Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | MOQ | 195.801 | 1.46 | Rgg | GGG | - | - | RRR | 49.00% | - | Qrmnw | - | - | <2-18> ph THRN 3.0 | 3.00% | 3.364% | 93.20470 |
G-4 | IUJ | 50.966 | 3.10 | - | QQ+ | - | - | PPP | 66.10% | - | Pvfag | - | - | <3-16> wl ANDS 3.0 | 3.00% | 3.608% | 43.30000 |
Tranche Comments
Z-2: Registration: 144H/Htp X;
G-4: Registration: 144E/Ouu E;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-7 | JHX | 29.325 | 9.74 | Hpp | - | - | - | KKK | 85.00% | - | Fkyxc | - | <2-14> yphy ax TS 2.50 | <2-12> uc PY 2.50 | 2.50% | 1.963% | 704.79453 |
E-2 | MMA | 241.854 | 3.93 | Gnn | - | - | - | AAA | 48.00% | - | Gvgag | - | <2-04>-<2-07> nt CZGR 2.50 | <2-04> ow TFHC 2.50 | 2.50% | 2.430% | 520.70580 |
T-11 | HBR | 165.644 | 7.34 | Zaa | - | - | - | DDD | 56.00% | - | Yocostsy | ZJTI | 90-95 | 95 | AXNF+95 | - | 31.61250 |
F-4 | ROP | 58.179 | 3.21 | Mn1 | - | - | - | VVV | 6.10% | - | Ufxiw | - | <20-28> xt X-2 | <2-24> qu EZPX 2.50 | 2.50% | 2.579% | 76.70127 |
W-9 | PNR | 77.000 | 75.67 | Naa | - | - | - | SSS | 34.00% | - | Ioscb | Nhylj | 105-110 | 110 | 2.50% | 2.649% | 48.93884 |
Tranche Comments
E-2: Registration: 144N/Nkk A;
F-4: Registration: 144W/Ubw P;
T-7: Registration: 144L/Pin Y;
W-9: Registration: 144P/Hue T;
T-11: Registration: 144A/Wmh H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | LEE | 825.193 | 4.30 | - | - | KKK | - | XXX | 42.30% | - | Zirkn | Eycrr | - | 75 | 1.16% | 1.121% | 98.63103 |
J-1 | IMK | 4.963 | 6.33 | - | - | WW | - | YY+ | 6.73% | - | Lqoie | Madas | - | 255 | 3.40% | 3.361% | 16.93395 |
L-2 | PRZ | 3.700 | 4.87 | - | - | Q | - | A+ | 8.52% | - | Fqfjg | Qrqnx | - | 320 | 4.05% | 4.011% | 42.35027 |
E-3 | UXZ | 13.239 | 4.10 | - | - | T | - | S+ | 26.40% | - | Ynxsm | Tmcwy | - | 110 | 1.52% | 1.471% | 80.94502 |
F-2 | QJO | 5.494 | 9.40 | - | - | ZZ | - | RR+ | 36.20% | - | Lwlio | Nxufl | - | 95 | 1.36% | 1.321% | 10.31574 |
V-1 | YLH | 92.357 | 7.51 | - | - | DDD | - | YYY+ | 9.90% | - | Xwgwz | Jhfao | - | 160 | 2.44% | 2.411% | 89.22135 |
Tranche Comments
I-1: First Pay: 2021-10-25; Registration: 144Y/Wws K;
F-2: First Pay: 2021-10-25; Registration: 144V/Mit K;
E-3: First Pay: 2021-10-25; Registration: 144P/Xyf U;
V-1: First Pay: 2021-10-25; Registration: 144B/Isq O;
J-1: First Pay: 2021-10-25; Registration: 144U/Bvq C;
L-2: First Pay: 2021-10-25; Registration: 144G/Aqq G;
Deal Comments
Yqg Dcjj Ngtnqwr 2.00
Pricing Speed
25% FEV fy 30% Feuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K2 | CYA | 320.970 | 4.99 | Bcc | - | - | - | JJJ | 34.00% | - | Kztxu | - | <1-14> BF XEEBM 2.5w Mieb VBS | <1-14> OQ UIIOI 2.5y Ihjx KOU | - | 1.963% | 447.55507 |
G6 | VUA | 49.000 | 9.34 | Kll | - | - | - | PPP | 91.00% | - | Hzini | - | <2-02> UH KU 2.5k Eoui VUK | <2-02> XC CR 2.5o Csvg XXJ | - | 1.435% | 827.48660 |
N4 | RJT | 65.643 | 1.44 | Ru1 | - | - | - | JJJ | 4.60% | - | Agrvg | - | <0-20> MM P2 | <0-20> XV N2 | - | 2.105% | 331.41804 |
P8 | GQL | 71.000 | 62.20 | Aww | - | - | - | RRR | 82.00% | - | Bshjn | Pguky | 95 | 95 | - | 2.364% | 917.94774 |
Tranche Comments
K2: Registration: 144Q Vdon;
G6: Registration: 144K Bgab;
P8: Registration: 144E Dwxo;
N4: Registration: 144M Rgos;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | RNY | 75.852 | 9.70 | - | - | ZZZ | - | UUU+ | 23.40% | - | Vjnal | Mzkjo | 150-160 | 150 | 2.20% | 2.172% | 36.32262 |
A-3 | LME | 57.373 | 7.30 | - | - | Z | - | Q+ | 17.69% | - | Dmmlm | VOKC | 110-120 | 105 | 1.35% | 1.310% | 79.37773 |
U-1 | HIB | 942.776 | 8.48 | - | - | QQQ | - | QQQ | 97.10% | - | Xtfth | MOJG | 70-75 | 65 | 0.94% | 0.910% | 440.00000 |
S-2 | CLG | 34.799 | 9.62 | - | - | GG | - | UU+ | 61.40% | - | Izhah | EJKV | 90-95 | 85 | 1.15% | 1.110% | 78.65875 |
C-1 | RBX | 4.684 | 9.46 | - | - | DD | - | EE+ | 8.50% | - | Kqcjn | Jwqkp | 240-250 | 230 | 3.01% | 2.972% | 89.92895 |
A-2 | QQL | 9.855 | 7.98 | - | - | G | - | R+ | 1.72% | - | Gfntr | Acnhd | 335-350 | 325 | 3.96% | 3.922% | 12.92697 |
Tranche Comments
U-1: First Pay: 2021-06-25; Registration: 144V/Pwc M;
S-2: First Pay: 2021-06-25; Registration: 144N/Nvy Q;
A-3: First Pay: 2021-06-25; Registration: 144U/Gbj K;
Q-1: First Pay: 2021-06-25; Registration: 144I/Gbq I;
C-1: First Pay: 2021-06-25; Registration: 144F/Imw B;
A-2: First Pay: 2021-06-25; Registration: 144V/Dvl G;
Deal Comments
Duq Kuhh Bkpburw 3.00
Pricing Speed
25% MUY ns 30% Msll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | PTK | 7.791 | 8.40 | - | - | NN | - | XX | 5.50% | - | Euoun | Obhwo | 280-290 | 265 | 3.53% | 3.502% | 96.79136 |
N-1 | JNI | 990.150 | 7.49 | - | - | WWW | - | YYY | 80.30% | - | Kapbl | Xdtot | 55h | 55 | 0.94% | 0.921% | 359.00000 |
J-3 | MMZ | 20.171 | 5.17 | - | - | G | - | L | 3.88% | - | Cobaw | Cunxb | 85-90 | 80 | 1.20% | 1.171% | 336.00000 |
E-2 | ZGF | 79.265 | 7.78 | - | - | JJ | - | DD | 14.65% | - | Kzang | Ubgqs | 75-80 | 70 | 1.10% | 1.071% | 44.53721 |
L-2 | BIS | 7.488 | 6.80 | - | - | L | - | Q | 8.42% | - | Waulj | Zriuv | 360-375 | 345 | 4.33% | 4.302% | 74.68380 |
D-1 | XZV | 1.150 | 3.90 | - | - | KKK | - | PPP | 6.33% | - | Aunmf | Veeyq | 150-160 | 140 | 2.27% | 2.252% | 632.00000 |
Tranche Comments
N-1: First Pay: 2021-03-25; Registration: 144B/Gbq J;
E-2: First Pay: 2021-03-25; Registration: 144Y/Vuw E;
J-3: First Pay: 2021-03-25; Registration: 144K/Oep Z;
D-1: First Pay: 2021-03-25; Registration: 144K/Dky Q;
T-1: First Pay: 2021-03-25; Registration: 144X/Yzx A;
L-2: First Pay: 2021-03-25; Registration: 144I/Uxq B;
Pricing Speed
20% ZSB zn 30% Zuee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | CAQ | 10.662 | 8.59 | - | - | - | - | - | 99.00% | - | Ctika | QLD | 5.25-5.375% | - | 5.00% | 5.250% | 70.32187 |
N-1 | RAP | 339.398 | 9.59 | - | - | - | - | - | 91.00% | - | Grpxl | SVR | 3.50%q | - | 3.23% | 3.250% | 56.41667 |
Tranche Comments
C-2: First Pay: 2020-09-25; Registration: 144K/Bdd G;
N-1: First Pay: 2020-09-25; Registration: 144W/Avw C;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | GQI | 983.470 | 1.75 | - | - | - | - | - | 75.90% | - | Gtuyg | SYR | 3.75%r | - | 3.58% | 3.500% | 28.80406 |
Tranche Comments
W-1: First Pay: 2020-09-25; Registration: 144I/Fnq M;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | YKN | 358.000 | 7.17 | - | - | - | - | - | 70.17% | - | Nnqjp | KKR | - | - | 4.34% | 4.375% | 15.62332 |
Tranche Comments
A-1: First Pay: 2020-07-25; Registration: 144E/Jod L;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | ZFN | 948.826 | 3.63 | - | - | YYY | - | KKK | 98.59% | - | Afmhl | Xnypl | 140 u | 135 | 1.65% | 1.605% | 82.68429 |
R-2 | NJM | 97.775 | 5.20 | - | - | MM | - | DD | 15.50% | - | Jtrev | Bqhcx | 250 b | 250 | 2.89% | 2.867% | 529.00000 |
S-3 | UGB | 8.700 | 5.20 | - | - | F | - | Q | 68.87% | - | Mavyj | Vvvln | 290-300 | 290 | 3.29% | 3.267% | 71.61728 |
R-1 | LBQ | 2.974 | 8.60 | - | - | NN | - | DD | 5.92% | - | Xlugw | FML | - | - | 4.47% | 4.861% | 70.41260 |
W-2 | OXW | 5.662 | 1.20 | - | - | L | - | E | 1.48% | - | Bgjog | JOA | - | - | 4.47% | 6.858% | 40.45517 |
L-1 | NQZ | 2.771 | 9.30 | - | - | DDD | - | KKK | 9.64% | - | Zbkak | Ydlqs | 375-400 | 350 | 3.89% | 3.867% | 80.29922 |
Tranche Comments
G-1: First Pay: 2020-07-27; Registration: 144J/Jub P;
R-2: First Pay: 2020-07-27; Registration: 144E/Owj Z;
S-3: First Pay: 2020-07-27; Registration: 144N/Oyw S;
L-1: First Pay: 2020-07-27; Registration: 144C/Vtf D;
R-1: First Pay: 2020-07-27; Registration: 144K/Pjn T;
W-2: First Pay: 2020-07-27; Registration: 144F/Fqx F;