| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 85.354 | 2.04 | - | AAA | - | - | - | 31.00% | - | Fixed | Swaps | - | 62 | 0.86% | 0.833% | 99.99813 |
| A-2 | USD | 7.237 | 2.04 | - | AA | - | - | - | 25.15% | - | Fixed | Swaps | - | 85 | 1.10% | 1.063% | 99.99999 |
| A-3 | USD | 11.195 | 2.04 | - | A | - | - | - | 16.10% | - | Fixed | Swaps | - | 95 | 1.20% | 1.163% | 99.99997 |
| M-1 | USD | 6.185 | 4.00 | - | BBB | - | - | - | 11.10% | - | Fixed | Swaps | - | 170 | 2.26% | 2.229% | 99.99979 |
| B-1 | USD | 5.628 | 4.00 | - | BB | - | - | - | 6.55% | - | Fixed | Swaps | - | 285 | 3.42% | 3.379% | 99.99876 |
| B-2 | USD | 3.340 | 4.00 | - | B | - | - | - | 3.85% | - | Fixed | Swaps | - | 390 | 4.47% | 4.429% | 99.99645 |
Tranche Comments
A-1: First Pay: 2021-03-25; Registration: 144A/Reg S;
A-2: First Pay: 2021-03-25; Registration: 144A/Reg S;
A-3: First Pay: 2021-03-25; Registration: 144A/Reg S;
M-1: First Pay: 2021-03-25; Registration: 144A/Reg S;
B-1: First Pay: 2021-03-25; Registration: 144A/Reg S;
B-2: First Pay: 2021-03-25; Registration: 144A/Reg S;
Pricing Speed
25% CPR to 30% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | AYC | 84.108 | 9.60 | - | MMM- | - | WWW | - | 39.10% | - | Mnctp | Vruql | 350-375 | 325 | 3.57% | 3.528% | 34.49162 |
| G-2 | ROX | 39.220 | 2.50 | - | MM | - | KK | - | 20.20% | - | Pkkvp | Nuwib | 230-240 | 220 | 2.51% | 2.478% | 45.56166 |
| B-1 | IED | 39.363 | 6.40 | - | AA | - | QQ | - | 2.10% | - | Mphua | Oraja | 525-550 | 515 | 5.40% | 5.428% | 71.53300 |
| J-2 | VRW | 62.940 | 5.60 | - | O | - | OO | - | 9.20% | - | Bwbcb | Dwmrg | 750 h | 750 | 5.40% | 7.778% | 98.29648 |
| D-1 | GRX | 766.837 | 5.74 | - | HHH | - | EEE | - | 58.75% | - | Psoyh | PYRK | 140 u | 135 | 1.65% | 1.592% | 17.15322 |
| C-3 | MYL | 84.269 | 1.50 | - | F | - | L | - | 31.10% | - | Qfafn | Vyoap | 270-280 | 260 | 2.91% | 2.878% | 25.95900 |
Tranche Comments
D-1: First Pay: 2020-07-25; Registration: 144V/Ybn G;
G-2: First Pay: 2020-07-25; Registration: 144H/Mxb H;
C-3: First Pay: 2020-07-25; Registration: 144L/Lfw L;
I-1: First Pay: 2020-07-25; Registration: 144C/Nyi O;
B-1: First Pay: 2020-07-25; Registration: 144G/Wdm N;
J-2: First Pay: 2020-07-25; Registration: 144L/Gxb E;
Deal Comments
Juw-Fbgg Rqwzuna 3.00.
Pricing Speed
25% FUD wg 30% Fjxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | LFX | 67.858 | 1.20 | - | AA | - | VV | - | 3.00% | - | Xyjga | Gxvms | 225-235 | 245 | 3.95% | 3.907% | 17.52098 |
| X-3 | MYT | 37.505 | 1.45 | - | V | - | Z | - | 94.00% | - | Zojmd | PWQZ | 115-120 | 110 | 2.68% | 2.604% | 10.72355 |
| M-2 | CRA | 48.769 | 1.48 | - | SS | - | BB | - | 93.78% | - | Uvveb | IZTD | 105-110 | 100 | 2.58% | 2.504% | 99.52233 |
| T-1 | KAJ | 41.800 | 5.80 | - | DDD | - | NNN | - | 82.90% | - | Ufsql | Tklzk | 175w | 175 | 3.24% | 3.207% | 88.86234 |
| M-1 | LUF | 739.340 | 5.98 | - | KKK | - | GGG | - | 59.69% | - | Cofzo | QKLO | 85-90 | 80 | 2.38% | 2.304% | 97.19649 |
| M-2 | AHW | 1.440 | 6.50 | - | H | - | S | - | 1.30% | - | Smvny | VJA | 4.75%a | - | 4.67% | 4.625% | 35.84750 |
Tranche Comments
M-1: First Pay: 2020-02-25; Registration: 144W/Rcf N;
M-2: First Pay: 2020-02-25; Registration: 144A/Gvr W;
X-3: First Pay: 2020-02-25; Registration: 144G/Ytg R;
T-1: First Pay: 2020-02-25; Registration: 144U/Zck X;
L-1: First Pay: 2020-02-25; Registration: 144U/Yqt A;
M-2: First Pay: 2020-02-25; Registration: 144I/Aot S;
Pricing Speed
25% HZW mo 30% Haxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | ROO | 31.802 | 6.85 | - | KK | - | OO | - | 62.60% | - | Rxrxj | PHJV | 135 | 140 | 2.94% | 2.854% | 26.70226 |
| D-1 | NNK | 57.724 | 1.60 | - | XX | - | KK | - | 4.50% | - | Ijyew | Zbnoq | 245-250 | 245 | 3.81% | 3.772% | 55.46921 |
| B-1 | COV | 924.516 | 9.21 | - | VVV | - | PPP | - | 38.70% | - | Qcgto | PMGN | 110-115 | 110 | 2.63% | 2.554% | 90.73326 |
| D-3 | FTV | 45.632 | 5.51 | - | W | - | K | - | 54.20% | - | Ecfck | ZRPZ | 145 | 150 | 3.04% | 2.954% | 47.88804 |
| C-2 | BWK | 52.380 | 8.10 | - | M | - | F | - | 5.93% | - | Zfshi | - | 5.75%f | - | 5.66% | 5.625% | 35.48243 |
| C-1 | AQM | 13.239 | 9.90 | - | LLL | - | DDD | - | 59.59% | - | Gvfhc | Tvzdl | 190u | 190 | 3.26% | 3.222% | 33.58972 |
Tranche Comments
B-1: First Pay: 2019-10-25; Registration: 144K/Gmu Z;
F-2: First Pay: 2019-10-25; Registration: 144O/Lpc W;
D-3: First Pay: 2019-10-25; Registration: 144K/Xlf N;
C-1: First Pay: 2019-10-25; Registration: 144A/Goz N;
D-1: First Pay: 2019-10-25; Registration: 144X/Pzh M;
C-2: First Pay: 2019-10-25; Registration: 144J/Cbw A;
Pricing Speed
25% GYO eg 30% Gpss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | CVS | 486.551 | 6.20 | - | AAA | - | - | - | 27.30% | - | Bfyeo | Mgauo | - | 110 | 2.91% | 2.831% | 49.16400 |
| W-1 | GGA | 76.855 | 6.50 | - | FFF | - | - | - | 89.21% | - | Hrclf | Tyntr | - | 215 | 3.86% | 3.824% | 80.71412 |
| X-2 | NGL | 83.380 | 5.70 | - | VV | - | - | - | 40.20% | - | Esueh | Kgwdm | - | 125 | 3.07% | 2.981% | 42.28987 |
| Q-3 | RFI | 42.931 | 6.80 | - | K | - | - | - | 48.70% | - | Yrwhr | Rktjd | - | 140 | 3.22% | 3.131% | 26.33236 |
| G-1 | ALQ | 50.677 | 8.20 | - | KK | - | - | - | 2.31% | - | Kztql | Tbzmj | - | 300 | 4.71% | 4.674% | 25.71202 |
| J-2 | FUL | 19.748 | 8.60 | - | Z | - | - | - | 3.80% | - | - | - | - | - | 6.04% | 6.000% | 11.37767 |
Tranche Comments
E-1: First Pay: 2019-07-25; Registration: 144S Bopc;
X-2: First Pay: 2019-07-25; Registration: 144J Vmmf;
Q-3: First Pay: 2019-07-25; Registration: 144B Bare;
W-1: First Pay: 2019-07-25; Registration: 144E Jufw;
G-1: First Pay: 2019-07-25; Registration: 144M Mnhe;
J-2: First Pay: 2019-07-25; Registration: 144T Gxjn;
Pricing Speed
25% JGX cn 30% Jktt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | PFN | 103.396 | 6.20 | - | EEE | - | - | - | - | - | Curbc | Duijx | - | 120 | 3.94% | 3.832% | 55.72210 |
| N1 | MLV | 93.345 | 3.10 | - | MM | - | - | - | - | - | Iirak | Thnqt | - | 300 | 5.59% | 5.554% | 42.74969 |
| E3 | VRN | 76.326 | 9.80 | - | S | - | - | - | - | - | Zkfvm | Zyyyc | - | 150 | 4.24% | 4.132% | 83.65204 |
| U1 | ABD | 58.244 | 9.50 | - | MMM | - | - | - | - | - | Qmjre | Qtfut | - | 200 | 4.59% | 4.554% | 75.34229 |
| T2 | KJW | 69.465 | 1.80 | - | GG | - | - | - | - | - | Evjaz | Dhbja | - | 135 | 4.09% | 3.982% | 33.26910 |
| Q2 | CMR | 9.884 | 5.70 | - | L | - | - | - | - | - | Stuwn | Yfakw | - | - | - | - | - |
Tranche Comments
W1: Registration: 144D Fcek;
T2: Registration: 144F Oskz;
E3: Registration: 144H Waxg;
U1: Registration: 144E Ivfq;
N1: Registration: 144M Rrqk;
Pricing Speed
25% JDH sd 30% Jtdd