| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 166.600 | 0.83 | A3 | - | - | - | A+ | - | - | Fixed | EDSF | 70-75 | 65 | 2.260% | 2.280% | 99.99242 |
| B | USD | 29.000 | 2.12 | Baa3 | - | - | - | A | - | - | Fixed | Swaps | 150-160 | 145 | 2.92% | 2.943% | 99.98944 |
| C | USD | 44.600 | 2.95 | NR | - | - | - | BB | - | - | Fixed | Swaps | 300a | 320 | 4.61% | 4.658% | 99.99045 |
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/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WXV | 45.100 | 7.20 | - | - | - | - | DD | - | - | Rugpu | Qukjl | 315-325 | 315 | 4.70% | 4.753% | 99.46950 |
| Q | IJB | 652.100 | 2.50 | - | - | - | - | Y+ | - | - | Evplf | OWZA | 90t | 90 | 2.59% | 2.613% | 17.47848 |
| L | FLM | 88.330 | 5.75 | - | - | - | - | XXX | - | - | Fgkih | Zbjtp | 190 | 190 | 3.48% | 3.509% | 76.21714 |
Tranche Comments
Q: First Pay: 2019-01-15; Registration: 144F/Lty U;
L: First Pay: 2019-01-15; Registration: 144A/Gmo P;
Q: First Pay: 2019-01-15; Registration: 144T/Wll L;
Pricing Speed
21% WOZ hw swhzsbht
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | RHO | 279.300 | 6.69 | O3 | - | - | - | N+ | - | - | Iumco | QAPE | 80-85 | 73 | 2.47% | 2.483% | 67.81878 |
| Q | BGT | 68.600 | 2.37 | KR | - | - | - | XX | - | - | Fwuhm | Yvjob | 300i | 315 | 4.41% | 4.460% | 30.28520 |
| J | ONZ | 72.500 | 6.22 | Eyy3 | - | - | - | X- | - | - | Rvpyx | Aqmmt | 150t | 145 | 2.83% | 2.854% | 10.30985 |
Tranche Comments
N: Registration: 144D/Nph G;
J: Registration: 144K/Cle J;
Q: Registration: 144C/Xut Q;
Pricing Speed
21% KPQ jt Znjqdtjt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | EKO | 45.000 | 5.28 | PZ | - | - | - | TT | - | - | Ogsun | Ibfgp | 275-300 | 290 | 4.66% | 4.714% | 52.17390 |
| F | OYH | 271.300 | 4.20 | L3 | - | - | - | R+ | - | - | Juoaq | IKVJ | 90h | 83 | 2.94% | 2.962% | 31.73432 |
| K | FHY | 48.100 | 5.80 | Evv3 | - | - | - | SSS+ | - | - | Hsjkb | Scohm | 150-160 | 145 | 3.28% | 3.312% | 31.31031 |
Tranche Comments
F: First Pay: 2019-08-15; Registration: 144J Hsoa;
K: First Pay: 2019-08-15; Registration: 144S Wkuc;
V: First Pay: 2019-08-15; Registration: 144E Vvax;
Pricing Speed
21% QVE, 10% Qsww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HTN | 91.700 | 7.89 | - | - | - | - | UUU | - | - | Gpxkm | Piwtx | - | 150 | - | 4.368% | 39.30729 |
| Y | NQZ | 25.100 | 9.27 | - | - | - | - | NN | - | - | Hroou | Ikxrq | - | 275 | - | 5.608% | 14.21664 |
| K | LHO | 524.800 | 9.40 | - | - | - | - | Z- | - | - | Jkmea | PHBC | - | 100 | - | 3.851% | 52.87910 |
Tranche Comments
K: Registration: 144X Szma;
R: Registration: 144X Hmuy;
Y: Registration: 144S Iwwd;
Pricing Speed
21% OYD, 10% Obxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WRL | 26.300 | 4.16 | - | - | - | - | QQQ | - | - | Iujci | Gywxq | 120r | 115 | 4.10% | 4.141% | 65.21776 |
| L | YEO | 605.400 | 6.10 | - | - | - | - | A- | - | - | Sfnko | PIBM | 80b | 73 | 3.47% | 3.495% | 74.52153 |
| K | QXD | 70.600 | 8.36 | - | - | - | - | NN | - | - | Htvpm | Bxtks | 240-250 | 225 | 5.21% | 5.273% | 49.66607 |
Tranche Comments
L: Registration: 144L Nnng;
H: Registration: 144G Xwjo;
K: Registration: 144Z Nadl;
Pricing Speed
21% YCT, 10% Ygxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EAD | 905.200 | 3.58 | - | - | - | - | W- | - | - | Xoqbl | CNOY | 75-80 | 80 | 3.39% | 3.423% | 18.52015 |
| G | HEW | 84.400 | 8.38 | - | - | - | - | AAA | - | - | Gcygr | Kmmbm | 125t | 125 | 4.07% | 4.113% | 33.66685 |
| Q | RFH | 43.300 | 8.19 | - | - | - | - | UU | - | - | Yaykz | Kzrtj | 225-235 | 250 | 5.21% | 5.411% | 51.76226 |
Tranche Comments
X: Registration: 144D Dcdu;
G: Registration: 144L Tjwm;
Q: Registration: 144U Hpjr;
Pricing Speed
21% DPM, 10% nmdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MMW | 848.678 | 6.52 | - | - | - | - | J- | - | - | Jnyup | LYVT | - | 72 | 2.99% | 3.107% | 99.65950 |
| U | VKO | 25.608 | 7.95 | - | - | - | - | YY | - | - | Scmxw | XYKO | - | 220 | 4.74% | 4.791% | 45.34218 |
| N | OVD | 79.764 | 8.51 | - | - | - | - | MMM | - | - | Jtqml | VAWU | - | 125 | 3.67% | 3.701% | 77.14526 |
Tranche Comments
Y: Registration: 144M Acmw;
N: Registration: 144K Lbwv;
U: Registration: 144T Adro;
Pricing Speed
30% SJS xd 10% Svwjz-Mz Sjvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | VHD | 44.792 | 3.30 | - | - | - | - | RR | - | - | Uoqbq | Uhgcj | 300k | 290 | 4.87% | 4.927% | 51.31272 |
| M | PWO | 69.788 | 4.38 | - | - | - | - | EEE | - | - | Gmfgg | CLTY | 170-175 | 160 | 3.50% | 3.533% | 44.80944 |
| E | RKK | 922.246 | 6.81 | - | - | - | - | E- | - | - | Mvrye | NKNI | 90-95 | 85 | 2.55% | 2.569% | 39.78883 |
Tranche Comments
E: Registration: 144W Javr;
M: Registration: 144X Sncg;
P: Registration: 144W Uuwb;
Pricing Speed
30% AEL bw 10% Artzs-Qg Azrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UKW | 183.710 | 2.26 | - | - | - | - | Y- | - | - | Fttjl | HNYA | 85t | 85 | 2.61% | 2.627% | 76.51732 |
| B-1 | UPN | 11.800 | 2.88 | - | - | - | - | JJ | - | - | Dynok | Fyhjz | 300-325 | 290 | 4.91% | 4.962% | 29.53530 |
| R | YIK | 50.430 | 6.34 | - | - | - | - | TTT | - | - | Ftuon | Rbilz | 165-175 | 160 | 3.56% | 3.593% | 96.32075 |
Tranche Comments
Y: Registration: 144Q Xtfh;
R: Registration: 144U Ibks;
B-1: Registration: 144N Afhs;
Pricing Speed
21% CTY jv 10% Cuww