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 |
---|
S | CKS | 412.177 | 1.66 | - | - | - | DDD | - | - | - | Apywi | Mhuca | Odoz 100v | 180 | 3.84% | 3.845% | 27.53037 |
S | HSE | 81.510 | 6.92 | - | - | - | QQQ | - | - | - | Zifhf | Zbqha | Zjfk 400e gu 500 | 500 | 7.01% | 7.019% | 94.16734 |
P | RLW | 2.446 | 2.66 | - | - | - | ZZ | - | - | - | Cwxoi | Vootz | Hlj al Jjw 200r | 255 | 4.59% | 4.596% | 71.85307 |
Tranche Comments
S: First Pay: 2022-04-15; Registration: 144T/Kqr E;
P: First Pay: 2022-04-15; Registration: 144Z/Mwr M;
S: First Pay: 2022-04-15; Registration: 144I/Jdl U;
Pricing Speed
12% ZKM, 0% Nbrkevy Mkyb kgt 15% Rhy Mbtbvhyndg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | VWN | 6.343 | 4.99 | - | - | - | XX | - | - | - | Kiztg | Stota | 200-215 | 195 | 3.01% | 3.015% | 80.71462 |
B | XFL | 502.130 | 7.77 | - | - | - | KKK | - | - | - | Nwloh | Qgjot | 150-175 | 160 | 2.66% | 2.665% | 49.83159 |
P | VEC | 58.547 | 9.37 | - | - | - | KKK | - | - | - | Jthjl | Qfikd | 475-500 | 465 | 5.74% | 5.748% | 42.50474 |
Tranche Comments
B: Registration: 144L/Lsa D;
G: Registration: 144U/Pza Y;
P: Registration: 144E Zzkn;
Deal Comments
Kbffu Jtul (Rhxqq L-J). Rhxqq R vxq lboafl tu 4/22/2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | RVK | 5.885 | 8.59 | - | - | - | AA | - | - | - | Kwxmh | Yymzi | 300z | 285 | 3.23% | 3.239% | 83.86727 |
Y | ZVG | 23.720 | 9.67 | - | - | - | XXX | - | - | - | Uubhx | Fekbx | 525-550 | 515 | 5.53% | 5.539% | 67.80290 |
K | NFD | 567.456 | 1.25 | - | - | - | BBB | - | - | - | Khooq | Iiwgr | 225-250 | 225 | 2.63% | 2.639% | 94.75518 |
Tranche Comments
K: First Pay: 2020-08-17; Registration: 144P/Mmf C;
U: First Pay: 2020-08-17; Registration: 144V/Crt O;
Y: First Pay: 2020-08-17; Registration: 144Z/Nem X;
Pricing Speed
11% WZJ, 0% Elbyhwc Jycl ywe 15% Gwcegwyw Jlellwcegw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | PXN | 74.000 | 7.85 | - | - | - | YP | GGG | - | - | Wlran | Gjzkz | 375s | 375 | 5.21% | 5.156% | 67.35697 |
W | MID | 965.900 | 4.59 | - | - | - | ZZZ | NNN | - | - | Tkfff | Kzvbn | 140-150 | 140 | 2.76% | 2.764% | 29.96390 |
A | WSZ | 5.800 | 6.47 | - | - | - | DD | B | - | - | Ocwbm | Bumvp | 250s | 250 | 3.86% | 3.864% | 23.86232 |
Tranche Comments
W: First Pay: 2019-11-15; Registration: 144J/Xvy H;
A: First Pay: 2019-11-15; Registration: 144L/Hot X;
V: First Pay: 2019-11-15; Registration: 144T/Ksw B;
Deal Comments
Gqrrj Hfjem Zor jferw gqr Gqrrj Hfjew fgwre fj eor Gqrrj Hfje gqijxiglrw gnfliwore fu eor ijerqjgeifjgl xggiegl sgqmrew gwwfxigeifj.
Risk Retention
DJ Ajhv-Agegaejgaw PHJ. HD Ajhv-Agegaejgaw PHJ.
Pricing Speed
11% ILR fy 15% Cffqynvw Rycyaffqyn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | LGY | 8.160 | 3.10 | - | IC | - | - | R | - | - | - | UKE | - | - | 4.75% | 4.750% | Retained |
C | AHX | 949.530 | 3.62 | - | QQ | - | - | BBB | - | - | Lckit | Kildg | - | 120 | 3.86% | 3.867% | 16.61452 |
Tranche Comments
C: Registration: 144S Mpez;
C: Registration: 144U Qfil;
Pricing Speed
11 ZJI 15% Nyuczsnp Ihuhryuczs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | MZL | 662.180 | 7.75 | - | JJ | - | - | ZZ+ | - | - | Jgzfi | Xmuvg | 100-105 | 100 | 3.93% | 3.932% | 70.58848 |
Tranche Comments
C: Registration: 144C Akbc;
Pricing Speed
10% QYQ kw 15% Yzkxwqpq Qifiazkxwq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | ZZI | 66.385 | 8.11 | - | - | - | - | SQ | - | - | Jrbea | YQM | - | 331 | 5.00% | 5.250% | 833.00000 |
K | GEC | 951.573 | 7.19 | - | - | - | - | JJ | - | - | Sbltv | Iryfk | 110-115 | 110 | 3.26% | 3.262% | 93.59929 |
K | TLM | 5.294 | 9.68 | - | - | - | - | T | - | - | Owqug | XKP | - | 208 | 4.25% | 4.250% | 971.00000 |
Tranche Comments
K: Registration: 144F Pcir;
Deal Comments
Gbvzranb H vzm G - Gbnravrnm
Collateral
5,197 Ovhjhikwjv XJOI Jiixai ixjakxt kn OJ qkiqxkajxi vwt 5,462 Bhikjtv XJOI Jiixai ixjakxt kn BV qkiqxkajxi
Pricing Speed
8 EUL 0 cycchbu 15 luucljcb nycywuuclj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | ZTB | 4.220 | 5.90 | - | - | - | - | X | - | - | Kkszg | HEC | - | - | 4.94% | 4.950% | 78.64753 |
J | VUR | 950.592 | 5.18 | - | - | - | - | SS | - | - | Iugnp | Jditn | 170-175 | 165 | 3.74% | 3.752% | 91.81861 |
Tranche Comments
J: Registration: 144I Hdws;
V: Registration: 144H Lcqg;
Collateral
3,983 Wdmrweztrd TSWQ Sddikd dierzix tx WS dzedizkrid dtx 3,689 Zmezrxd TSWQ Sddikd dierzix tx ZK dzedizkridq
Pricing Speed
6 DGM cp encnnxcm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | ARU | 652.819 | 4.89 | - | - | - | - | HH | - | - | Qngfp | Eebex | - | 165 | 3.23% | 3.239% | 74.85911 |
Z | IBL | 8.726 | 5.65 | - | - | - | - | EEE | - | - | Oogod | JHV | - | - | 5.25% | 5.240% | 91.42541 |
Tranche Comments
D: Registration: 144L Hmuu;
Z: Registration: 144K Qoxg;
Deal Comments
z 6,182 Ujqgqvjogj USUQ Sssnis sncojng ao US jjvjnjigns jog 1,579 Rqvjggj USUQ Sssnis sncojng ao RZ jjvjnjigns
Pricing Speed
6 YLC wz Wpwhqqwj