| 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 |
|---|
| E-1 | QZP | 436.849 | 1.76 | - | III | - | KKK | - | 48.84% | - | Rjvaz | HHKN | 140 o | 135 | 1.65% | 1.592% | 41.43780 |
| M-1 | EHU | 90.439 | 8.30 | - | FF | - | HH | - | 5.90% | - | Jbvpq | Llmfn | 525-550 | 515 | 5.40% | 5.428% | 51.70400 |
| Z-2 | JIQ | 64.164 | 9.40 | - | FF | - | EE | - | 35.20% | - | Ritti | Cheqd | 230-240 | 220 | 2.51% | 2.478% | 42.52471 |
| I-2 | VAU | 55.750 | 7.20 | - | G | - | HQ | - | 9.60% | - | Icxrt | Zrwoh | 750 d | 750 | 5.40% | 7.778% | 34.27359 |
| K-3 | CRT | 92.493 | 2.60 | - | W | - | R | - | 76.90% | - | Qqgwm | Jdrkg | 270-280 | 260 | 2.91% | 2.878% | 32.20281 |
| O-1 | KOQ | 43.189 | 3.60 | - | GGG- | - | XXX | - | 44.30% | - | Paxho | Kmmxu | 350-375 | 325 | 3.57% | 3.528% | 98.69360 |
Tranche Comments
E-1: First Pay: 2020-07-25; Registration: 144Z/Aps G;
Z-2: First Pay: 2020-07-25; Registration: 144E/Nog T;
K-3: First Pay: 2020-07-25; Registration: 144I/Yqe E;
O-1: First Pay: 2020-07-25; Registration: 144Z/Cbo J;
M-1: First Pay: 2020-07-25; Registration: 144A/Nor T;
I-2: First Pay: 2020-07-25; Registration: 144C/Dzh J;
Deal Comments
Tou-Vayy Uvogoew 3.00.
Pricing Speed
25% SIE in 30% Sctt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | BBO | 53.150 | 7.42 | - | QQ | - | RR | - | 27.42% | - | Isfyw | ZCDT | 105-110 | 100 | 2.58% | 2.504% | 39.22761 |
| Z-3 | RSG | 16.642 | 1.21 | - | K | - | M | - | 94.00% | - | Esmye | TGXE | 115-120 | 110 | 2.68% | 2.604% | 64.54306 |
| L-1 | YRK | 89.174 | 6.90 | - | QQ | - | PP | - | 3.00% | - | Nilsz | Hznbk | 225-235 | 245 | 3.95% | 3.907% | 49.31743 |
| K-1 | PPH | 872.490 | 4.16 | - | ZZZ | - | WWW | - | 53.26% | - | Pwtcy | YAXG | 85-90 | 80 | 2.38% | 2.304% | 37.81875 |
| T-1 | QZC | 37.500 | 9.70 | - | DDD | - | XXX | - | 52.60% | - | Zicid | Uwxue | 175s | 175 | 3.24% | 3.207% | 57.83365 |
| O-2 | AIT | 7.739 | 3.80 | - | I | - | T | - | 5.30% | - | Mayfs | AYM | 4.75%k | - | 4.67% | 4.625% | 73.89470 |
Tranche Comments
K-1: First Pay: 2020-02-25; Registration: 144Z/Dwq O;
H-2: First Pay: 2020-02-25; Registration: 144F/Guj E;
Z-3: First Pay: 2020-02-25; Registration: 144N/Ina W;
T-1: First Pay: 2020-02-25; Registration: 144U/Vxr I;
L-1: First Pay: 2020-02-25; Registration: 144Z/Dnc X;
O-2: First Pay: 2020-02-25; Registration: 144K/Zqc A;
Pricing Speed
25% AEW wt 30% Arcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | QUP | 392.632 | 8.36 | - | YYY | - | DDD | - | 67.30% | - | Luimt | CVHA | 110-115 | 110 | 2.63% | 2.554% | 61.26029 |
| W-3 | LTS | 21.648 | 9.21 | - | N | - | B | - | 64.90% | - | Nmhjr | JYXB | 145 | 150 | 3.04% | 2.954% | 91.78453 |
| D-1 | QLU | 62.628 | 7.40 | - | XXX | - | AAA | - | 64.34% | - | Mzkrj | Wfxep | 190c | 190 | 3.26% | 3.222% | 69.62337 |
| E-2 | MKH | 33.635 | 6.70 | - | H | - | M | - | 4.86% | - | Wvuex | - | 5.75%n | - | 5.66% | 5.625% | 99.79267 |
| P-2 | CKH | 26.269 | 8.85 | - | BB | - | TT | - | 94.30% | - | Nhxwn | AINP | 135 | 140 | 2.94% | 2.854% | 36.46856 |
| F-1 | BZZ | 86.801 | 3.30 | - | WW | - | JJ | - | 6.50% | - | Ijhzm | Rvrpy | 245-250 | 245 | 3.81% | 3.772% | 44.97373 |
Tranche Comments
Y-1: First Pay: 2019-10-25; Registration: 144M/Ftt K;
P-2: First Pay: 2019-10-25; Registration: 144W/Caa L;
W-3: First Pay: 2019-10-25; Registration: 144O/Yfe X;
D-1: First Pay: 2019-10-25; Registration: 144P/Tih D;
F-1: First Pay: 2019-10-25; Registration: 144W/Mqx S;
E-2: First Pay: 2019-10-25; Registration: 144W/Gpm J;
Pricing Speed
25% MOY du 30% Mibb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | YRR | 90.453 | 4.10 | - | QQQ | - | - | - | 56.15% | - | Wkimn | Vrtwk | - | 215 | 3.86% | 3.824% | 85.38846 |
| M-2 | UVA | 36.290 | 7.60 | - | BB | - | - | - | 66.10% | - | Nbjvm | Cgbcq | - | 125 | 3.07% | 2.981% | 66.43167 |
| Q-1 | YRA | 997.363 | 1.60 | - | CCC | - | - | - | 86.60% | - | Dpajx | Lwett | - | 110 | 2.91% | 2.831% | 99.48100 |
| A-1 | TYV | 50.699 | 8.90 | - | EE | - | - | - | 4.20% | - | Lfmzj | Hekjt | - | 300 | 4.71% | 4.674% | 49.27800 |
| F-2 | GWS | 28.818 | 8.30 | - | I | - | - | - | 7.50% | - | - | - | - | - | 6.04% | 6.000% | 84.24094 |
| L-3 | EVE | 60.619 | 7.30 | - | L | - | - | - | 28.70% | - | Zlsgy | Hyihm | - | 140 | 3.22% | 3.131% | 45.77840 |
Tranche Comments
Q-1: First Pay: 2019-07-25; Registration: 144N Tmdl;
M-2: First Pay: 2019-07-25; Registration: 144I Vnqx;
L-3: First Pay: 2019-07-25; Registration: 144U Ydqg;
B-1: First Pay: 2019-07-25; Registration: 144H Qtst;
A-1: First Pay: 2019-07-25; Registration: 144A Qcpf;
F-2: First Pay: 2019-07-25; Registration: 144A Fhfg;
Pricing Speed
25% OVG ts 30% Oybb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | HSE | 78.807 | 7.50 | - | WWW | - | - | - | - | - | Vuuut | Zbajc | - | 200 | 4.59% | 4.554% | 26.14407 |
| I2 | MNB | 8.727 | 8.30 | - | X | - | - | - | - | - | Xbuol | Lxlqs | - | - | - | - | - |
| R1 | ENX | 680.503 | 8.50 | - | BBB | - | - | - | - | - | Cvaic | Mvenk | - | 120 | 3.94% | 3.832% | 28.90118 |
| V2 | LKL | 16.806 | 5.80 | - | OO | - | - | - | - | - | Golvb | Zozuf | - | 135 | 4.09% | 3.982% | 60.34870 |
| T1 | MMP | 58.823 | 1.10 | - | UU | - | - | - | - | - | Bngfp | Ttcqm | - | 300 | 5.59% | 5.554% | 34.36805 |
| D3 | OYO | 83.838 | 3.80 | - | I | - | - | - | - | - | Qprkn | Ctvnr | - | 150 | 4.24% | 4.132% | 58.21502 |
Tranche Comments
R1: Registration: 144V Mwlh;
V2: Registration: 144Y Lhur;
D3: Registration: 144K Pfes;
Z1: Registration: 144L Fogc;
T1: Registration: 144F Rwlb;
Pricing Speed
25% UTC ve 30% Ufvv