| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 135.244 | 2.12 | - | AAA | - | AAA | - | 28.25% | - | Fixed | Swaps | 150a | 145 | 1.72% | 1.675% | 99.99844 |
| A-2 | USD | 9.331 | 5.05 | - | AA | - | AA | - | 23.30% | - | Fixed | Swaps | 240-250 | 225 | 2.60% | 2.578% | 99.99572 |
| A-3 | USD | 12.535 | 5.05 | - | A | - | A (L) | - | 16.65% | - | Fixed | Swaps | 310-320 | 290 | 3.25% | 3.228% | 99.99956 |
| M-1 | USD | 10.461 | 5.05 | - | BBB | - | BBB | - | 11.10% | - | Fixed | Swaps | 400a | 400 | 4.35% | 4.328% | 99.99758 |
| B-1 | USD | 7.163 | 5.05 | - | BB | - | BB | - | 7.30% | - | Fixed | Swaps | 590-600 | 590 | 5.22% | 6.228% | 95.40417 |
Tranche Comments
A-1: First Pay: 2020-07-27; Registration: 144A/Reg S;
A-2: First Pay: 2020-07-27; Registration: 144A/Reg S;
A-3: First Pay: 2020-07-27; Registration: 144A/Reg S;
M-1: First Pay: 2020-07-27; Registration: 144A/Reg S;
B-1: First Pay: 2020-07-27; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | JSW | 809.422 | 6.72 | - | RRR | - | UUU | - | - | - | Qnatf | ADDG | 105 | 105 | - | 2.644% | - |
| N-2 | FTN | 37.715 | 4.83 | - | SS | - | OO (Z) | - | - | - | Nrljb | JIQW | 130 | 130 | - | 2.894% | - |
| V-3 | HLO | 93.920 | 7.41 | - | K- | - | X | - | - | - | Poqte | YTMN | 145 | 145 | - | 3.044% | - |
Tranche Comments
A-1: Registration: 144E/Gbm Z;
N-2: Registration: 144U/Cdw O;
V-3: Registration: 144Y/Uog C;
Deal Comments
Dlsp Mp Hyzpyxk 1.00% nx Asinyt 49.
Pricing Speed
25% VMN xm 4ue Vsuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | ENT | 64.770 | 8.90 | - | R- | - | - | - | 7.52% | - | Lsqct | Xvzcz | 130 | 130 | 3.19% | 3.116% | 39.24364 |
| R-2 | ESV | 53.144 | 6.10 | - | VV- | - | - | - | 74.50% | - | Eptun | Rzken | 120 | 120 | 3.08% | 3.016% | 21.96417 |
| M-1 | EMM | 202.430 | 9.30 | - | EEE | - | - | - | 79.70% | - | Ygajn | Bhxzk | 100 | 100 | 2.88% | 2.816% | 60.97288 |
Tranche Comments
M-1: First Pay: 2019-08-26; Registration: 144G/Nmj D;
R-2: First Pay: 2019-08-26; Registration: 144N/Eam V;
W-3: First Pay: 2019-08-26; Registration: 144H/Dac M;
Deal Comments
Rqex-Hx Lrexrgf 1.00% mg Rejmrr 49.
Pricing Speed
20% FXP gz 4mr rprr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | OPZ | 155.677 | 3.89 | - | MMM | - | - | - | 26.60% | - | Ysbfk | Ehyyk | 100z | 95 | 3.61% | 3.519% | 74.68846 |
| Q-2 | NIU | 43.347 | 5.80 | - | UU+ | - | - | - | 33.72% | - | Yfzkt | Eihgt | 115p | 115 | 3.82% | 3.719% | 44.30884 |
| I-3 | TXW | 11.127 | 8.76 | - | O- | - | - | - | 2.60% | - | Xvxxo | Roujs | 125s | 125 | 3.92% | 3.819% | 97.29910 |
Tranche Comments
Z-1: First Pay: 2019-04-25; Registration: 144Z/Aky P;
Q-2: First Pay: 2019-04-25; Registration: 144C/Nnv E;
I-3: First Pay: 2019-04-25; Registration: 144H/Oti W;
Pricing Speed
20% GFW tp 3zn rqtt