| 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 |
|---|
| Slc | LNR | 888.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | JSK | 135.000 | - | Qgg | - | - | - | - | - | - | Zoghq | - | - | - | 4.250% | 4.250% | 634.00000 |
| U-2 | LEV | 43.200 | - | Iz3 | - | - | - | - | - | - | Zwhsz | - | - | - | 4.900% | 4.900% | 400.00000 |
| D | JGD | 47.000 | - | M3 | - | - | - | - | - | - | Elgpl | - | - | - | 5.800% | 5.800% | 726.00000 |
| V | QPB | 74.000 | - | See3 | - | - | - | - | - | - | Ipbgz | - | - | - | 6.980% | 6.980% | 531.00000 |
Tranche Comments
M-1: First Pay: 2020-01-19;
U-2: First Pay: 2020-01-19;
D: First Pay: 2020-01-19;
V: First Pay: 2020-01-19;
Slc: First Pay: 2020-01-19;
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UKK | 31.800 | 83.00 | U3 | - | - | - | - | - | - | Kbhoc | - | - | - | 0.06% | - | - |
| Zpt | OPM | 407.900 | 41.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M-1 | MWO | 246.600 | 76.00 | Egg | - | - | - | - | - | - | Rztcc | - | - | - | 0.05% | - | - |
| S-2 | YEM | 94.400 | 64.00 | Of3 | - | - | - | - | - | - | Knjnk | - | - | - | 0.05% | - | - |
| M | BCA | 60.100 | 37.00 | Ioo3 | - | - | - | - | - | - | Zqzpn | - | - | - | 0.07% | - | - |