| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 198.080 | 3.87 | - | AAA | - | AAA | - | - | - | Fixed | Swaps | - | 195 | 2.30% | 2.319% | 99.97098 |
| B | USD | 13.200 | 9.77 | - | AA | - | AA | - | - | - | Fixed | Swaps | - | 300 | 3.76% | 3.790% | 99.99525 |
Tranche Comments
A: First Pay: 2020-08-25; Registration: 144A Only;
B: First Pay: 2020-08-25; Registration: 144A Only;
Pricing Speed
8% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | FZE | 739.900 | 5.26 | - | MM | - | NNN | - | - | - | Iqmrb | Rgjie | 100f | 100 | 3.85% | 4.069% | 93.48290 |
| X | PED | 8.228 | 58.45 | - | B | - | N | - | - | - | Vslwn | Ffnjg | 160b | 155 | 4.65% | 4.697% | 73.95066 |
Tranche Comments
E: Registration: Hcmiia;
X: Registration: Wkxvoy;
Pricing Speed
8% WXN bi Wohh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2018 | UGX | 2.800 | - | - | - | - | - | - | - | - | Ibbsc | - | - | - | 2.450% | - | - |
| 2019 | UVV | 2.300 | - | - | - | - | - | - | - | - | Qjybc | - | - | - | 2.750% | - | - |
| 2021 | JAE | 6.500 | - | - | - | - | - | - | - | - | Osfyf | - | - | - | 3.400% | - | - |
| 2022 | XMX | 2.600 | - | - | - | - | - | - | - | - | Ajzxv | - | - | - | 3.750% | - | - |
| 2019 | UZW | 5.100 | - | - | - | - | - | - | - | - | Azixd | - | - | - | 3.000% | - | - |
| 2021 | MTF | 8.200 | - | - | - | - | - | - | - | - | Atkqv | - | - | - | 3.500% | - | - |
| 2017 | BOM | 4.400 | - | - | - | - | - | - | - | - | Bvlki | - | - | - | 2.000% | - | - |
| 2020 | XAD | 7.000 | - | - | - | - | - | - | - | - | Jzqbj | - | - | - | 3.000% | - | - |
| 2020 | XEM | 8.800 | - | - | - | - | - | - | - | - | Ufulz | - | - | - | 3.100% | - | - |
| 2018 | KYG | 7.500 | - | - | - | - | - | - | - | - | Athtd | - | - | - | 2.500% | - | - |
| 2022 | ACC | 7.800 | - | - | - | - | - | - | - | - | Iiier | - | - | - | 3.750% | - | - |
| 2023 | WYZ | 3.400 | - | - | - | - | - | - | - | - | Whtgt | - | - | - | 3.875% | - | - |
| 2030 | TNX | 87.500 | - | - | - | - | - | - | - | - | Nzycm | - | - | - | 4.700% | - | - |
| 2032 | CPC | 43.100 | - | - | - | - | - | - | - | - | Vulxv | - | - | - | 4.000% | - | - |
| 2023 | QTD | 3.900 | - | - | - | - | - | - | - | - | Ytqpe | - | - | - | 3.875% | - | - |
| 2025 | OJD | 9.500 | - | - | - | - | - | - | - | - | Kbrmu | - | - | - | 4.000% | - | - |
Tranche Comments
2017: Registration: Rouwij;
2018: Registration: Rwwluh;
2018: Registration: Chbmru;
2019: Registration: Upqray;
2019: Registration: Kzsosf;
2020: Registration: Bmfzxx;
2020: Registration: Vkcski;
2021: Registration: Aahhru;
2021: Registration: Jqjjjk;
2022: Registration: Bzvrwj;
2022: Registration: Emotbf;
2023: Registration: Loytnc;
2023: Registration: Amvjio;
2025: Registration: Ahgrrc;
2030: Registration: Pyfiix;
2032: Registration: Woynto;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2019 | BPP | 4.000 | - | - | - | - | - | - | - | - | Yrkey | - | - | - | 3.500% | 2.240% | 557.63100 |
| 2024 | JMO | 62.000 | - | - | - | - | - | - | - | - | Cfshx | - | - | - | 5.000% | 3.500% | 414.30800 |
| 2019 | VEE | 33.000 | - | - | - | - | - | - | - | - | Tlmnn | - | - | - | 5.000% | 2.240% | 205.95700 |
| 2021 | ZHO | 33.000 | - | - | - | - | - | - | - | - | Zkalk | - | - | - | 5.000% | 2.850% | 827.69000 |
| 2017 | BYC | 5.000 | - | - | - | - | - | - | - | - | Aoljy | - | - | - | 5.000% | 1.310% | 702.70300 |
| 2018 | GRZ | 6.100 | - | - | - | - | - | - | - | - | Xswcb | - | - | - | 5.000% | 1.890% | 389.64600 |
| 2020 | PXO | 43.000 | - | - | - | - | - | - | - | - | Kqajr | - | - | - | 5.000% | 2.550% | 933.29300 |
| 2022 | VAU | 2.950 | - | - | - | - | - | - | - | - | Yauig | - | - | - | 3.000% | 3.120% | 36.40000 |
| 2022 | RKU | 89.730 | - | - | - | - | - | - | - | - | Rumjq | - | - | - | 5.000% | 3.120% | 501.84700 |
| 2023 | GVZ | 9.000 | - | - | - | - | - | - | - | - | Zmvcc | - | - | - | 5.000% | 3.310% | 887.66800 |
| 2030 | BYI | 9.000 | - | - | - | - | - | - | - | - | Jpbos | - | - | - | 4.250% | 4.290% | 78.72000 |
| 2027 | JQV | 2.480 | - | - | - | - | - | - | - | - | Svsin | - | - | - | 4.000% | 4.010% | 11.55000 |
| 2026 | HCY | 3.000 | - | - | - | - | - | - | - | - | Ujrpk | - | - | - | 5.000% | 3.750% | 129.95300 |
| 2028 | BTS | 3.000 | - | - | - | - | - | - | - | - | Hwhno | - | - | - | 4.000% | 4.120% | 89.50100 |
| 2031 | ISV | 24.000 | - | - | - | - | - | - | - | - | Dhbhi | - | - | - | 4.250% | 4.350% | 97.67500 |
| 2029 | LGQ | 7.700 | - | - | - | - | - | - | - | - | Znphl | - | - | - | 4.125% | 4.230% | 79.65400 |
| 2032 | QIV | 7.100 | - | - | - | - | - | - | - | - | Tvufk | - | - | - | 4.250% | 4.400% | 76.68000 |
| 2025 | OZR | 2.000 | - | - | - | - | - | - | - | - | Xqkrm | - | - | - | 5.000% | 3.620% | 386.52200 |
Tranche Comments
2017: Registration: Rkztgc;
2018: Registration: Wnaqvs;
2019: Registration: Uujfyy;
2019: Registration: Hizora;
2020: Registration: Knnucy;
2021: Registration: Wgrscv;
2022: Registration: Ficumi;
2022: Registration: Hfxqkr;
2023: Registration: Usnsam;
2024: Registration: Hrjtco;
2025: Registration: Pbczhw;
2026: Registration: Lfoqzt;
2027: Registration: Tbjgye;
2028: Registration: Ltrqrt;
2029: Registration: Hwfvjr;
2030: Registration: Ewszzn;
2031: Registration: Rjpybh;
2032: Registration: Gjwguu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | ING | 749.000 | 8.30 | Daa | ZZZ | AAA | - | - | - | - | Gxlacfvp | 3aW | - | 95 | 3bV+95 | - | 251.00000 |