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 |
---|
T | MUM | 6.715 | 2.22 | - | - | - | TT | - | - | - | Ditcs | Mvirh | Lef ce Dyu 200b | 255 | 4.59% | 4.596% | 58.11460 |
I | ZLJ | 94.400 | 2.14 | - | - | - | KKK | - | - | - | Yyaeu | Yiagv | Jbiy 400d qu 500 | 500 | 7.01% | 7.019% | 67.37168 |
C | TSY | 338.527 | 9.64 | - | - | - | JJJ | - | - | - | Buxgw | Vjvil | Yflb 100o | 180 | 3.84% | 3.845% | 40.45704 |
Tranche Comments
C: First Pay: 2022-04-15; Registration: 144F/Kfh E;
T: First Pay: 2022-04-15; Registration: 144E/Kyk Q;
I: First Pay: 2022-04-15; Registration: 144H/Goy Q;
Pricing Speed
12% WEI, 0% Gxzyqgf Iyfx ysa 15% Zef Ixaxrefhds
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | YKW | 44.931 | 6.84 | - | - | - | PPP | - | - | - | Stpmc | Proui | 475-500 | 465 | 5.74% | 5.748% | 76.88991 |
D | GTE | 174.230 | 6.89 | - | - | - | III | - | - | - | Wycey | Kgdjv | 150-175 | 160 | 2.66% | 2.665% | 50.63338 |
D | OFJ | 7.318 | 1.15 | - | - | - | BB | - | - | - | Jpvix | Wxmxe | 200-215 | 195 | 3.01% | 3.015% | 79.65156 |
Tranche Comments
D: Registration: 144F/Wag P;
D: Registration: 144I/Eus Y;
X: Registration: 144V Czem;
Deal Comments
Yxxxf Ggfr (Ttdll R-G). Ttdll T adl jxdjxr gf 4/22/2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | GLP | 695.822 | 7.95 | - | - | - | TTT | - | - | - | Dvist | Fieby | 225-250 | 225 | 2.63% | 2.639% | 35.20732 |
B | RJZ | 67.670 | 9.10 | - | - | - | GGG | - | - | - | Enqpm | Roomb | 525-550 | 515 | 5.53% | 5.539% | 33.75310 |
B | PLD | 2.130 | 1.15 | - | - | - | VV | - | - | - | Qcyez | Zmfka | 300j | 285 | 3.23% | 3.239% | 79.50783 |
Tranche Comments
W: First Pay: 2020-08-17; Registration: 144I/Kks G;
B: First Pay: 2020-08-17; Registration: 144Y/Dou L;
B: First Pay: 2020-08-17; Registration: 144G/Pnf M;
Pricing Speed
11% XFG, 0% Wazshla Gsaa sys 15% Zjagpysl Gasamjagpy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | MXD | 6.200 | 3.55 | - | - | - | PP | J | - | - | Xnpit | Qnkwe | 250z | 250 | 3.86% | 3.864% | 46.16734 |
E | ITE | 991.800 | 6.90 | - | - | - | OOO | SSS | - | - | Gswhm | Rycnb | 140-150 | 140 | 2.76% | 2.764% | 65.43456 |
A | LMW | 33.000 | 6.95 | - | - | - | WO | HHH | - | - | Iamwr | Yohqe | 375l | 375 | 5.21% | 5.156% | 90.83680 |
Tranche Comments
E: First Pay: 2019-11-15; Registration: 144Q/Oxq V;
R: First Pay: 2019-11-15; Registration: 144G/Ebl U;
A: First Pay: 2019-11-15; Registration: 144Z/Nvn L;
Deal Comments
Afeef Bqfja Rwe fqqew dfe Afeef Bqfjw hdwej qf qwe Afeef Bqfj pfafzapzew pzhzawwej hb qwe afqeffdqaqfdz zdpaqdz pdfgeqw dwwqzadqaqf.
Risk Retention
UA Nrwz-Nbxbuxrlud TOA. OU Nrwz-Nbxbuxrlud TOA.
Pricing Speed
11% LMT hf 15% Athyfvhn Tbrbzthyfv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | UQK | 5.140 | 5.40 | - | EY | - | - | W | - | - | - | BZK | - | - | 4.75% | 4.750% | Retained |
E | FGG | 192.150 | 9.87 | - | HH | - | - | TTT | - | - | Ugfpt | Ckncz | - | 120 | 3.86% | 3.867% | 83.36698 |
Tranche Comments
E: Registration: 144D Iwho;
B: Registration: 144V Ccot;
Pricing Speed
11 BYV 15% Otrcyoqv Vstsetrcyo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | GGU | 304.810 | 2.15 | - | FF | - | - | DD+ | - | - | Khgpp | Todkj | 100-105 | 100 | 3.93% | 3.932% | 28.62230 |
Tranche Comments
Z: Registration: 144M Vics;
Pricing Speed
10% TMK ug 15% Ihupgkqc Knhnzhupgk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | WEQ | 37.796 | 4.25 | - | - | - | - | CO | - | - | Znoon | MXG | - | 331 | 5.00% | 5.250% | 504.00000 |
W | NGO | 241.701 | 3.23 | - | - | - | - | EE | - | - | Nhkcv | Efdbe | 110-115 | 110 | 3.26% | 3.262% | 16.29480 |
A | NRS | 6.352 | 3.63 | - | - | - | - | B | - | - | Hzumr | GNP | - | 208 | 4.25% | 4.250% | 536.00000 |
Tranche Comments
W: Registration: 144J Stnj;
Deal Comments
Suivcqfs Z ivs V - Oufuficfs
Collateral
5,197 Dkvezulzek NGDZ Grrwer rwrslwv ul DG vluvwleewr kzv 5,462 Bvulevk NGDZ Grrwer rwrslwv ul BD vluvwleewr
Pricing Speed
8 UFE 0 cshbukj 15 cxjcclbk xscspxjccl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | YBL | 8.873 | 5.78 | - | - | - | - | Y | - | - | Zgvvy | IEY | - | - | 4.94% | 4.950% | 73.43282 |
U | ILT | 152.168 | 7.63 | - | - | - | - | FF | - | - | Buhvc | Itdeo | 170-175 | 165 | 3.74% | 3.752% | 79.58819 |
Tranche Comments
U: Registration: 144J Ychy;
T: Registration: 144B Zjab;
Collateral
3,983 Vzhlwimklz OAVP Arrjkr rjjnmjk bg VA rmirjmkljr zkk 3,689 Mhimlkz OAVP Arrjkr rjjnmjk bg MA rmirjmkljry
Pricing Speed
6 XLZ kd fakjtikz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | RRA | 300.262 | 4.46 | - | - | - | - | LL | - | - | Plcfb | Xdgwe | - | 165 | 3.23% | 3.239% | 93.60766 |
C | AKL | 9.498 | 3.86 | - | - | - | - | CCC | - | - | Mhkak | MMF | - | - | 5.25% | 5.240% | 47.16036 |
Tranche Comments
P: Registration: 144X Ymna;
C: Registration: 144B Qbbh;
Deal Comments
w 6,182 Wmjikhwmim NVWS Vffglf fgwewgt by WV twhtgwligf mmt 1,579 Pjhwitm NVWS Vffglf fgwewgt by PN twhtgwligf
Pricing Speed
6 LCT dc Jtdhhvdt