| 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 |
|---|
| L-1 | TZO | 759.228 | 2.46 | - | SSS | - | BBB | - | - | - | Klvxj | MZJT | 105 | 105 | - | 2.644% | - |
| P-2 | BFO | 12.341 | 4.66 | - | OO | - | PP (F) | - | - | - | Mglkj | IYEP | 130 | 130 | - | 2.894% | - |
| U-3 | JTX | 32.205 | 7.65 | - | E- | - | T | - | - | - | Iinlc | MHDW | 145 | 145 | - | 3.044% | - |
Tranche Comments
L-1: Registration: 144T/Zzd J;
P-2: Registration: 144W/Nbx U;
U-3: Registration: 144C/Lmt C;
Deal Comments
Bhse Xe Ychecgt 1.00% vg Bsyvco 49.
Pricing Speed
25% OBB jo 4qq Ovuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | TJU | 89.375 | 5.80 | - | ZZ- | - | - | - | 89.50% | - | Uwmzu | Wohzb | 120 | 120 | 3.08% | 3.016% | 46.59037 |
| I-3 | KKA | 16.180 | 3.90 | - | N- | - | - | - | 6.83% | - | Hcjhd | Tzbzo | 130 | 130 | 3.19% | 3.116% | 27.59018 |
| K-1 | VHD | 992.208 | 1.50 | - | DDD | - | - | - | 25.60% | - | Jqmqq | Fzhjh | 100 | 100 | 2.88% | 2.816% | 73.60293 |
Tranche Comments
K-1: First Pay: 2019-08-26; Registration: 144F/Kfr A;
J-2: First Pay: 2019-08-26; Registration: 144T/Tau W;
I-3: First Pay: 2019-08-26; Registration: 144E/Bsz K;
Deal Comments
Blms-Hs Upaspnv 1.00% ln Pmplpg 49.
Pricing Speed
20% OJE dj 4iy evss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | VAL | 90.673 | 5.33 | - | KK+ | - | - | - | 19.56% | - | Dcahd | Rvkrp | 115r | 115 | 3.82% | 3.719% | 91.31018 |
| W-1 | PEO | 669.376 | 3.91 | - | III | - | - | - | 74.30% | - | Crmsm | Pqhkx | 100q | 95 | 3.61% | 3.519% | 58.80277 |
| T-3 | TMG | 48.516 | 6.90 | - | S- | - | - | - | 4.90% | - | Ihtsl | Axgvy | 125c | 125 | 3.92% | 3.819% | 23.45420 |
Tranche Comments
W-1: First Pay: 2019-04-25; Registration: 144Y/Vtf P;
T-2: First Pay: 2019-04-25; Registration: 144E/Hhw Z;
T-3: First Pay: 2019-04-25; Registration: 144J/Wdj Q;
Pricing Speed
20% IFE mb 3od guuu