| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 201.670 | 2.63 | - | AAA | - | - | AAA | 29.25% | - | Fixed | Swaps | 80a | 80 | 2.24% | 2.192% | 99.99681 |
| A-2 | USD | 17.960 | 2.63 | - | AA | - | - | AA+ | 22.95% | - | Fixed | Swaps | 95a | 90 | 2.34% | 2.292% | 99.99219 |
| A-3 | USD | 30.930 | 2.63 | - | A | - | - | A+ | 12.10% | - | Fixed | Swaps | 105a | 100 | 2.44% | 2.392% | 99.98767 |
| M-1 | USD | 14.110 | 5.03 | - | BBB | - | - | BBB+ | 7.15% | - | Fixed | Swaps | 150-155 | 145 | 2.85% | 2.827% | 99.99507 |
Tranche Comments
A-1: First Pay: 2020-02-25; Registration: 144A/Reg S;
A-2: First Pay: 2020-02-25; Registration: 144A/Reg S;
A-3: First Pay: 2020-02-25; Registration: 144A/Reg S;
M-1: First Pay: 2020-02-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | OJV | 73.520 | 4.92 | - | P | - | - | I | 24.80% | - | Szhem | Foftk | - | 130 | - | 3.056% | - |
| O-1 | RRD | 18.500 | 9.50 | - | DDD | - | - | SSS | 7.30% | - | Twzlz | Rtngb | - | 170 | - | 3.461% | - |
| O-2 | PIM | 18.390 | 3.18 | - | II | - | - | MM+ | 49.78% | - | Psnyv | Yzdry | - | 120 | - | 2.956% | - |
| P-1 | BVN | 824.690 | 7.59 | - | TTT | - | - | WWW | 28.80% | - | Tochn | Uwzyi | - | 100 | - | 2.756% | - |
Tranche Comments
P-1: First Pay: 2019-07-02; Registration: 144G Nqor;
O-2: First Pay: 2019-07-02; Registration: 144X Bami;
H-3: First Pay: 2019-07-02; Registration: 144I Waee;
O-1: First Pay: 2019-07-02; Registration: 144K Ngug;
Pricing Speed
20% YEU qd 30% ckjdz-xc cdkk