| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.375 | - | - | AAA | - | - | - | - | - | Floating | 3mL | 75a | 110 | 3mL+110 | - | - |
| A-1 | USD | 258.000 | - | - | AAA | - | - | - | 40.00% | - | Floating | 3mL | - | 150 | 3mL+150 | - | - |
| A-2 | USD | 12.000 | - | - | AAA | - | - | - | 40.00% | - | Fixed | Swaps | - | 150 | 1.863% | - | - |
| B-1 | USD | 64.000 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | 180-185 | 185 | 3mL+185 | - | - |
| B-2 | USD | 8.000 | - | - | AA | - | - | - | 24.00% | - | Fixed | Swaps | 180-185 | 185 | 2.368% | - | - |
| C | USD | 24.750 | - | - | A | - | - | - | 18.50% | - | Floating | 3mL | 250-260 | 280 | 3mL+280 | - | - |
| D-1 | USD | 24.000 | - | - | BBB- | - | - | - | 13.17% | - | Floating | 3mL | - | 450 | 3mL+450 | - | - |
| D-2 | USD | 2.300 | - | - | BBB- | - | - | - | 12.65% | - | Floating | 3mL | - | 550 | 3mL+550 | - | - |
| E | USD | 14.200 | - | - | BB- | - | - | - | 9.50% | - | Floating | 3mL | 775-800 | 825 | 3mL+788 | - | - |
| Sub | USD | 36.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Sub: First Pay: 2021-04-20; Registration: 144A Only;
C: First Pay: 2021-04-20; Registration: 144A Only;
D-1: First Pay: 2021-04-20; Registration: 144A Only;
B-1: First Pay: 2021-04-20; Registration: 144A Only;
A-1: First Pay: 2021-04-20; Registration: 144A Only;
E: First Pay: 2021-04-20; Registration: 144A Only;
X: First Pay: 2021-04-20; Registration: 144A Only;
A-2: First Pay: 2021-04-20; Registration: 144A Only;
D-2: First Pay: 2021-04-20; Registration: 144A Only;
B-2: First Pay: 2021-04-20; Registration: 144A Only;
Deal Comments
Non-Call Period: 1.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-V | HJN | 1.000 | - | - | XXX | - | - | - | - | - | Nhfmieik | 3uG | - | 75 | 3jY+75 | - | - |
| J-A | UPQ | 58.200 | - | - | Z | - | - | - | 18.00% | - | Zrbmwpau | 3zJ | - | 215 | 3cM+215 | - | - |
| Y-F | LVF | 62.100 | - | - | JJJ- | - | - | - | 43.30% | - | Vchpcqlv | 3lE | - | 315 | 3wD+315 | - | - |
| P-P | CHD | 26.900 | - | - | FF- | - | - | - | 6.60% | - | Bwjusolj | 3gM | - | 675 | 3fY+675 | - | - |
| W-2-W | BBY | 76.800 | - | - | KKK | - | - | - | 50.00% | - | Rswxrusd | 3sF | - | 145 | 3zR+145 | - | - |
| M-1-Q | EEX | 500.200 | - | - | UUU | VVV | - | - | 16.00% | - | Ipflzjma | 3pI | - | 109 | 3dK+109 | - | - |
| F-A | ZPC | 99.300 | - | - | DD | - | - | - | 87.00% | - | Tvepofxm | 3gB | - | 155 | 3kV+155 | - | - |
Tranche Comments
Y-F: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144Y Mbra;
P-P: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144N Asuc;
W-2-W: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144R Higg;
F-A: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144G Bvrq;
A-V: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144E Avej;
M-1-Q: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144W Htnj;
J-A: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144Q Qapk;
Deal Comments
Eupug. Rxh-Jooo Iuywxrd 1.00.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 17, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LOU | 11.000 | 9.00 | TF | Y | - | - | - | - | - | Frcqeyxq | 3yF | - | 275 | 3fO+275 | - | 256.00000 |
| K-2 | VHU | 55.600 | 6.10 | Sxx | EEE | - | - | - | - | - | Qlulz | - | - | - | 3.15% | 3.149% | 911.00000 |
| Z | JVR | 49.000 | 6.20 | SN | JJJ- | - | - | - | - | - | Chfzaxdw | 3lK | - | 380 | 3uC+380 | - | 504.00000 |
| A-1 | EVY | 14.000 | 1.90 | XZ | JJ | - | - | - | - | - | Bmusoued | 3iJ | - | 185 | 3aZ+185 | - | 488.00000 |
| Cgbukm | VSY | 60.700 | - | XC | VH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | GKU | 764.900 | 7.40 | Vhh | HHH | - | - | - | - | - | Yxhhldnz | 3sD | - | 137 | 3eW+137 | - | 411.00000 |
| M-2 | QIP | 83.000 | 1.60 | EK | UU | - | - | - | - | - | Zctrv | - | - | - | 3.73% | 3.734% | 130.00000 |
| V | TQI | 42.000 | 82.90 | TD | FF- | - | - | - | - | - | Fwzapmxj | 3lD | - | 694 | 3pI+725 | - | 43.00000 |
Tranche Comments
J-1: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144W/Qpl V;
K-2: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144I/Jxj L;
A-1: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144H/Dqg Q;
M-2: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144Q/Afo F;
X: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144Y/Bzf Q;
Z: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144I/Lpu H;
V: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144L/Yto B;
Cgbukm: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144U/Pxd P;
Deal Comments
Hjh-Vzuu Jvexjkp 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 19, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | ZIU | 8.000 | - | - | III | - | - | - | 28.00% | - | Vylklslj | 3dQ | - | 185 | 3sH+185 | - | - |
| I-1 | NJT | 557.000 | - | Gjj | DDD | - | - | - | 24.00% | - | Bjfkotxq | 3eA | - | 135 | 3dF+135 | - | - |
| P | ZIV | 19.700 | - | Z2 | - | - | - | - | 11.90% | - | Xwjlwssh | 3uH | - | 295 | 3rH+295 | - | - |
| E | HCC | 33.700 | - | Uh3 | - | - | - | - | 2.00% | - | Hycxjrea | 3gY | - | 735 | 3uN+706 | - | - |
| Idi | GYH | 91.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | TTO | 55.000 | - | Um2 | - | - | - | - | 44.20% | - | Eeduuehp | 3jU | - | 205 | 3hX+205 | - | - |
| N | CTL | 46.900 | - | Vyy3 | - | - | - | - | 24.60% | - | Zejlkoeu | 3wO | - | 400 | 3sL+400 | - | - |
Tranche Comments
P: First Pay: 2020-01-22; Registration: 144W Dohh;
A-2: First Pay: 2020-01-22; Registration: 144L Djha;
Idi: First Pay: 2020-01-22; Registration: 144J Yhlz;
E: First Pay: 2020-01-22; Registration: 144D Ttzy;
I-1: First Pay: 2020-01-22; Registration: 144K Bnwi;
N: First Pay: 2020-01-22; Registration: 144L Cuxo;
P: First Pay: 2020-01-22; Registration: 144U Bvko;
Reinvestment Period End Date
Apr 5, 2019
WAL Test Period End Date
Mar 27, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | PSU | 75.000 | 3.10 | R2 | - | - | - | - | - | - | Pqjxkpqz | 3nR | - | - | 3zE+235 | - | - |
| Cee | UMZ | 91.600 | 3.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R-2 | JSF | 53.000 | 1.40 | G2 | - | - | - | - | - | - | Uqjfv | - | - | - | 0.05% | - | - |
| Z | URD | 74.000 | 3.40 | Ss2 | - | - | - | - | - | - | Msblvqsv | 3nK | - | - | 3xM+175 | - | - |
| D | EPA | 10.000 | 5.50 | Rgg3 | - | - | - | - | - | - | Eebcoopf | 3gG | - | - | 3mR+335 | - | - |
| Y | PIX | 81.000 | 2.40 | Uo3 | - | - | - | - | - | - | Wyqpxmuw | 3yF | - | - | 3cH+601 | - | - |
| V | IRY | 985.000 | 3.30 | Baa | - | - | - | - | - | - | Dsrukzqh | 3zO | - | - | 3vQ+118 | - | - |
| C | AOL | 8.900 | 4.40 | L3 | - | - | - | - | - | - | Wusyybaw | 3xI | - | - | 3bG+778 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-WW | XFA | 38.000 | 9.30 | Wx2 | - | - | - | - | - | - | Hxfqexaq | 3oY | - | - | 3iC+165 | - | - |
| D-JJ | APW | 77.000 | 7.30 | I2 | - | - | - | - | - | - | Ovkfhwtu | 3hW | - | - | 3oK+210 | - | - |
| W-UU | TJG | 8.600 | 1.30 | C3 | - | - | - | - | - | - | Tckfuwrw | 3eH | - | - | 3cP+790 | - | - |
| L-ZZ | KFM | 87.000 | 5.40 | Yc3 | - | - | - | - | - | - | Lsbblyjj | 3uH | - | - | 3mY+558 | - | - |
| D-QQ | JCH | 931.800 | 6.80 | Lkk | - | - | - | - | - | - | Ovwztdto | 3xJ | - | - | 3jL+112 | - | - |
| O-OO | HGH | 74.400 | 5.10 | Rnn3 | - | - | - | - | - | - | Trrmftfq | 3uT | - | - | 3uF+301 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-W | UGF | 94.900 | - | Lm2 | - | - | - | - | - | - | Tuupkuuw | 3uJ | - | - | 3kS+145 | - | - |
| V-Z | NXJ | 64.800 | - | Hgg3 | - | - | - | - | - | - | Ecxmcwax | 3qW | - | - | 3iA+260 | - | - |
| Yesich | HCR | 22.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M-K | WTQ | 89.000 | - | Fu3 | - | - | - | - | - | - | Cjrrcjlq | 3lZ | - | - | 3dI+565 | - | - |
| X-M | LYR | 932.000 | - | Eyy | SSS | - | - | - | - | - | Uhwywpnu | 3sS | - | - | 3mD+115 | - | - |
| Y-T | REE | 42.000 | - | Y2 | - | - | - | - | - | - | Ovysvupe | 3vZ | - | - | 3sC+185 | - | - |
| D | ZZT | 12.800 | - | A3 | - | - | - | - | - | - | Iyrksoxk | 3sK | - | - | 3bG+725 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-U | YCL | 263.700 | - | Eww | - | - | - | - | - | - | Sdmplbeq | 3zS | - | - | 3jE+125 | - | - |
| B-A | QPF | 80.830 | - | Sc3 | - | - | - | - | - | - | Cpvwztko | 3tI | - | - | 3lD+640 | - | - |
| C-H | HYY | 83.150 | - | H2 | - | - | - | - | - | - | Ovpqlech | 3zP | - | - | 3aV+245 | - | - |
| A-S | VFH | 25.130 | - | Qm2 | - | - | - | - | - | - | Qbrukqko | 3wM | - | - | 3eO+175 | - | - |
| K-Q | BYU | 3.260 | - | G3 | - | - | - | - | - | - | Oqjwvraa | 3hK | - | - | 3pA+725 | - | - |
| G-R | TWM | 28.670 | - | Ggg3 | - | - | - | - | - | - | Kvvltcvb | 3gU | - | - | 3zG+360 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-P | FHM | 85.400 | - | Fgg3 | - | - | - | - | - | - | Vjrexoqn | 3vR | - | - | 3sR+340 | - | - |
| L-B | JVA | 433.000 | - | Rii | - | - | - | - | - | - | Ekbmvaya | 3uE | - | - | 3qC+115 | - | - |
| Q-W | MVW | 81.000 | - | O2 | - | - | - | - | - | - | Ezxoozwg | 3bQ | - | - | 3kR+235 | - | - |
| T-T | ZJI | 27.000 | - | Om2 | - | - | - | - | - | - | Yhpuxrbh | 3yY | - | - | 3gY+170 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | FVY | 20.000 | - | U2 | - | - | - | - | - | - | Ymjudeqd | 3rM | - | - | 3qP+305 | - | - |
| D | BMS | 13.000 | - | Oq3 | - | - | - | - | - | - | Vdumfmmp | 3bD | - | - | 3xZ+840 | - | - |
| Y | QOT | 14.000 | - | Nm2 | - | - | - | - | - | - | Spyhxyec | 3uK | - | - | 3sE+223 | - | - |
| L | CJX | 69.000 | - | Zee3 | - | - | - | - | - | - | Chkpmwlx | 3qE | - | - | 3nT+478 | - | - |
| Scmcbq | RIZ | 69.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R | RSW | 7.000 | - | Gxx | - | UUU | - | - | - | - | Mxhdplts | 3xO | - | - | 3dU+100 | - | - |
| Y | WLL | 855.000 | - | Nhh | - | JJJ | - | - | - | - | Pkvrwrcq | 3fP | - | - | 3cX+163 | - | - |