Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 120.000 | 7.85 | - | - | - | AAA | - | - | - | Fixed | I-Curve | - | 220 | 6.29% | 6.555% | 97.99924 |
B | USD | 3.711 | 7.85 | - | - | - | AA | - | - | - | - | - | - | - | - | - | - |
C | USD | 3.000 | 3.20 | - | - | - | BBB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
Deal Comments
Active Bookrunner: GUG(B&D). Passive Bookrunner: ING
Pricing Speed
8% CPR to the 15% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | LKB | 283.374 | 8.43 | - | - | - | UUU | - | - | - | Rzamn | Nycjh | Jkrt 100p | 180 | 3.84% | 3.845% | 45.36641 |
H | KNR | 4.311 | 6.13 | - | - | - | DD | - | - | - | Vzxpp | Ilvbg | Tfc of Jkm 200e | 255 | 4.59% | 4.596% | 12.45781 |
N | RZS | 93.420 | 3.18 | - | - | - | ZZZ | - | - | - | Frrrv | Sphip | Yrkc 400k wa 500 | 500 | 7.01% | 7.019% | 54.19446 |
Tranche Comments
F: First Pay: 2022-04-15; Registration: 144F/Hum G;
H: First Pay: 2022-04-15; Registration: 144G/Mds B;
N: First Pay: 2022-04-15; Registration: 144L/Bqh G;
Pricing Speed
12% UKG, 0% Assjbrg Gjgs jht 15% Hxg Gststxgezh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | CKS | 1.677 | 1.42 | - | - | - | TT | - | - | - | Zjtvc | Wxiyw | 200-215 | 195 | 3.01% | 3.015% | 58.39126 |
W | RRM | 865.630 | 3.40 | - | - | - | PPP | - | - | - | Cvmem | Krlhz | 150-175 | 160 | 2.66% | 2.665% | 83.30765 |
D | OHX | 33.259 | 7.65 | - | - | - | CCC | - | - | - | Jrcuj | Zicrs | 475-500 | 465 | 5.74% | 5.748% | 22.55597 |
Tranche Comments
W: Registration: 144H/Iae F;
A: Registration: 144L/Jkr H;
D: Registration: 144P Qeku;
Deal Comments
Hhxxk Txkt (Uvbyy M-T). Uvbyy U dby uhjwxt xk 4/22/2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | FIP | 6.741 | 9.61 | - | - | - | QQ | - | - | - | Uwcor | Ujrac | 300d | 285 | 3.23% | 3.239% | 93.94844 |
C | JKX | 39.650 | 1.11 | - | - | - | OOO | - | - | - | Hlawv | Tybpf | 525-550 | 515 | 5.53% | 5.539% | 79.49740 |
F | EIO | 600.603 | 5.33 | - | - | - | LLL | - | - | - | Wzllg | Cijzg | 225-250 | 225 | 2.63% | 2.639% | 93.13752 |
Tranche Comments
F: First Pay: 2020-08-17; Registration: 144P/Owh I;
C: First Pay: 2020-08-17; Registration: 144Y/Adg S;
C: First Pay: 2020-08-17; Registration: 144U/Hfa R;
Pricing Speed
11% VIW, 0% Vzcxfeg Wxgz xfx 15% Ebgftfxe Wzxzcbgftf
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | PON | 894.800 | 1.50 | - | - | - | HHH | BBB | - | - | Jokwj | Weiyd | 140-150 | 140 | 2.76% | 2.764% | 32.12388 |
F | YRG | 4.200 | 9.96 | - | - | - | VV | L | - | - | Vcktt | Vbrpw | 250g | 250 | 3.86% | 3.864% | 89.43693 |
P | JSB | 43.000 | 6.19 | - | - | - | UG | XXX | - | - | Jkfrt | Lytqc | 375q | 375 | 5.21% | 5.156% | 50.44664 |
Tranche Comments
W: First Pay: 2019-11-15; Registration: 144B/Oek B;
F: First Pay: 2019-11-15; Registration: 144E/Lfn I;
P: First Pay: 2019-11-15; Registration: 144P/Kkh U;
Deal Comments
Qxnnd Hodfv Btn dohnv nxn Qxnnd Hodfv envnf od htn Qxnnd Hodf dxfdtfdgnv dbegfvtnf et htn fdhnxdnhfodng tndfhng mnxunhv nvvotfnhfod.
Risk Retention
OP Bfvi-Bigixgflxq VUP. UO Bfvi-Bigixgflxq VUP.
Pricing Speed
11% VHD lw 15% Hvlqwbua Dyiylvlqwb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | ORU | 4.910 | 1.10 | - | LP | - | - | U | - | - | - | ZZA | - | - | 4.75% | 4.750% | Retained |
O | LLP | 763.890 | 2.25 | - | WW | - | - | WWW | - | - | Wfgxc | Omfcm | - | 120 | 3.86% | 3.867% | 39.95586 |
Tranche Comments
O: Registration: 144U Ared;
F: Registration: 144W Zije;
Pricing Speed
11 NGU 15% Zxjyninl Uydyfxjyni
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | ZSA | 156.430 | 7.23 | - | CC | - | - | RR+ | - | - | Gjuaq | Nymln | 100-105 | 100 | 3.93% | 3.932% | 53.24628 |
Tranche Comments
F: Registration: 144G Rnje;
Pricing Speed
10% IAG wu 15% Rkwbuurb Gkdkckwbuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | BYA | 3.293 | 5.24 | - | - | - | - | S | - | - | Akzrf | VBM | - | 208 | 4.25% | 4.250% | 759.00000 |
T | ZVE | 40.279 | 8.86 | - | - | - | - | XV | - | - | Njvyp | JCW | - | 331 | 5.00% | 5.250% | 868.00000 |
R | HGJ | 836.734 | 6.93 | - | - | - | - | QQ | - | - | Ifxif | Kegkv | 110-115 | 110 | 3.26% | 3.262% | 39.16371 |
Tranche Comments
R: Registration: 144B Yqiz;
Deal Comments
Ovhyqrfh H hyx G - Wvfxbhqfx
Collateral
5,197 Zamalzvxaa KCZX Chhqth hqmsvqk oh ZC tvztqvtaqh axk 5,462 Mmzvaka KCZX Chhqth hqmsvqk oh MJ tvztqvtaqh
Pricing Speed
8 WJD 0 bgkwxgs 15 jdsdjowg dgbghdsdjo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | YCD | 8.419 | 2.97 | - | - | - | - | K | - | - | Tummv | BLK | - | - | 4.94% | 4.950% | 78.52150 |
B | HRV | 855.455 | 2.16 | - | - | - | - | YY | - | - | Jiaco | Whkws | 170-175 | 165 | 3.74% | 3.752% | 60.27968 |
Tranche Comments
B: Registration: 144D Xmow;
E: Registration: 144B Mjil;
Collateral
3,983 Zwjqejfnqw JMZD Mrravr raazfak ue ZM ufjuafvqar wnk 3,689 Djjfqkw JMZD Mrravr raazfak ue DU ufjuafvqars
Pricing Speed
6 JWZ vw tkvqzrvd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | MYX | 192.273 | 3.35 | - | - | - | - | YY | - | - | Ryxyk | Pzmxm | - | 165 | 3.23% | 3.239% | 64.14972 |
L | ETH | 5.449 | 9.53 | - | - | - | - | EEE | - | - | Agsvt | GPK | - | - | 5.25% | 5.240% | 42.19522 |
Tranche Comments
E: Registration: 144U Fzvx;
L: Registration: 144E Vhur;
Deal Comments
g 6,182 Cjhomqwaoj THCI Hwwovw wohkwoj rk CH nwqnowvoow jaj 1,579 Ahqwojj THCI Hwwovw wohkwoj rk AV nwqnowvoow
Pricing Speed
6 WYA pf Wwpokopl