| 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 |
|---|
| U-2 | XNK | 35.620 | 6.83 | - | AA | - | - | PP+ | 80.92% | - | Wajti | Xonhn | - | 120 | - | 2.956% | - |
| B-1 | OVG | 61.790 | 7.90 | - | WWW | - | - | HHH | 3.80% | - | Gtmth | Biixu | - | 170 | - | 3.461% | - |
| E-3 | QEY | 64.240 | 8.66 | - | S | - | - | C | 85.20% | - | Dtuam | Ifdyf | - | 130 | - | 3.056% | - |
| U-1 | ZOA | 452.770 | 9.66 | - | EEE | - | - | HHH | 83.50% | - | Fcojc | Rrtjf | - | 100 | - | 2.756% | - |
Tranche Comments
U-1: First Pay: 2019-07-02; Registration: 144W Eidg;
U-2: First Pay: 2019-07-02; Registration: 144Y Uhxx;
E-3: First Pay: 2019-07-02; Registration: 144C Nobg;
B-1: First Pay: 2019-07-02; Registration: 144P Juvq;
Pricing Speed
20% NUJ mt 30% xrotj-ho xtrr