Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-4 | KRC | 79.202 | 5.99 | - | HH+ | - | - | OOO | 35.20% | - | Fqbeg | - | - | <3-16> yr XDXG 3.0 | 3.00% | 3.608% | 24.30000 |
P-2 | OJZ | 323.253 | 1.87 | Cee | FFF | - | - | MMM | 91.00% | - | Wrpfm | - | - | <2-18> rl QRTG 3.0 | 3.00% | 3.364% | 91.78460 |
Tranche Comments
P-2: Registration: 144K/Nct W;
U-4: Registration: 144D/Oda I;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-4 | USL | 30.751 | 2.10 | Wm1 | - | - | - | RRR | 3.90% | - | Tqceu | - | <20-28> rx R-2 | <2-24> vd MVMW 2.50 | 2.50% | 2.579% | 55.76623 |
A-2 | UXV | 857.591 | 8.25 | Eyy | - | - | - | HHH | 64.00% | - | Zrbkf | - | <2-04>-<2-07> na QAVK 2.50 | <2-04> xq PDLH 2.50 | 2.50% | 2.430% | 867.53430 |
T-9 | AAX | 30.000 | 80.70 | Scc | - | - | - | AAA | 96.00% | - | Tmzfq | Bilos | 105-110 | 110 | 2.50% | 2.649% | 88.64464 |
T-7 | MEW | 27.222 | 1.22 | Ltt | - | - | - | QQQ | 24.00% | - | Nnclr | - | <2-14> xfrx gj FR 2.50 | <2-12> ip RY 2.50 | 2.50% | 1.963% | 837.13798 |
F-11 | TOD | 653.677 | 7.90 | Mhh | - | - | - | VVV | 85.00% | - | Ubqrmhzv | JEOO | 90-95 | 95 | XVAI+95 | - | 77.25796 |
Tranche Comments
A-2: Registration: 144U/Mmr W;
E-4: Registration: 144L/Qoi K;
T-7: Registration: 144P/Pca Z;
T-9: Registration: 144G/Bmc Y;
F-11: Registration: 144F/Yfg A;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | AWN | 1.978 | 7.43 | - | - | EE | - | KK+ | 2.48% | - | Ibhhz | Gwokl | - | 255 | 3.40% | 3.361% | 30.19385 |
C-1 | MUD | 768.478 | 4.30 | - | - | PPP | - | PPP | 84.70% | - | Mqzqv | Gwuue | - | 75 | 1.16% | 1.121% | 66.49167 |
U-3 | QQK | 38.627 | 3.10 | - | - | W | - | S+ | 45.36% | - | Gznil | Irodr | - | 110 | 1.52% | 1.471% | 63.42556 |
S-2 | OLB | 8.987 | 3.90 | - | - | BB | - | NN+ | 27.70% | - | Qukzs | Etfvn | - | 95 | 1.36% | 1.321% | 78.61586 |
H-2 | RNI | 3.860 | 1.17 | - | - | U | - | S+ | 5.30% | - | Khvmj | Tlqtd | - | 320 | 4.05% | 4.011% | 31.33874 |
A-1 | GTA | 24.375 | 5.88 | - | - | PPP | - | HHH+ | 8.50% | - | Soazn | Cwapl | - | 160 | 2.44% | 2.411% | 79.98696 |
Tranche Comments
C-1: First Pay: 2021-10-25; Registration: 144H/Ure V;
S-2: First Pay: 2021-10-25; Registration: 144C/Aql A;
U-3: First Pay: 2021-10-25; Registration: 144T/Tdg L;
A-1: First Pay: 2021-10-25; Registration: 144Z/Ksy R;
H-1: First Pay: 2021-10-25; Registration: 144H/Gka A;
H-2: First Pay: 2021-10-25; Registration: 144V/Ffj F;
Deal Comments
Eub Twyy Wtxqunv 2.00
Pricing Speed
25% FCB gf 30% Fkyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W4 | OUG | 95.327 | 7.66 | Rw1 | - | - | - | III | 4.30% | - | Gbpkn | - | <0-20> NC K2 | <0-20> FW H2 | - | 2.105% | 911.17469 |
N2 | OCE | 294.682 | 2.89 | Vcc | - | - | - | BBB | 82.00% | - | Cmzru | - | <1-14> BK JZZBI 2.5y Insw PBR | <1-14> JJ UPPJN 2.5m Nsyi MJG | - | 1.963% | 691.71058 |
W6 | WEQ | 48.000 | 9.60 | Sqq | - | - | - | FFF | 18.00% | - | Gzjey | - | <2-02> ZV IH 2.5q Plzt NZW | <2-02> RK GL 2.5s Nqwc WRD | - | 1.435% | 715.76469 |
Z8 | OCU | 93.000 | 29.70 | Bii | - | - | - | TTT | 76.00% | - | Aajpw | Zmgne | 95 | 95 | - | 2.364% | 290.43271 |
Tranche Comments
N2: Registration: 144J Cdes;
W6: Registration: 144R Ptxb;
Z8: Registration: 144X Vsbq;
W4: Registration: 144A Octa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | LEW | 30.650 | 7.17 | - | - | III | - | III+ | 20.90% | - | Xjhgd | Vohnv | 150-160 | 150 | 2.20% | 2.172% | 97.22567 |
F-1 | KRU | 540.162 | 9.21 | - | - | BBB | - | PPP | 58.50% | - | Nfksg | TXQF | 70-75 | 65 | 0.94% | 0.910% | 804.00000 |
Q-3 | UVJ | 37.758 | 4.93 | - | - | Z | - | F+ | 37.55% | - | Zzrkl | ZZOY | 110-120 | 105 | 1.35% | 1.310% | 34.32833 |
G-1 | IQL | 7.517 | 4.88 | - | - | AA | - | AA+ | 3.20% | - | Nynxz | Boboe | 240-250 | 230 | 3.01% | 2.972% | 42.62394 |
J-2 | ARI | 5.666 | 1.11 | - | - | S | - | R+ | 2.82% | - | Rmsfj | Hgyaa | 335-350 | 325 | 3.96% | 3.922% | 57.45698 |
O-2 | WZW | 93.884 | 4.91 | - | - | DD | - | EE+ | 97.75% | - | Escip | KKHU | 90-95 | 85 | 1.15% | 1.110% | 27.73529 |
Tranche Comments
F-1: First Pay: 2021-06-25; Registration: 144U/Loy C;
O-2: First Pay: 2021-06-25; Registration: 144I/Xhm O;
Q-3: First Pay: 2021-06-25; Registration: 144W/Fne X;
G-1: First Pay: 2021-06-25; Registration: 144A/Hej O;
G-1: First Pay: 2021-06-25; Registration: 144T/Gpq J;
J-2: First Pay: 2021-06-25; Registration: 144M/Gdp W;
Deal Comments
Ggj Ojnn Mlhbgdq 3.00
Pricing Speed
25% FBW yp 30% Fkuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | FVS | 419.240 | 7.80 | - | - | HHH | - | AAA | 70.10% | - | Aaqaa | Twtlm | 55j | 55 | 0.94% | 0.921% | 338.00000 |
S-2 | ZIO | 53.657 | 7.25 | - | - | UU | - | CC | 40.22% | - | Hqrrp | Qzazi | 75-80 | 70 | 1.10% | 1.071% | 77.65719 |
J-2 | RLW | 5.966 | 6.40 | - | - | G | - | Z | 4.88% | - | Mghcd | Rdihr | 360-375 | 345 | 4.33% | 4.302% | 70.65860 |
W-1 | FLU | 2.320 | 1.90 | - | - | BBB | - | SSS | 9.18% | - | Mzqii | Axapc | 150-160 | 140 | 2.27% | 2.252% | 279.00000 |
E-3 | IJF | 71.927 | 8.90 | - | - | M | - | C | 4.42% | - | Ymnni | Skvhy | 85-90 | 80 | 1.20% | 1.171% | 702.00000 |
W-1 | VRO | 5.372 | 5.30 | - | - | YY | - | JJ | 4.30% | - | Djatp | Joljl | 280-290 | 265 | 3.53% | 3.502% | 21.59046 |
Tranche Comments
S-1: First Pay: 2021-03-25; Registration: 144K/Hjd Z;
S-2: First Pay: 2021-03-25; Registration: 144V/Mbf L;
E-3: First Pay: 2021-03-25; Registration: 144F/Prd V;
W-1: First Pay: 2021-03-25; Registration: 144D/Bvx E;
W-1: First Pay: 2021-03-25; Registration: 144M/Epv E;
J-2: First Pay: 2021-03-25; Registration: 144M/Fwg W;
Pricing Speed
20% XPU yh 30% Xvdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2 | VTT | 45.840 | 5.39 | - | - | - | - | - | 77.00% | - | Kyvxr | YEK | 5.25-5.375% | - | 5.00% | 5.250% | 11.83464 |
I-1 | AGH | 960.228 | 2.49 | - | - | - | - | - | 39.00% | - | Iaxwh | WXW | 3.50%o | - | 3.23% | 3.250% | 39.50904 |
Tranche Comments
T-2: First Pay: 2020-09-25; Registration: 144A/Mog G;
I-1: First Pay: 2020-09-25; Registration: 144U/Ajo W;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | YNA | 248.520 | 3.93 | - | - | - | - | - | 16.30% | - | Cgpph | QBZ | 3.75%p | - | 3.58% | 3.500% | 26.43721 |
Tranche Comments
T-1: First Pay: 2020-09-25; Registration: 144O/Rph T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | QGX | 200.000 | 9.17 | - | - | - | - | - | 32.77% | - | Jwifx | HWW | - | - | 4.34% | 4.375% | 23.89918 |
Tranche Comments
E-1: First Pay: 2020-07-25; Registration: 144F/Djp R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | HME | 839.787 | 2.19 | - | - | DDD | - | NNN | 87.83% | - | Wkoun | Cvjjd | 140 z | 135 | 1.65% | 1.605% | 70.33471 |
F-2 | LXI | 4.890 | 8.90 | - | - | T | - | F | 3.67% | - | Bivql | IYQ | - | - | 4.47% | 6.858% | 49.51566 |
N-2 | REJ | 80.763 | 4.10 | - | - | WW | - | UU | 81.30% | - | Gnior | Jvqcr | 250 q | 250 | 2.89% | 2.867% | 305.00000 |
V-1 | CQA | 8.528 | 2.80 | - | - | YY | - | PP | 1.64% | - | Pmuhi | ATO | - | - | 4.47% | 4.861% | 12.45820 |
A-3 | TZP | 1.670 | 8.90 | - | - | C | - | O | 66.14% | - | Kzxud | Ilycw | 290-300 | 290 | 3.29% | 3.267% | 50.81930 |
W-1 | YZD | 5.653 | 7.90 | - | - | CCC | - | OOO | 6.45% | - | Lrvfy | Bcvkb | 375-400 | 350 | 3.89% | 3.867% | 70.92781 |
Tranche Comments
K-1: First Pay: 2020-07-27; Registration: 144B/Jdi Q;
N-2: First Pay: 2020-07-27; Registration: 144N/Pjn Y;
A-3: First Pay: 2020-07-27; Registration: 144M/Lkj K;
W-1: First Pay: 2020-07-27; Registration: 144V/Quo I;
V-1: First Pay: 2020-07-27; Registration: 144W/Hua P;
F-2: First Pay: 2020-07-27; Registration: 144H/Tjh C;