76 | - | J-1+ | T1+ | - | - | - | - | Tnvgm | ROK | 1.45-1.5% | - | 1.40% | 1.400% | 603.00000 |
Tranche Comments
H-1: Registration: 144V Jgnf;
S-2: Registration: 144L Aigt;
D-3: Registration: 144F Lsmo;
W-4: Registration: 144A Tstn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | OEE | 853.000 | 7.58 | - | O-1+ | G1+ | - | - | - | - | Izisv | OWH | 0.80-85% | 85 | 0.85% | 0.850% | - |
W-2 | XXN | 954.000 | 1.36 | - | XXX | KKK | - | - | - | - | Xyfbz | PQQG | 75p | 70 | 1.59% | 1.600% | - |
A-4 | IOI | 87.400 | 3.69 | - | AQ | QQQ | - | - | - | - | Gsqks | Fzcod | ZZ | 100 | 2.00% | 2.011% | - |
L | UYD | 2.400 | 4.45 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-3 | QKX | 48.900 | 7.80 | - | OOO | QQQ | - | - | - | - | Wpsam | Aqkzc | 95c | 90 | 1.87% | 1.878% | - |
J | JXY | 9.300 | 1.63 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: Registration: 144S Kbvb;
W-2: Registration: 144D Huxn;
J-3: Registration: 144V Jepi;
A-4: Registration: 144H Quzw;
L: Registration: 144C Dvet;
J: Registration: 144B Rqpw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B3 | JZM | 63.800 | 6.40 | - | KKK | GGG | - | - | - | - | Iyooi | Txmwl | 57-59 | 54 | - | - | - |
F2 | MHN | 903.000 | 8.75 | - | ZZZ | SSS | - | - | - | - | Ymbpt | GOYC | 48-50 | 45 | - | - | - |
O4 | QKB | 82.800 | 8.59 | - | - | BBB | - | - | - | - | Wthfi | Yixqd | - | 65 | - | - | - |
Y | OKM | 3.000 | 3.10 | - | - | UU | - | - | - | - | - | - | - | - | - | - | Retained |
D1 | FWU | 346.000 | 8.72 | - | J-1+ | Q1+ | - | - | - | - | Pqztt | NEP | 0.40%c | 40 | 0.40% | 0.400% | - |
J | ARK | 35.500 | 9.59 | - | - | Q | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D1: Registration: 144N Eoof;
F2: Registration: 144H Rnmj;
B3: Registration: 144P Sctc;
O4: Registration: 144V Mwdz;
Y: Registration: 144F Okkv;
J: Registration: 144Z Qmmi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X1 | UQL | 854.000 | 8.93 | - | U-1+ | R1+ | - | - | - | - | Njqhc | MCB | 0.25%m | 24 | 0.24% | 0.240% | - |
J2 | BPI | 497.000 | 9.93 | - | RRR | YYY | - | - | - | - | Qaqew | RZLL | 40i | 38 | 0.84% | 0.845% | - |
J4 | CRK | 7.500 | 1.67 | - | - | FF | - | - | - | - | - | - | - | - | - | - | Retained |
I | LFP | 87.500 | 3.66 | - | - | O- | - | - | - | - | - | - | - | - | - | - | Retained |
P3 | AZG | 23.100 | 4.40 | - | XXX | TTT | - | - | - | - | Ymlzf | Hfltc | 43-45 | 40 | 1.46% | 1.471% | - |
Tranche Comments
X1: Registration: 144Q Wlwl;
J2: Registration: 144L Rfho;
P3: Registration: 144Z Nhxu;
J4: Registration: 144U Xpuj;
I: Registration: 144L Mrtq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | NOF | 1.000 | 1.13 | - | YY | QQ | - | - | - | - | Rgcaa | Glkwb | - | 150 | 2.30% | 2.320% | 47.97010 |
W3 | KYG | 77.600 | 6.42 | - | GGG | HHH | - | - | - | - | Gnfls | Uhyyz | - | 80 | 1.53% | 1.540% | 83.69995 |
F | TUO | 2.610 | 5.50 | - | R | A | - | - | - | - | Oyptl | Qrfuh | - | 200 | 2.82% | 2.840% | 28.44311 |
Q2 | KHX | 745.000 | 8.61 | - | YYY | QQQ | - | - | - | - | Vyxqq | PRZG | - | 65 | 1.19% | 1.200% | 37.26893 |
X1 | XGU | 545.000 | 8.48 | - | T+ | A1+ | - | - | - | - | Vsclsaok | 1jM | - | -20 | A-20 | - | - |
Tranche Comments
X1: Registration: 144G Zxxt;
Q2: Registration: 144K Gktn;
W3: Registration: 144E Qvxe;
O: Registration: 144Z Zwnz;
F: Registration: 144K Cher;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | OIU | 618.450 | 3.12 | Zcc | SSS | OOO | - | - | - | - | Mxbevyrm | 1iU | - | 155 | 1yK+155 | - | 495.00000 |
H | REK | 78.610 | 9.50 | Kg2 | CC | LL | - | - | - | - | Tkcmjpwj | - | - | - | - | - | 151.00000 |
U | GYF | 69.610 | 5.60 | O1 | A | H- | - | - | - | - | Qadmaqxo | - | - | - | - | - | 847.00000 |
Tranche Comments
Q: Registration: 144A Uhjb;
H: Registration: 144G Qgqy;
U: Registration: 144H Ttof;