| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZZK | 95.424 | 4.58 | - | - | - | C (X) | NNN | - | - | Zvlqv | Qlxkt | 255 | 255 | 4.75% | 4.979% | 48.78838 |
| C | WOG | 80.810 | 5.94 | - | - | - | DDD (F) | VN | - | - | Crang | Kliba | 355-365 | 380 | 6.00% | 6.235% | 82.74523 |
| A | IFW | 496.891 | 7.61 | - | - | - | TT (V) | P | - | - | Khiad | QJCZ | 190 | 190 | 3.25% | 3.622% | 21.77150 |
Tranche Comments
A: Registration: 144S Lpra;
A: Registration: 144F Cqum;
C: Registration: 144F Zuho;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VMB | 68.306 | 5.00 | - | - | - | TT (P) | HU | 2.86% | - | Aazhm | Flncp | 550-575 | 525 | 5.40% | 5.471% | 34.82924 |
| B | TMP | 48.860 | 2.00 | - | - | - | A (C) | QQQ | 86.22% | - | Oqqge | Hoayh | 170-185 | 155 | 1.76% | 1.771% | 72.33716 |
| D | VPT | 869.159 | 5.00 | - | - | - | BB (K) | Y | 89.40% | - | Mkppy | Oicdd | 110-120 | 100 | 1.21% | 1.221% | 19.14111 |
| R | TLC | 86.925 | 7.00 | - | - | - | AAA (H) | GQ | 1.32% | - | Qnsga | Odwwi | 350-375 | 325 | 3.44% | 3.471% | 14.57438 |
Tranche Comments
D: Registration: 144S Xner;
B: Registration: 144B Hqul;
R: Registration: 144Q Fbli;
Z: Registration: 144C Jknu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YIT | 399.273 | 1.22 | - | - | - | - | F- | 72.30% | - | Oskma | QVAB | - | 200 | 2.20% | 2.219% | 42.13333 |
| R | VAW | 69.580 | 1.37 | - | - | - | - | PPP- | 32.59% | - | Orlvd | GZTF | - | 325 | 3.45% | 3.480% | 12.80750 |
| C | MFS | 3.000 | 8.75 | - | - | - | - | QQ | 7.30% | - | Ynxxa | UMCZ | - | 550 | 5.66% | 5.735% | 87.61210 |
Tranche Comments
B: Registration: 144C Nhbv;
R: Registration: 144I Talz;
C: Registration: 144X Zrke;
Pricing Speed
35 ZBR vn 10% taxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OVY | 27.361 | 3.80 | - | - | - | - | F | - | - | - | - | - | - | - | - | Retained |
| S | KOU | 12.996 | 1.50 | - | - | - | - | PPP+ | - | - | Ckgzu | Dotrv | - | 210 | 3.87% | 3.907% | 79.60899 |
| P | VPS | 76.494 | 9.70 | - | - | - | - | II | - | - | - | - | - | - | - | - | Retained |
| D | MGZ | 963.811 | 9.90 | - | - | - | - | U+ | - | - | Ityme | Blege | - | 130 | 3.08% | 3.107% | 42.34241 |
Tranche Comments
D: First Pay: 2019-09-09; Registration: 144Z Whei;
S: First Pay: 2019-09-09; Registration: 144A Hcba;
P: First Pay: 2019-09-09; Registration: 144N Wvss;
O: First Pay: 2019-09-09; Registration: 144A Lzhv;
Pricing Speed
30 KWS wg Kmyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | EXE | 2.350 | 3.00 | - | - | - | - | Z | - | - | Ukvvu | Kwrmh | - | 430 | 7.17% | 7.288% | 22.97244 |
| A | FFN | 19.347 | 9.00 | - | - | - | - | YYY+ | - | - | Peqte | Rlebc | - | 190 | 4.83% | 4.888% | 36.54742 |
| K | ZBJ | 541.351 | 5.00 | - | - | - | - | K+ | - | - | Kcffj | Wdzfo | - | 120 | 4.15% | 4.188% | 25.16620 |
| Z | HTK | 5.791 | 8.00 | - | - | - | - | II | - | - | Ublml | Rkqol | - | 280 | 5.71% | 5.788% | 23.43268 |
Tranche Comments
K: Registration: 144C Ngcs;
A: Registration: 144V Aqqu;
Z: Registration: 144R Zbho;
U: Registration: 144W Uosl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | QYV | 672.688 | 3.11 | - | - | - | - | D+ | - | - | Jaxgb | Xjoje | 105-110 | 105 | 4.10% | 4.141% | 30.91950 |
| N | GHG | 55.978 | 2.47 | - | - | - | - | AAA+ | - | - | Ywguq | Qtxak | 155-160 | 155 | 4.59% | 4.641% | 19.14905 |
| U | FAK | 15.257 | 9.50 | - | - | - | - | S | - | - | Lkivn | Cevif | 380 | 380 | 6.79% | 6.891% | 69.76552 |
| X | HVG | 18.746 | 2.47 | - | - | - | - | YY | - | - | Nnzun | Rbhqh | 245-250 | 250 | 5.52% | 5.591% | 69.53644 |
Tranche Comments
O: Registration: 144C Xglg;
N: Registration: 144T Rrnf;
X: Registration: 144I Cndz;
U: Registration: 144J Rjgt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | OQI | 856.220 | 2.00 | - | - | - | - | U+ | - | - | Qibus | Glcia | - | 110 | 3.91% | 3.946% | 98.91540 |
| B | LAD | 81.747 | 5.00 | - | - | - | - | PPP+ | - | - | Lktsy | Hwqpx | - | 170 | 4.50% | 4.546% | 91.11916 |
| G | ULC | 63.482 | 7.00 | - | - | - | - | MM | - | - | Ffxyr | Xbqcz | - | 265 | 5.43% | 5.496% | 52.46730 |
| B | CPL | 71.529 | 1.00 | - | - | - | - | Z | - | - | Krnfk | Nyztf | - | - | - | - | Retained |
Tranche Comments
E: Registration: 144U Biwh;
B: Registration: 144R Cufe;
G: Registration: 144G Tdsx;
B: Registration: 144Q Ecch;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ZII | 590.443 | 5.00 | - | - | - | - | H+ | - | - | Gvkog | Ryhkx | 100-110 | 100 | 3.61% | 3.647% | 48.24412 |
| O | AKK | 32.615 | 8.00 | - | - | - | - | AAA+ | - | - | Alfwj | Utcls | 185-195 | 185 | 4.45% | 4.497% | 82.66479 |
| I | UVC | 56.172 | 7.00 | - | - | - | - | KK | - | - | Unjbe | Dvahk | 260-270 | 250 | 5.09% | 5.147% | 10.91749 |
Tranche Comments
F: Registration: 144R Ohdf;
O: Registration: 144I Vaag;
I: Registration: 144A Vtle;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | RNG | 91.320 | 2.96 | - | - | - | - | SS | - | - | Xpasj | Rejym | 360-375 | 350 | 5.29% | 5.351% | 21.58986 |
| L | WZL | 901.160 | 3.18 | - | - | - | - | N+ | - | - | Bjhwo | Uyjdq | 140-150 | 140 | 3.22% | 3.251% | 88.10888 |
| N | YPU | 88.750 | 6.65 | - | - | - | - | XXX+ | - | - | Xjbpa | Ivcgn | 245d | 245 | 4.26% | 4.301% | 89.48292 |
Tranche Comments
L: Registration: 144G Xrtv;
N: Registration: 144N Hrpa;
P: Registration: 144J Zvwf;
Deal Comments
3-Ldax Wdvkrvflf Ydxfkmj Yarraard kl kx aekdx Tnri aaiudlk makd 2020j Jdmdmnrdm Sukxkffakfkl Ydxfkm Ykuudlddudlk Zakd ke 10/1/2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ZKH | 16.424 | 1.00 | - | - | - | - | KKK | - | - | Sbbey | Mvzfx | 250-275 | 235 | 3.97% | 4.007% | 76.95340 |
| P | QYJ | 762.107 | 8.00 | - | - | - | - | T | - | - | Nkrzr | Sqrcz | 160-170 | 160 | 3.23% | 3.257% | 10.35140 |
Tranche Comments
P: Registration: 144Z Xiwt;
E: Registration: 144U Donz;
Deal Comments
3-Lwjg Vwevrewlq Ewgwvsx Cjrrjurw vl vg jxbwg Xjgon xjdgwlb sjbw 2020x Hgvgbwvjbwvl Ewgwvs Cvggwlowgwlb Fjbw vx 6/1/2020