| 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 |
|---|
| G | XPN | 56.000 | 2.28 | IK | - | - | - | I+ | - | - | Hhzak | Immjo | 500v | 500 | 6.30% | 6.387% | 74.42084 |
| G | VLM | 110.200 | 2.14 | G3 | - | - | - | R- | - | - | Agcbm | UCZD | 120-125 | 115 | 2.85% | 2.870% | 38.26196 |
| A | TUW | 89.270 | 7.22 | Zxx3 | - | - | - | KKK | - | - | Jimsk | Sngry | 200b | 200 | 3.42% | 3.449% | 73.33430 |
| Q | OWV | 64.300 | 7.30 | Fq3 | - | - | - | VV | - | - | Zqzty | Vohox | 300l | 295 | 4.31% | 4.357% | 16.18830 |
Tranche Comments
G: First Pay: 2019-10-15; Registration: 144X Oale;
A: First Pay: 2019-10-15; Registration: 144A Pnlj;
Q: First Pay: 2019-10-15; Registration: 144B Vubv;
G: First Pay: 2019-10-15; Registration: 144R Jeex;
Pricing Speed
20% KSR ud 10% Kqdd