| 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 |
|---|
| L-1 | LYZ | 51.681 | 3.90 | - | MM | - | WW | - | 3.30% | - | Xrfcl | Hbktb | 525-550 | 515 | 5.40% | 5.428% | 53.83100 |
| V-2 | CWK | 14.913 | 8.90 | - | KK | - | JJ | - | 93.50% | - | Vazul | Agdfy | 230-240 | 220 | 2.51% | 2.478% | 86.89002 |
| R-3 | JZB | 98.808 | 7.30 | - | G | - | R | - | 50.50% | - | Bplxf | Drumt | 270-280 | 260 | 2.91% | 2.878% | 62.38014 |
| F-1 | YTZ | 886.988 | 2.96 | - | UUU | - | HHH | - | 53.83% | - | Wnmuo | KIJO | 140 u | 135 | 1.65% | 1.592% | 74.75939 |
| L-1 | RAO | 62.723 | 2.80 | - | KKK- | - | JJJ | - | 29.40% | - | Ziwgg | Xkkpt | 350-375 | 325 | 3.57% | 3.528% | 90.69520 |
| H-2 | MXS | 27.720 | 6.30 | - | D | - | NO | - | 2.10% | - | Ynutc | Ctduo | 750 t | 750 | 5.40% | 7.778% | 49.20015 |
Tranche Comments
F-1: First Pay: 2020-07-25; Registration: 144D/Zus R;
V-2: First Pay: 2020-07-25; Registration: 144F/Ahs D;
R-3: First Pay: 2020-07-25; Registration: 144F/Taa E;
L-1: First Pay: 2020-07-25; Registration: 144Y/Ofu S;
L-1: First Pay: 2020-07-25; Registration: 144B/Fsf E;
H-2: First Pay: 2020-07-25; Registration: 144F/Mob O;
Deal Comments
Xub-Unxx Ctmauus 3.00.
Pricing Speed
25% TWX qs 30% Tbjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | ELE | 692.770 | 1.82 | - | III | - | UUU | - | 21.36% | - | Kgfkd | WPTQ | 85-90 | 80 | 2.38% | 2.304% | 90.34009 |
| W-1 | IMZ | 59.800 | 8.10 | - | AAA | - | UUU | - | 86.50% | - | Drtsc | Zjams | 175v | 175 | 3.24% | 3.207% | 10.42928 |
| S-2 | GZP | 7.782 | 8.90 | - | T | - | H | - | 2.10% | - | Jzrft | VBJ | 4.75%r | - | 4.67% | 4.625% | 14.51160 |
| N-2 | BWU | 96.546 | 5.13 | - | CC | - | ZZ | - | 71.38% | - | Xffyp | IMND | 105-110 | 100 | 2.58% | 2.504% | 24.29961 |
| M-1 | NFT | 89.641 | 2.30 | - | ZZ | - | TT | - | 3.00% | - | Vwght | Tjkyi | 225-235 | 245 | 3.95% | 3.907% | 81.12418 |
| C-3 | HRN | 14.530 | 4.41 | - | D | - | W | - | 92.00% | - | Wiycr | LGJN | 115-120 | 110 | 2.68% | 2.604% | 57.69027 |
Tranche Comments
L-1: First Pay: 2020-02-25; Registration: 144H/Gio O;
N-2: First Pay: 2020-02-25; Registration: 144F/Khv H;
C-3: First Pay: 2020-02-25; Registration: 144K/Xrp D;
W-1: First Pay: 2020-02-25; Registration: 144D/Qpf N;
M-1: First Pay: 2020-02-25; Registration: 144J/Rcc F;
S-2: First Pay: 2020-02-25; Registration: 144L/Zlz I;
Pricing Speed
25% QCS ke 30% Qhqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | QBT | 693.505 | 9.26 | - | GGG | - | QQQ | - | 44.40% | - | Zklgx | ROZG | 110-115 | 110 | 2.63% | 2.554% | 33.35946 |
| Y-2 | AKR | 61.301 | 8.24 | - | PP | - | AA | - | 50.90% | - | Xgwtl | BVCN | 135 | 140 | 2.94% | 2.854% | 63.78260 |
| A-2 | ZQT | 68.303 | 6.30 | - | I | - | G | - | 2.72% | - | Ckwzb | - | 5.75%p | - | 5.66% | 5.625% | 56.75221 |
| W-1 | ZKB | 25.492 | 3.70 | - | SSS | - | GGG | - | 63.21% | - | Aqhtx | Pmvcz | 190a | 190 | 3.26% | 3.222% | 93.43842 |
| Z-1 | LUO | 36.753 | 9.50 | - | LL | - | EE | - | 8.20% | - | Cnzli | Mrlas | 245-250 | 245 | 3.81% | 3.772% | 41.23212 |
| B-3 | ETJ | 19.769 | 8.41 | - | V | - | Y | - | 74.50% | - | Wazhe | LNNU | 145 | 150 | 3.04% | 2.954% | 52.66870 |
Tranche Comments
I-1: First Pay: 2019-10-25; Registration: 144W/Adb M;
Y-2: First Pay: 2019-10-25; Registration: 144J/Vbo B;
B-3: First Pay: 2019-10-25; Registration: 144C/Vhk N;
W-1: First Pay: 2019-10-25; Registration: 144C/Xwt Y;
Z-1: First Pay: 2019-10-25; Registration: 144M/Cfy B;
A-2: First Pay: 2019-10-25; Registration: 144T/Nmd B;
Pricing Speed
25% JTU sw 30% Jnvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | IGY | 91.125 | 5.10 | - | NNN | - | - | - | 48.26% | - | Siaky | Feugn | - | 215 | 3.86% | 3.824% | 77.59532 |
| K-2 | ORA | 27.356 | 6.90 | - | N | - | - | - | 7.10% | - | - | - | - | - | 6.04% | 6.000% | 62.97469 |
| F-2 | QPF | 95.170 | 3.60 | - | WW | - | - | - | 39.50% | - | Xwbka | Tnwvr | - | 125 | 3.07% | 2.981% | 55.31711 |
| C-1 | UZP | 669.677 | 7.40 | - | TTT | - | - | - | 45.50% | - | Uzyvr | Ccuky | - | 110 | 2.91% | 2.831% | 53.56600 |
| J-1 | BYL | 60.798 | 4.30 | - | SS | - | - | - | 7.93% | - | Jnnco | Hovmr | - | 300 | 4.71% | 4.674% | 56.56835 |
| R-3 | HWJ | 44.109 | 7.90 | - | E | - | - | - | 78.10% | - | Bfboe | Tlhag | - | 140 | 3.22% | 3.131% | 79.95399 |
Tranche Comments
C-1: First Pay: 2019-07-25; Registration: 144R Oacy;
F-2: First Pay: 2019-07-25; Registration: 144D Tnmf;
R-3: First Pay: 2019-07-25; Registration: 144N Cetz;
Q-1: First Pay: 2019-07-25; Registration: 144X Cpdx;
J-1: First Pay: 2019-07-25; Registration: 144M Thzq;
K-2: First Pay: 2019-07-25; Registration: 144Q Dqbp;
Pricing Speed
25% VFY ns 30% Vihh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | CQM | 42.284 | 9.20 | - | HH | - | - | - | - | - | Jtftu | Kolqa | - | 135 | 4.09% | 3.982% | 58.64370 |
| W1 | GSL | 54.900 | 5.20 | - | DDD | - | - | - | - | - | Avsvs | Rtmuj | - | 200 | 4.59% | 4.554% | 10.76490 |
| D1 | RVW | 189.276 | 9.10 | - | AAA | - | - | - | - | - | Ppsqf | Mdhdd | - | 120 | 3.94% | 3.832% | 52.45968 |
| J2 | PPI | 4.526 | 9.30 | - | Q | - | - | - | - | - | Euash | Nevdq | - | - | - | - | - |
| P1 | PIF | 13.491 | 9.90 | - | CC | - | - | - | - | - | Bitzy | Ftyjz | - | 300 | 5.59% | 5.554% | 51.81437 |
| A3 | JQV | 57.656 | 5.90 | - | L | - | - | - | - | - | Ihflc | Svxaa | - | 150 | 4.24% | 4.132% | 61.25478 |
Tranche Comments
D1: Registration: 144S Qtaz;
R2: Registration: 144Z Zkhw;
A3: Registration: 144N Zdpr;
W1: Registration: 144Q Qikz;
P1: Registration: 144L Jnsd;
Pricing Speed
25% FMW kp 30% Fxii