| 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 |
|---|
| I | HPH | 703.400 | 7.65 | D3 | - | - | - | O- | - | - | Xtmfw | GTBO | 120-125 | 115 | 2.85% | 2.870% | 26.34793 |
| A | EYR | 43.000 | 1.67 | LS | - | - | - | R+ | - | - | Ijtcr | Zfrtf | 500x | 500 | 6.30% | 6.387% | 27.80299 |
| D | KIP | 37.950 | 9.19 | Rff3 | - | - | - | JJJ | - | - | Uhbyv | Itncy | 200t | 200 | 3.42% | 3.449% | 90.56430 |
| Z | GCG | 62.700 | 1.30 | Gb3 | - | - | - | ZZ | - | - | Ginba | Vwimr | 300j | 295 | 4.31% | 4.357% | 73.26030 |
Tranche Comments
I: First Pay: 2019-10-15; Registration: 144D Cpje;
D: First Pay: 2019-10-15; Registration: 144G Uuph;
Z: First Pay: 2019-10-15; Registration: 144W Yfcl;
A: First Pay: 2019-10-15; Registration: 144M Pcur;
Pricing Speed
20% VAE ui 10% Vcqq