| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 188.300 | 0.99 | A3 | - | - | - | A- | - | - | Fixed | EDSF | 100-105 | 95 | 2.620% | 2.640% | 99.99438 |
| B | USD | 21.700 | 2.60 | Baa3 | - | - | - | BBB | - | - | Fixed | Swaps | 180-190 | 165 | 3.20% | 3.231% | 99.97612 |
| C | USD | 42.000 | 3.38 | NR | - | - | - | BB- | - | - | Fixed | Swaps | 375-385 | 350 | 5.01% | 5.068% | 99.98290 |
Tranche Comments
A: First Pay: 2020-03-16; Registration: 144A/Reg S;
B: First Pay: 2020-03-16; Registration: 144A/Reg S;
C: First Pay: 2020-03-16; Registration: 144A Only;
Pricing Speed
20% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | FNB | 18.800 | 3.30 | Bv3 | - | - | - | KK | - | - | Jgnms | Poznc | 300k | 295 | 4.31% | 4.357% | 87.59500 |
| Q | RFH | 33.370 | 1.86 | Hll3 | - | - | - | YYY | - | - | Tgmaj | Dyvhc | 200r | 200 | 3.42% | 3.449% | 84.46620 |
| I | ZES | 857.700 | 9.19 | J3 | - | - | - | F- | - | - | Mlylg | LMVJ | 120-125 | 115 | 2.85% | 2.870% | 56.22190 |
| X | KLC | 14.000 | 7.49 | FO | - | - | - | L+ | - | - | Ztmtl | Szxbw | 500l | 500 | 6.30% | 6.387% | 85.83202 |
Tranche Comments
I: First Pay: 2019-10-15; Registration: 144Y Zdly;
Q: First Pay: 2019-10-15; Registration: 144K Edcx;
K: First Pay: 2019-10-15; Registration: 144T Pjal;
X: First Pay: 2019-10-15; Registration: 144L Mqza;
Pricing Speed
20% LNQ ct 10% Lfdd