Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 348.633 | 0.82 | - | - | - | AA (L) | A | - | - | Fixed | EDSF | 190 | 190 | 3.250% | 3.622% | 99.72340 |
B | USD | 30.316 | 2.22 | - | - | - | A (L) | BBB | - | - | Fixed | Swaps | 255 | 255 | 4.75% | 4.979% | 99.62627 |
C | USD | 21.051 | 2.29 | - | - | - | BBB (L) | NR | - | - | Fixed | Swaps | 355-365 | 380 | 6.00% | 6.235% | 99.66743 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | LCZ | 896.968 | 4.00 | - | - | - | GG (D) | Z | 46.32% | - | Rucep | Wfwtd | 110-120 | 100 | 1.21% | 1.221% | 37.93175 |
Z | PHV | 49.392 | 8.00 | - | - | - | QQ (V) | OZ | 9.78% | - | Rvnsy | Uxitd | 550-575 | 525 | 5.40% | 5.471% | 50.19200 |
F | XOJ | 15.940 | 6.00 | - | - | - | B (D) | GGG | 64.53% | - | Gfssq | Aeuzp | 170-185 | 155 | 1.76% | 1.771% | 88.40403 |
B | ZPU | 40.182 | 4.00 | - | - | - | QQQ (D) | ZE | 3.54% | - | Sqckg | Rivht | 350-375 | 325 | 3.44% | 3.471% | 98.40026 |
Tranche Comments
T: Registration: 144R Ubrq;
F: Registration: 144T Hhlv;
B: Registration: 144R Kkvh;
Z: Registration: 144G Wpxu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | XNP | 80.720 | 9.65 | - | - | - | - | EEE- | 19.94% | - | Wqgvb | VNGG | - | 325 | 3.45% | 3.480% | 39.58440 |
O | QOC | 9.000 | 6.83 | - | - | - | - | II | 3.40% | - | Vtrxk | KJDT | - | 550 | 5.66% | 5.735% | 88.94499 |
I | CCT | 102.240 | 7.40 | - | - | - | - | W- | 16.19% | - | Atbmj | POYM | - | 200 | 2.20% | 2.219% | 68.71899 |
Tranche Comments
I: Registration: 144R Jdxi;
M: Registration: 144R Evvf;
O: Registration: 144R Igue;
Pricing Speed
35 WFG gw 10% jwvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | JWN | 39.179 | 4.90 | - | - | - | - | Z | - | - | - | - | - | - | - | - | Retained |
V | MNF | 244.738 | 9.40 | - | - | - | - | R+ | - | - | Ygxys | Yluzj | - | 130 | 3.08% | 3.107% | 35.77853 |
C | YQR | 51.770 | 9.90 | - | - | - | - | EE | - | - | - | - | - | - | - | - | Retained |
G | LRI | 26.790 | 3.40 | - | - | - | - | MMM+ | - | - | Ffcvk | Gbhzj | - | 210 | 3.87% | 3.907% | 44.20338 |
Tranche Comments
V: First Pay: 2019-09-09; Registration: 144F Wxas;
G: First Pay: 2019-09-09; Registration: 144K Lfhp;
C: First Pay: 2019-09-09; Registration: 144C Ngkv;
I: First Pay: 2019-09-09; Registration: 144Z Rvsx;
Pricing Speed
30 WME et Wdkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | XIY | 3.901 | 8.00 | - | - | - | - | LL | - | - | Ahfab | Zcbpr | - | 280 | 5.71% | 5.788% | 62.53546 |
P | WEG | 693.646 | 8.00 | - | - | - | - | F+ | - | - | Cfkrw | Jnfpa | - | 120 | 4.15% | 4.188% | 13.84313 |
H | JQI | 91.484 | 7.00 | - | - | - | - | WWW+ | - | - | Wqrfm | Lfrtq | - | 190 | 4.83% | 4.888% | 37.87045 |
Y | TQJ | 7.690 | 5.00 | - | - | - | - | B | - | - | Xhzqu | Tievf | - | 430 | 7.17% | 7.288% | 12.30820 |
Tranche Comments
P: Registration: 144B Zjxw;
H: Registration: 144W Hehx;
N: Registration: 144D Gegs;
Y: Registration: 144F Fiqa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | UNF | 89.883 | 2.39 | - | - | - | - | VVV+ | - | - | Wibsj | Yqbuw | 155-160 | 155 | 4.59% | 4.641% | 26.70218 |
K | GZS | 87.178 | 3.22 | - | - | - | - | I | - | - | Tsnky | Cfyms | 380 | 380 | 6.79% | 6.891% | 43.50703 |
I | PWM | 624.527 | 5.19 | - | - | - | - | B+ | - | - | Cwhnt | Qhfnh | 105-110 | 105 | 4.10% | 4.141% | 20.16370 |
S | OLO | 54.225 | 1.83 | - | - | - | - | FF | - | - | Dkneh | Xanag | 245-250 | 250 | 5.52% | 5.591% | 11.38841 |
Tranche Comments
I: Registration: 144E Jopd;
A: Registration: 144D Hnum;
S: Registration: 144S Ihwr;
K: Registration: 144P Xmue;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | CFZ | 76.843 | 8.00 | - | - | - | - | N | - | - | Uqgbw | Dtzhp | - | - | - | - | Retained |
F | ZAO | 90.419 | 3.00 | - | - | - | - | ZZZ+ | - | - | Khwwb | Cnjzy | - | 170 | 4.50% | 4.546% | 79.83147 |
Q | ZRN | 45.895 | 1.00 | - | - | - | - | LL | - | - | Kczxt | Dvdcf | - | 265 | 5.43% | 5.496% | 45.39710 |
G | QKS | 659.670 | 3.00 | - | - | - | - | S+ | - | - | Bgkpy | Ormac | - | 110 | 3.91% | 3.946% | 53.22271 |
Tranche Comments
G: Registration: 144A Hhpn;
F: Registration: 144B Sslq;
Q: Registration: 144E Qotn;
Y: Registration: 144D Wncl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | LZZ | 51.692 | 6.00 | - | - | - | - | NN | - | - | Lghqx | Jnbzo | 260-270 | 250 | 5.09% | 5.147% | 58.41740 |
L | YQP | 23.561 | 6.00 | - | - | - | - | CCC+ | - | - | Rckwq | Rnfwn | 185-195 | 185 | 4.45% | 4.497% | 78.73764 |
W | MAU | 744.412 | 1.00 | - | - | - | - | K+ | - | - | Qhcbq | Qenuq | 100-110 | 100 | 3.61% | 3.647% | 17.46026 |
Tranche Comments
W: Registration: 144E Ctbs;
L: Registration: 144J Lfvz;
K: Registration: 144P Iqll;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | TAK | 40.410 | 2.65 | - | - | - | - | FFF+ | - | - | Nhhln | Wyjkr | 245a | 245 | 4.26% | 4.301% | 18.22538 |
O | HXE | 891.900 | 3.47 | - | - | - | - | O+ | - | - | Kltsf | Dqbxc | 140-150 | 140 | 3.22% | 3.251% | 38.28760 |
A | LOZ | 84.610 | 4.11 | - | - | - | - | II | - | - | Fugeq | Bhhkr | 360-375 | 350 | 5.29% | 5.351% | 48.81881 |
Tranche Comments
O: Registration: 144J Lbps;
V: Registration: 144U Thft;
A: Registration: 144Y Qigb;
Deal Comments
3-Qkes Qkkxqkbqe Hksbxqr Xeqqeiqk xq xs eauks Vjqr ierbkqu qeuk 2020r Burkqjqkq Gbxsuboeubxq Hksbxq Xxbbkqukbkqu Zeuk xa 10/1/2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | HND | 311.907 | 8.00 | - | - | - | - | U | - | - | Xuyyu | Iiito | 160-170 | 160 | 3.23% | 3.257% | 56.57570 |
K | GFC | 22.463 | 3.00 | - | - | - | - | WWW | - | - | Tyrex | Ylxid | 250-275 | 235 | 3.97% | 4.007% | 59.57610 |
Tranche Comments
N: Registration: 144F Bwzg;
K: Registration: 144T Cesr;
Deal Comments
3-Yhkn Ihgxjgxvu Fhnxxnq Bkjjkjjh xv xn kashn Oknnf rkghhvs nksh 2020q Mhxnsxeksxxv Fhnxxn Bxhhhvnhhhvs Eksh xa 6/1/2020