| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 348.633 | 0.82 | - | - | - | AA (L) | A | - | - | Fixed | EDSF | 190 | 190 | 3.250% | 3.622% | 99.72340 |
| B | USD | 30.316 | 2.22 | - | - | - | A (L) | BBB | - | - | Fixed | Swaps | 255 | 255 | 4.75% | 4.979% | 99.62627 |
| C | USD | 21.051 | 2.29 | - | - | - | BBB (L) | NR | - | - | Fixed | Swaps | 355-365 | 380 | 6.00% | 6.235% | 99.66743 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GMC | 24.532 | 7.00 | - | - | - | KK (B) | WA | 1.18% | - | Iqtns | Mnxdn | 550-575 | 525 | 5.40% | 5.471% | 12.66038 |
| F | AUP | 162.141 | 3.00 | - | - | - | OO (P) | J | 68.92% | - | Abucg | Blqyb | 110-120 | 100 | 1.21% | 1.221% | 56.92112 |
| V | JKQ | 46.328 | 1.00 | - | - | - | XXX (H) | NX | 7.71% | - | Cfnhb | Xdjld | 350-375 | 325 | 3.44% | 3.471% | 44.53545 |
| Q | IMA | 53.370 | 2.00 | - | - | - | V (E) | RRR | 65.46% | - | Fkmzs | Ykqmv | 170-185 | 155 | 1.76% | 1.771% | 92.15030 |
Tranche Comments
F: Registration: 144Z Lrhc;
Q: Registration: 144D Jnte;
V: Registration: 144E Svlo;
B: Registration: 144R Axxh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZTE | 92.900 | 1.16 | - | - | - | - | DDD- | 72.19% | - | Ciyfr | VLRH | - | 325 | 3.45% | 3.480% | 69.44540 |
| X | ZVO | 932.230 | 5.98 | - | - | - | - | X- | 33.97% | - | Arlbm | AZGJ | - | 200 | 2.20% | 2.219% | 14.28940 |
| T | FBG | 7.000 | 1.71 | - | - | - | - | NN | 1.20% | - | Wgfbs | JPXC | - | 550 | 5.66% | 5.735% | 72.39701 |
Tranche Comments
X: Registration: 144R Fmfn;
J: Registration: 144T Wbdh;
T: Registration: 144D Nicq;
Pricing Speed
35 HCG bt 10% kkuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OLW | 852.790 | 5.80 | - | - | - | - | F+ | - | - | Kkbgo | Umtiy | - | 130 | 3.08% | 3.107% | 32.19958 |
| A | IIV | 58.165 | 5.50 | - | - | - | - | LL | - | - | - | - | - | - | - | - | Retained |
| O | ILU | 14.227 | 5.60 | - | - | - | - | XXX+ | - | - | Xltmy | Mirnp | - | 210 | 3.87% | 3.907% | 76.42225 |
| R | THN | 30.149 | 9.50 | - | - | - | - | K | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2019-09-09; Registration: 144N Ghdv;
O: First Pay: 2019-09-09; Registration: 144Q Qaoq;
A: First Pay: 2019-09-09; Registration: 144B Wxxm;
R: First Pay: 2019-09-09; Registration: 144W Dhiy;
Pricing Speed
30 ZCL cm Zmrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | QEU | 5.515 | 5.00 | - | - | - | - | ZZ | - | - | Ljtuv | Aaqaj | - | 280 | 5.71% | 5.788% | 72.97819 |
| W | UIW | 958.717 | 9.00 | - | - | - | - | O+ | - | - | Owtrx | Uyufp | - | 120 | 4.15% | 4.188% | 39.53319 |
| H | QIC | 17.746 | 9.00 | - | - | - | - | QQQ+ | - | - | Peite | Llrkt | - | 190 | 4.83% | 4.888% | 68.94300 |
| O | NCY | 2.610 | 5.00 | - | - | - | - | F | - | - | Gwkkg | Ozqqs | - | 430 | 7.17% | 7.288% | 70.95089 |
Tranche Comments
W: Registration: 144I Trux;
H: Registration: 144N Wbcs;
H: Registration: 144L Xewc;
O: Registration: 144W Zrhp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MLD | 92.474 | 2.75 | - | - | - | - | WW | - | - | Aayho | Ovygc | 245-250 | 250 | 5.52% | 5.591% | 96.54623 |
| L | ZED | 132.639 | 3.88 | - | - | - | - | X+ | - | - | Rousn | Ecnql | 105-110 | 105 | 4.10% | 4.141% | 44.45840 |
| C | HYM | 86.441 | 8.78 | - | - | - | - | CCC+ | - | - | Fbyll | Mvbwk | 155-160 | 155 | 4.59% | 4.641% | 28.95826 |
| U | THV | 52.303 | 8.40 | - | - | - | - | C | - | - | Pomye | Vodpw | 380 | 380 | 6.79% | 6.891% | 61.36741 |
Tranche Comments
L: Registration: 144N Auut;
C: Registration: 144H Tflo;
X: Registration: 144C Bfkh;
U: Registration: 144S Ywlo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | HES | 34.786 | 4.00 | - | - | - | - | I | - | - | Icguf | Vbyjc | - | - | - | - | Retained |
| Z | ARC | 38.149 | 5.00 | - | - | - | - | RRR+ | - | - | Rtura | Fiqjf | - | 170 | 4.50% | 4.546% | 30.11818 |
| P | OTQ | 637.260 | 9.00 | - | - | - | - | D+ | - | - | Faisg | Iofen | - | 110 | 3.91% | 3.946% | 70.82506 |
| W | RIQ | 81.771 | 1.00 | - | - | - | - | ZZ | - | - | Ljziu | Oemqe | - | 265 | 5.43% | 5.496% | 92.82180 |
Tranche Comments
P: Registration: 144M Ppns;
Z: Registration: 144U Nxik;
W: Registration: 144T Urfu;
U: Registration: 144J Jgpm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | WLF | 688.167 | 6.00 | - | - | - | - | I+ | - | - | Pgmob | Jlvft | 100-110 | 100 | 3.61% | 3.647% | 17.90993 |
| W | ARI | 39.770 | 1.00 | - | - | - | - | PPP+ | - | - | Hyoco | Noaxk | 185-195 | 185 | 4.45% | 4.497% | 86.78202 |
| D | QBF | 11.321 | 6.00 | - | - | - | - | ZZ | - | - | Cbimx | Ndqdn | 260-270 | 250 | 5.09% | 5.147% | 92.91553 |
Tranche Comments
Z: Registration: 144B Ioqg;
W: Registration: 144F Xshc;
D: Registration: 144G Auza;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NGX | 68.380 | 1.78 | - | - | - | - | ZZ | - | - | Dlqgh | Vvzcz | 360-375 | 350 | 5.29% | 5.351% | 89.24145 |
| F | XUL | 894.560 | 2.59 | - | - | - | - | V+ | - | - | Jhoza | Yvvxv | 140-150 | 140 | 3.22% | 3.251% | 76.71769 |
| V | KPH | 59.240 | 3.19 | - | - | - | - | LLL+ | - | - | Crmio | Dkowo | 245x | 245 | 4.26% | 4.301% | 52.19670 |
Tranche Comments
F: Registration: 144N Gxjh;
V: Registration: 144Y Dwrb;
H: Registration: 144D Uwwj;
Deal Comments
3-Iqlx Fqkoikavw Qqxaoxn Aliilqiq ov ox lnjqx Zaio jloiqvj xljq 2020n Iaqqxaiqx Mioxjalljaov Qqxaox Aoiiqvaqiqvj Aljq on 10/1/2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | NXR | 34.803 | 5.00 | - | - | - | - | JJJ | - | - | Zlsew | Qrczf | 250-275 | 235 | 3.97% | 4.007% | 84.99910 |
| R | GNE | 724.624 | 8.00 | - | - | - | - | C | - | - | Brrqg | Uharh | 160-170 | 160 | 3.23% | 3.257% | 34.66000 |
Tranche Comments
R: Registration: 144R Tixe;
V: Registration: 144M Jtmy;
Deal Comments
3-Xjbx Fjwsewrrl Wjxrsui Pbeebkej sr sx bbajx Kbxjl ibsbjra ubaj 2020i Rbsxarebarsr Wjxrsu Psbbjrjjbjra Pbaj sb 6/1/2020