| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-R | USD | 71.500 | - | Aa3 | - | - | - | - | - | - | Fixed | - | 180-190 | - | 2.950% | 2.950% | 100.00000 |
| B-R | USD | 25.000 | - | A3 | - | - | - | - | - | - | Fixed | - | 230-240 | - | 3.351% | 3.351% | 100.00000 |
| C-R | USD | 24.000 | - | Baa3 | - | - | - | - | - | - | Fixed | - | 400-410 | - | 4.951% | 4.951% | 100.00000 |
Deal Comments
Partial Refinancing. Non Call Period: 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | OIO | 212.000 | - | Wpp | - | - | - | - | - | - | Orqqk | - | - | - | 4.250% | 4.250% | 754.00000 |
| B-2 | UWQ | 70.900 | - | Kq3 | - | - | - | - | - | - | Ofnwh | - | - | - | 4.900% | 4.900% | 110.00000 |
| V | VHW | 40.000 | - | Oaa3 | - | - | - | - | - | - | Egyrq | - | - | - | 6.980% | 6.980% | 315.00000 |
| T | ZMG | 57.000 | - | A3 | - | - | - | - | - | - | Ttvwc | - | - | - | 5.800% | 5.800% | 152.00000 |
| Cuc | NML | 416.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2020-01-19;
B-2: First Pay: 2020-01-19;
T: First Pay: 2020-01-19;
V: First Pay: 2020-01-19;
Cuc: First Pay: 2020-01-19;
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CWC | 60.900 | 40.00 | Zii3 | - | - | - | - | - | - | Dfkgg | - | - | - | 0.07% | - | - |
| F | VQN | 96.300 | 75.00 | Y3 | - | - | - | - | - | - | Dagss | - | - | - | 0.06% | - | - |
| Zoy | OTD | 768.800 | 80.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T-1 | FKG | 963.500 | 17.00 | Yuu | - | - | - | - | - | - | Pzqrx | - | - | - | 0.05% | - | - |
| E-2 | QOC | 26.500 | 84.00 | Ee3 | - | - | - | - | - | - | Kozpv | - | - | - | 0.05% | - | - |