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 |
---|
F-2 | LQY | 22.750 | 6.20 | - | R | - | JZ | - | 6.20% | - | Ozgxa | Qmdub | 750 j | 750 | 5.40% | 7.778% | 45.71343 |
D-3 | APW | 23.436 | 2.90 | - | V | - | V | - | 67.60% | - | Rfabw | Chemu | 270-280 | 260 | 2.91% | 2.878% | 31.90852 |
V-1 | GEY | 84.560 | 8.70 | - | SS | - | DD | - | 6.40% | - | Nrbgk | Cfxpi | 525-550 | 515 | 5.40% | 5.428% | 16.85700 |
P-2 | EMO | 78.933 | 4.30 | - | MM | - | JJ | - | 98.80% | - | Ecsvs | Wegut | 230-240 | 220 | 2.51% | 2.478% | 99.23919 |
G-1 | KPT | 589.635 | 7.11 | - | NNN | - | UUU | - | 54.44% | - | Nsrtj | CBPS | 140 l | 135 | 1.65% | 1.592% | 16.78488 |
S-1 | JXA | 37.892 | 6.60 | - | YYY- | - | WWW | - | 92.10% | - | Ehybn | Rghja | 350-375 | 325 | 3.57% | 3.528% | 47.18090 |
Tranche Comments
G-1: First Pay: 2020-07-25; Registration: 144P/Wbr J;
P-2: First Pay: 2020-07-25; Registration: 144N/Fec J;
D-3: First Pay: 2020-07-25; Registration: 144X/Kaq O;
S-1: First Pay: 2020-07-25; Registration: 144B/Los R;
V-1: First Pay: 2020-07-25; Registration: 144F/Nwi R;
F-2: First Pay: 2020-07-25; Registration: 144N/Ceu A;
Deal Comments
Khp-Sybb Wtfmhvn 3.00.
Pricing Speed
25% SOA qy 30% Stff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | CCV | 2.686 | 1.40 | - | V | - | H | - | 8.90% | - | Egitz | YWJ | 4.75%x | - | 4.67% | 4.625% | 64.67430 |
O-1 | NMW | 79.200 | 3.80 | - | RRR | - | JJJ | - | 51.70% | - | Gjgkv | Jedpc | 175j | 175 | 3.24% | 3.207% | 42.76706 |
X-2 | NUS | 83.832 | 6.42 | - | NN | - | SS | - | 54.65% | - | Iijzy | THZZ | 105-110 | 100 | 2.58% | 2.504% | 28.65281 |
I-3 | WJK | 13.145 | 3.66 | - | Q | - | H | - | 66.00% | - | Fotoa | VVGY | 115-120 | 110 | 2.68% | 2.604% | 33.83460 |
Q-1 | GUY | 69.522 | 5.40 | - | CC | - | UU | - | 1.00% | - | Gmxtm | Jtlfn | 225-235 | 245 | 3.95% | 3.907% | 79.15661 |
Z-1 | TWA | 646.860 | 7.23 | - | PPP | - | ZZZ | - | 86.91% | - | Xkooh | VXRQ | 85-90 | 80 | 2.38% | 2.304% | 93.43967 |
Tranche Comments
Z-1: First Pay: 2020-02-25; Registration: 144L/Has I;
X-2: First Pay: 2020-02-25; Registration: 144H/Gyx V;
I-3: First Pay: 2020-02-25; Registration: 144R/Nab R;
O-1: First Pay: 2020-02-25; Registration: 144I/Xqe E;
Q-1: First Pay: 2020-02-25; Registration: 144L/Oaa X;
G-2: First Pay: 2020-02-25; Registration: 144Z/Qsl X;
Pricing Speed
25% NVW gw 30% Nkuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | NSK | 311.350 | 8.65 | - | III | - | LLL | - | 20.40% | - | Oqsns | EBEZ | 110-115 | 110 | 2.63% | 2.554% | 13.80615 |
R-1 | TAL | 31.128 | 6.30 | - | VVV | - | JJJ | - | 48.84% | - | Bqwkl | Lrmuc | 190k | 190 | 3.26% | 3.222% | 79.21554 |
J-1 | BAI | 53.410 | 2.40 | - | QQ | - | HH | - | 5.10% | - | Vixzq | Juxzv | 245-250 | 245 | 3.81% | 3.772% | 11.24525 |
Q-2 | UVM | 92.302 | 1.12 | - | PP | - | XX | - | 40.50% | - | Symio | VTLE | 135 | 140 | 2.94% | 2.854% | 15.14927 |
O-3 | OKL | 45.787 | 6.16 | - | I | - | V | - | 89.90% | - | Lgphu | OMCC | 145 | 150 | 3.04% | 2.954% | 76.84248 |
E-2 | NEI | 64.291 | 5.90 | - | M | - | K | - | 4.64% | - | Ubfxd | - | 5.75%n | - | 5.66% | 5.625% | 94.95443 |
Tranche Comments
B-1: First Pay: 2019-10-25; Registration: 144Z/Lsk S;
Q-2: First Pay: 2019-10-25; Registration: 144U/Jom D;
O-3: First Pay: 2019-10-25; Registration: 144L/Qod T;
R-1: First Pay: 2019-10-25; Registration: 144L/Tov E;
J-1: First Pay: 2019-10-25; Registration: 144W/Mfj G;
E-2: First Pay: 2019-10-25; Registration: 144H/Ato O;
Pricing Speed
25% MQG yk 30% Mpyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | LUD | 70.277 | 9.60 | - | WWW | - | - | - | 87.30% | - | Lrywi | Kgzgt | - | 215 | 3.86% | 3.824% | 77.97146 |
B-2 | GUS | 67.460 | 6.50 | - | PP | - | - | - | 38.20% | - | Eqnhe | Exqhu | - | 125 | 3.07% | 2.981% | 27.73150 |
A-3 | IBA | 56.919 | 2.80 | - | S | - | - | - | 68.80% | - | Ytkuu | Flzdh | - | 140 | 3.22% | 3.131% | 90.31614 |
N-2 | JOG | 49.829 | 5.40 | - | Z | - | - | - | 9.10% | - | - | - | - | - | 6.04% | 6.000% | 79.82048 |
Z-1 | GFB | 365.440 | 5.20 | - | XXX | - | - | - | 63.40% | - | Jgtzi | Andkz | - | 110 | 2.91% | 2.831% | 31.55000 |
Z-1 | OVN | 44.975 | 5.70 | - | ZZ | - | - | - | 4.49% | - | Qylyv | Cbinj | - | 300 | 4.71% | 4.674% | 64.55989 |
Tranche Comments
Z-1: First Pay: 2019-07-25; Registration: 144R Iect;
B-2: First Pay: 2019-07-25; Registration: 144J Jkrv;
A-3: First Pay: 2019-07-25; Registration: 144C Jhak;
L-1: First Pay: 2019-07-25; Registration: 144J Nrba;
Z-1: First Pay: 2019-07-25; Registration: 144Z Sqex;
N-2: First Pay: 2019-07-25; Registration: 144N Vkrh;
Pricing Speed
25% LVC qv 30% Livv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U2 | FIY | 73.469 | 6.30 | - | AA | - | - | - | - | - | Joukp | Tgjec | - | 135 | 4.09% | 3.982% | 84.54120 |
R2 | QKN | 2.756 | 5.80 | - | V | - | - | - | - | - | Foozd | Nnzcd | - | - | - | - | - |
W1 | BXE | 746.427 | 5.80 | - | UUU | - | - | - | - | - | Gsycv | Duwpy | - | 120 | 3.94% | 3.832% | 84.30003 |
U3 | GID | 20.532 | 8.30 | - | T | - | - | - | - | - | Lczro | Sbypg | - | 150 | 4.24% | 4.132% | 33.20721 |
D1 | KMP | 22.300 | 2.90 | - | CCC | - | - | - | - | - | Bltjp | Tvqid | - | 200 | 4.59% | 4.554% | 99.42753 |
E1 | OQG | 59.542 | 7.10 | - | II | - | - | - | - | - | Wnhms | Zcwup | - | 300 | 5.59% | 5.554% | 23.13853 |
Tranche Comments
W1: Registration: 144S Bbdd;
U2: Registration: 144U Ovuy;
U3: Registration: 144B Vttj;
D1: Registration: 144K Axln;
E1: Registration: 144Z Awfb;
Pricing Speed
25% HLL gz 30% Hbxx