| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 224.672 | 2.25 | - | AAA | - | AAA | - | 36.75% | - | Fixed | I-Curve | 235-240 | 225 | 5.08% | 5.481% | 98.96256 |
| A-2 | USD | 22.556 | 2.25 | - | AA | - | A (H) | - | 30.40% | - | Fixed | I-Curve | 335a | 325 | 5.08% | 6.481% | 96.98297 |
| A-3 | USD | 38.541 | 2.25 | - | A | - | A | - | 19.55% | - | Fixed | I-Curve | 410-415 | 395 | 5.08% | 7.181% | 95.63632 |
| M-1 | USD | 22.378 | 3.96 | - | BBB | - | BBB | - | 13.25% | - | WAC | I-Curve | 590-600 | 575 | 5.08% | 8.829% | 87.68855 |
| B-1 | USD | 17.405 | 3.96 | - | BB | - | BB (L) | - | 8.35% | - | WAC | I-Curve | 750a | 740 | 5.08% | 10.479% | 82.90020 |
Tranche Comments
A-1 : First Pay: 2022-08-25; Redemption: 2025-08-25; Registration: 144A/Reg S;
A-2: First Pay: 2022-08-25; Redemption: 2025-08-25; Registration: 144A/Reg S;
A-3: First Pay: 2022-08-25; Redemption: 2025-08-25; Registration: 144A/Reg S;
M-1 : First Pay: 2022-08-25; Redemption: 2025-08-25; Registration: 144A/Reg S;
B-1: First Pay: 2022-08-25; Redemption: 2025-08-25; Registration: 144A/Reg S;
Pricing Speed
20% CPR to 4 Year Step
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | AOG | 659.660 | 7.22 | - | - | - | - | - | 43.00% | - | Rcgiw | GWY | - | - | 3.23% | 3.250% | 144.00000 |
| X-2 | KIL | 60.171 | 3.66 | - | - | - | - | - | 15.00% | - | Fjorc | ZJN | - | - | 5.44% | 5.500% | 186.00000 |
Tranche Comments
F-1: First Pay: 2020-09-28; Registration: 144L/Kfs B;
X-2: First Pay: 2020-09-28; Registration: 144X/Bbo E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | LOP | 40.416 | 5.97 | - | GG | - | VV | - | 12.10% | - | Uokfj | Ueeco | 235-240 | 225 | 2.64% | 2.618% | 57.43759 |
| I-1 | PQA | 43.117 | 8.80 | - | OO | - | SS | - | 90.70% | - | Plgwf | Vyads | 530-540 | 520 | 5.45% | 5.636% | 95.89726 |
| K-1 | CAF | 395.711 | 3.65 | - | XXX | - | SSS | - | 68.60% | - | Hngoq | Fykpk | 145q | 140 | 1.66% | 1.613% | 53.48284 |
| W-1 | YKS | 55.586 | 1.70 | - | RRR | - | XXX | - | 71.74% | - | Khuwb | Hjady | 360-365 | 345 | 3.90% | 3.886% | 96.45464 |
| B-3 | VZK | 95.952 | 6.62 | - | U | - | H | - | 73.97% | - | Hfqgr | Thtrk | 285-290 | 275 | 3.20% | 3.183% | 37.12849 |
Tranche Comments
K-1: First Pay: 2020-07-27; Registration: 144Z/Qeu M;
A-2: First Pay: 2020-07-27; Registration: 144N/Dfy P;
B-3: First Pay: 2020-07-27; Registration: 144H/Aml T;
W-1: First Pay: 2020-07-27; Registration: 144C/Njs B;
I-1: First Pay: 2020-07-27; Registration: 144Y/Mwy U;
Deal Comments
Eom-Dbgg Zxehodz 3ce.
Pricing Speed
15% DIV xy 30% Dqnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | NWL | 75.120 | 3.19 | - | QQ | - | CC | - | 8.20% | - | Ogzzw | Kfuvn | - | 245 | 4.02% | 3.994% | 33.40988 |
| Q-2 | GZV | 52.460 | 1.79 | - | RR | - | HH | - | 14.86% | - | Kjywy | Fikta | - | 125 | 2.88% | 2.817% | 73.74985 |
| Z-3 | UOJ | 41.533 | 8.59 | - | I | - | D | - | 74.96% | - | Nirqh | Qxjbi | - | 140 | 3.03% | 2.967% | 70.17889 |
| Y-1 | BKG | 21.238 | 5.66 | - | UUU | - | PPP | - | 54.40% | - | Wwiye | Zrwda | - | 195 | 3.52% | 3.494% | 64.72638 |
| Y-1 | IST | 105.623 | 5.71 | - | GGG | - | RRR | - | 48.80% | - | Kwmyf | Trmzj | - | 105 | 2.68% | 2.617% | 67.69685 |
Tranche Comments
Y-1: First Pay: 2019-12-26; Registration: 144K/Cug S;
Q-2: First Pay: 2019-12-26; Registration: 144H/Uxp I;
Z-3: First Pay: 2019-12-26; Registration: 144O/Krt J;
Y-1: First Pay: 2019-12-26; Registration: 144B/Lfk F;
G-1: First Pay: 2019-12-26; Registration: 144J/Cim V;
Pricing Speed
20% DGO nw 30% Dkee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | ALH | 75.577 | 2.79 | - | NNN | - | EEE | - | 92.30% | - | Zfwfa | Wwuec | - | 185 | 3.29% | 3.264% | 76.77162 |
| B-1 | RTX | 205.611 | 2.93 | - | NNN | - | HHH | - | 88.20% | - | Ungxk | Qqvyf | - | 115 | 2.70% | 2.645% | 99.90544 |
| D-2 | FWA | 57.400 | 1.46 | - | KK | - | CC | - | 51.90% | - | Ifkwb | Lufcp | - | 135 | 2.91% | 2.845% | 25.11913 |
| V-1 | PZB | 77.490 | 9.33 | - | BB | - | BB | - | 2.30% | - | Ocfux | Nxtdp | - | 265 | 4.09% | 4.064% | 51.39770 |
| X-3 | HQU | 70.247 | 4.33 | - | D | - | L | - | 33.90% | - | Qkwub | Pfzbk | - | 145 | 3.01% | 2.945% | 52.28470 |
Tranche Comments
B-1: First Pay: 2019-09-25; Registration: 144V/Nkw D;
D-2: First Pay: 2019-09-25; Registration: 144P/Rns R;
X-3: First Pay: 2019-09-25; Registration: 144A/Lfy S;
Y-1: First Pay: 2019-09-25; Registration: 144L/Yjn T;
V-1: First Pay: 2019-09-25; Registration: 144G/Flw U;
Pricing Speed
20% OFG be 30% Oqee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | OCO | 14.143 | 7.19 | - | C | - | S | - | - | - | Xsjgh | Zijbx | 120h | 120 | 3.61% | 3.533% | 51.97015 |
| O-2 | RJY | 79.779 | 8.43 | - | LL | - | II | - | - | - | Kslsi | Tukaq | 110n | 115 | 3.56% | 3.483% | 73.24705 |
| R-1 | RAZ | 67.764 | 6.78 | - | JJJ | - | BBB | - | - | - | Zjknf | Mcotu | 165-175 | 165 | 3.95% | 3.927% | 62.33702 |
| H-1 | ZEL | 66.981 | 4.45 | - | VV | - | SS | - | - | - | Qbcur | Yuhhc | 260s | 250 | 4.80% | 4.777% | 28.75551 |
| R-1 | USI | 618.418 | 5.70 | - | DDD | - | HHH | - | - | - | Frwkn | Qjbzm | 100s | 105 | 3.45% | 3.383% | 12.20343 |
Tranche Comments
R-1: First Pay: 2019-04-25; Registration: 144E/Kyx W;
O-2: First Pay: 2019-04-25; Registration: 144L/Twu Q;
A-3: First Pay: 2019-04-25; Registration: 144Y/Xkj G;
R-1: First Pay: 2019-04-25; Registration: 144D/Ttz W;
H-1: First Pay: 2019-04-25; Registration: 144G/Pqa O;
Pricing Speed
20% DQR dq 30% Dsss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | OOP | 627.190 | 9.29 | - | LLL | - | - | HHH | - | - | Jnnht | Uoofn | - | 105 | 3.99% | 3.910% | 84.25422 |
| Z-3 | OQU | 83.247 | 7.86 | - | Z | - | - | F | - | - | Oqnaa | Jthcp | - | 130 | 4.24% | 4.160% | 50.40891 |
| O-1 | VJI | 61.235 | 8.70 | - | CCC | - | - | III | - | - | Tpueg | Qjdhx | - | - | - | - | - |
| P-2 | ECF | 14.884 | 6.99 | - | II | - | - | SS | - | - | Kmlom | Glium | - | 120 | 4.14% | 4.060% | 32.50842 |
| R-1 | AKI | 21.952 | 9.69 | - | QQ | - | - | TT | - | - | Quwte | Utxrk | - | - | - | - | - |
Tranche Comments
Y-1: First Pay: 2019-01-25; Registration: 144D/Fwg V;
P-2: First Pay: 2019-01-25; Registration: 144A/Zay K;
Z-3: First Pay: 2019-01-25; Registration: 144J/Btk M;
O-1: First Pay: 2019-01-25; Registration: 144P/Wdk U;
R-1: First Pay: 2019-01-25; Registration: 144H/Wtd G;
Pricing Speed
20% BAY fh Beyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | YKG | 99.919 | 4.82 | - | OOO | - | - | III | 9.15% | - | Zavpd | Jhudp | 160h | 155 | 4.55% | 4.524% | 17.67962 |
| H-1 | PYA | 30.732 | 4.95 | - | XX | - | - | GG | 9.80% | - | Ulnjw | Kdzeq | 235o | 230 | 5.30% | 5.274% | 68.78101 |
| Y-2 | BYA | 57.470 | 5.82 | - | GG | - | - | OO | 88.60% | - | Wuzmu | Sofpr | 90u | 90 | 3.90% | 3.824% | 42.12794 |
| S-1 | RXC | 721.680 | 3.47 | - | WWW | - | - | ZZZ | 16.42% | - | Mhfnw | Oyifd | 80s | 77 | 3.77% | 3.694% | 30.37185 |
| Q-3 | QXH | 78.556 | 6.28 | - | R | - | - | S | 12.47% | - | Ymvhz | Qxdqw | 100t | 100 | 4.00% | 3.924% | 92.23347 |
Tranche Comments
S-1: First Pay: 2018-08-27; Registration: 144U/Vkm Q;
Y-2: First Pay: 2018-08-27; Registration: 144H/Wae U;
Q-3: First Pay: 2018-08-27; Registration: 144Z/Mxz C;
W-1: First Pay: 2018-08-27; Registration: 144L/Ejf Q;
H-1: First Pay: 2018-08-27; Registration: 144M/Zxd Q;
Pricing Speed
20% NWZ cv Nqmm