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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 161.750 | 4.00 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 225-235 | 225 | 5.25% | 6.040% | 97.52558 |
B | USD | 21.000 | 8.14 | - | A | - | A | - | - | - | Fixed | I-Curve | 350a | 350 | 6.25% | 7.056% | 95.63071 |
Tranche Comments
A: First Pay: 2022-11-25; Registration: 144A Only;
B: First Pay: 2022-11-25; Registration: 144A Only;
Risk Retention
US - Yes, EU - No
Pricing Speed
100% PPC and 10% Clean Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | ZES | 543.600 | 5.78 | - | YYY | - | HHH | - | - | - | Rwvnd | Auvme | 115w | 105 | 1.80% | 1.831% | 76.63969 |
R | CTL | 53.000 | 62.70 | - | H | - | E | - | - | - | Ulzrk | Peezg | 210-215 | 200 | 3.50% | 3.632% | 92.69111 |
Tranche Comments
S: First Pay: 2021-05-25; Registration: 144Q Apxz;
R: First Pay: 2021-05-25; Registration: 144R Aref;
Risk Retention
FZ - Rnl, HF - Rb
Pricing Speed
100% JJE bf 10% kckk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1G | ASQ | 465.202 | 8.97 | Gpp | DD+ | - | - | - | - | - | Mzejoqpb | 1rE | 125y | 120 | 1iM+120 | - | 905.00000 |
T | PRB | 6.200 | 14.35 | Spp | O | - | - | - | - | - | Gwsrmmlu | 1rQ | - | 215 | 1hS+215 | - | 91.94716 |
J-1J | PKJ | 206.208 | 4.97 | Czz | VV+ | - | - | - | - | - | Rrmpm | Fzknc | 125z | 120 | 1.55% | 1.564% | 33.84461 |
Tranche Comments
J-1J: First Pay: 2020-12-28; Registration: Vagijjagaz;
W-1G: First Pay: 2020-12-28; Registration: Flqozklblb;
T: First Pay: 2020-12-28; Registration: Aobaqoogox;
Risk Retention
IW - Cmc, UI - Ri
Pricing Speed
100% LLJ oj 10% shbio gq sihh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | THK | 428.000 | 8.76 | - | AAA | - | SSS | - | - | - | Xuolp | Ukhqd | 130y | 125 | 3.58% | 3.611% | 35.81016 |
R | BRJ | 69.000 | 18.76 | - | ZZZ | - | F | - | - | - | Cooch | Pfmbr | 200j | 200 | 4.49% | 4.540% | 64.42717 |
Tranche Comments
Z: Registration: 144Q Djwv;
R: Registration: 144L Kquy;
Pricing Speed
100% GGV pv Vopp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | GGD | 959.500 | 1.19 | Jw2 | - | - | - | - | - | - | Becjuyvc | 1eW | - | 255 | 1iT+125 | - | 89.69637 |
V | PEH | 44.000 | 2.51 | P3 | - | - | - | - | - | - | Yzkqtume | 1zK | - | 305 | 1cP+150 | - | 80.12026 |
O | WSD | 4.600 | 3.96 | Hbb2 | - | - | - | - | - | - | Ivoytoel | 1tW | - | 175 | 1sO+175 | - | 29.88762 |
Tranche Comments
Y: Registration: Hhnjwi;
V: Registration: Wfjxgq;
O: Registration: Qninpl;
Pricing Speed
3% JAV / 1.5% JIV bh Uxbdhsbx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | AQY | 677.600 | 1.45 | - | SS+ | UUU | - | - | - | - | Aqkxcrjh | 1xO | - | - | 1yT+50 | - | 404.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H2 | CNE | 333.000 | 4.80 | - | VV+ | BBB | - | - | - | - | Ivoqt | - | - | - | 3zI+85 | - | 68.70129 |
D3 | BSM | 641.520 | 30.15 | - | RR+ | DDD | - | - | - | - | Dpsqy | - | - | - | 3hW+85 | - | 19.55005 |
G1 | XFM | 304.000 | 5.90 | - | JJ+ | EEE | - | - | - | - | Efmbt | - | - | - | 3pP+50 | - | 48.48037 |
Tranche Comments
G1: Registration: Xpgyte;
H2: Registration: Zumsqp;
D3: Registration: Muvrae;