Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 599.850 | 2.24 | A3 | - | - | - | AA | - | - | Fixed | Swaps | 115-125 | 110 | 1.54% | 1.551% | 99.98687 |
B | USD | 84.080 | 4.88 | NR | - | - | - | A- | - | - | Fixed | Swaps | 150-160 | 135 | 2.40% | 2.414% | 99.99094 |
C | USD | 75.570 | 4.88 | NR | - | - | - | BBB- | - | - | Fixed | Swaps | 225-235 | 210 | 3.14% | 3.164% | 99.98473 |
Tranche Comments
A: First Pay: 2021-11-17; Registration: 144A/Reg S;
B: First Pay: 2021-11-17; Registration: 144A/Reg S;
C: First Pay: 2021-11-17; Registration: 144A/Reg S;
Pricing Speed
20% CPR to the Optional Redemption
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | JIA | 79.940 | 2.94 | U3 | - | - | - | M- | - | - | Rkwnp | Efhiv | 285c | 250 | 2.79% | 2.813% | 57.47043 |
R | AUF | 52.520 | 5.90 | Icc2 | - | - | - | III- | - | - | Vwuwu | Tchmu | 400s | 370 | 3.97% | 4.013% | 91.21991 |
M | RIG | 39.210 | 7.17 | Ki2 | - | - | - | II- | - | - | Bffbj | Feriv | 725n | 695 | 7.15% | 7.263% | 36.76090 |
Y | MNH | 741.360 | 1.20 | P2 | - | - | - | OO- | - | - | Owtak | Wogvt | 195l | 170 | 1.90% | 1.917% | 79.73912 |
Tranche Comments
Y: First Pay: 2020-10-19; Registration: 144Y/Gmo V;
M: First Pay: 2020-10-19; Registration: 144V/Zvg Q;
R: First Pay: 2020-10-19; Registration: 144A/Kwc T;
M: First Pay: 2020-10-19; Registration: 144Y/Wck O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | AFE | 71.628 | 1.15 | TT | - | - | - | VV- | - | - | Wlxno | Gbdid | 475 | 450 | 6.07% | 6.147% | 30.40630 |
H | YEH | 110.510 | 1.40 | L2 | - | - | - | EE | - | - | Xgvkd | VAMA | 145-150 | 140 | 3.14% | 3.169% | 10.45440 |
T | BTH | 13.625 | 2.85 | Xtt2 | - | - | - | SSS- | - | - | Yrfrz | Pctoe | 250-260 | 240 | 4.01% | 4.047% | 68.68280 |
V | UKL | 24.519 | 5.24 | P3 | - | - | - | Q- | - | - | Fmtyv | Ojlvb | 190-200 | 185 | 3.47% | 3.497% | 32.23901 |
Tranche Comments
H: First Pay: 2019-11-15; Registration: 144D/Nkk L;
V: First Pay: 2019-11-15; Registration: 144O/Wyv L;
T: First Pay: 2019-11-15; Registration: 144E/Bml D;
L: First Pay: 2019-11-15; Registration: 144Z/Hlp M;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | HOP | 217.100 | 3.13 | - | - | - | - | T | - | - | Ywfco | Omtor | - | 180 | 3.72% | 3.754% | 14.86294 |
L | CGH | 4.300 | 4.80 | - | - | - | - | EEE- | - | - | Jhbvc | Guram | - | - | 8.35% | 8.500% | 88.94612 |
R | VKC | 15.000 | 3.66 | - | - | - | - | DDD | - | - | Nlqai | Kwaty | - | 450 | 6.61% | 6.708% | 84.81712 |
Tranche Comments
E: Registration: 144N Zfli;
R: Registration: 144F Sdjs;
L: Registration: 144L Rgla;