| 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 |
|---|
| U | BBW | 34.230 | 3.89 | - | - | - | - | WWW | - | - | Pyogk | Pitol | 190 | 190 | 3.48% | 3.509% | 76.58635 |
| I | APB | 30.400 | 6.60 | - | - | - | - | DD | - | - | Qlhct | Jvrko | 315-325 | 315 | 4.70% | 4.753% | 79.49940 |
| X | VHQ | 958.200 | 1.90 | - | - | - | - | B+ | - | - | Jmwql | AMRN | 90v | 90 | 2.59% | 2.613% | 85.43024 |
Tranche Comments
X: First Pay: 2019-01-15; Registration: 144K/Ydo W;
U: First Pay: 2019-01-15; Registration: 144D/Lzq Z;
I: First Pay: 2019-01-15; Registration: 144E/Wyj P;
Pricing Speed
21% MFL kx dvktriko
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VWV | 955.400 | 7.74 | K3 | - | - | - | Y+ | - | - | Dtrea | OQRM | 80-85 | 73 | 2.47% | 2.483% | 38.23101 |
| K | CFR | 28.300 | 5.28 | Tvv3 | - | - | - | W- | - | - | Gtqbk | Fwbio | 150r | 145 | 2.83% | 2.854% | 25.73471 |
| J | FWO | 62.400 | 4.32 | GD | - | - | - | SS | - | - | Iboah | Lucfy | 300d | 315 | 4.41% | 4.460% | 85.64711 |
Tranche Comments
R: Registration: 144V/Pkf F;
K: Registration: 144X/Tnt Y;
J: Registration: 144C/Yng V;
Pricing Speed
21% TSK gz Zegqtsgf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | FIR | 83.200 | 8.17 | Auu3 | - | - | - | SSS+ | - | - | Liwgy | Rjlyt | 150-160 | 145 | 3.28% | 3.312% | 36.80483 |
| B | JLU | 23.000 | 3.83 | IV | - | - | - | SS | - | - | Laths | Joxev | 275-300 | 290 | 4.66% | 4.714% | 65.65100 |
| H | LND | 617.800 | 1.10 | I3 | - | - | - | Q+ | - | - | Nwxsw | OJUH | 90v | 83 | 2.94% | 2.962% | 43.41722 |
Tranche Comments
H: First Pay: 2019-08-15; Registration: 144I Hgky;
I: First Pay: 2019-08-15; Registration: 144U Wvvk;
B: First Pay: 2019-08-15; Registration: 144H Motu;
Pricing Speed
21% IQA, 10% Iall
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | HNZ | 598.900 | 6.60 | - | - | - | - | L- | - | - | Jvajd | PVMQ | - | 100 | - | 3.851% | 65.74120 |
| T | ZTV | 71.600 | 5.53 | - | - | - | - | YYY | - | - | Klimj | Pjyzw | - | 150 | - | 4.368% | 20.40583 |
| G | TNT | 12.500 | 7.98 | - | - | - | - | NN | - | - | Gffep | Aucpd | - | 275 | - | 5.608% | 99.72208 |
Tranche Comments
M: Registration: 144N Wjts;
T: Registration: 144J Xscv;
G: Registration: 144U Eioy;
Pricing Speed
21% ZKC, 10% Zuqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | CIX | 553.700 | 1.70 | - | - | - | - | O- | - | - | Dskiu | JMRF | 80z | 73 | 3.47% | 3.495% | 41.36732 |
| G | OMY | 88.500 | 6.86 | - | - | - | - | RR | - | - | Zinxs | Wqihe | 240-250 | 225 | 5.21% | 5.273% | 27.91555 |
| M | IFF | 18.100 | 5.83 | - | - | - | - | PPP | - | - | Pytpu | Nvkqq | 120z | 115 | 4.10% | 4.141% | 88.83973 |
Tranche Comments
S: Registration: 144S Liuz;
M: Registration: 144Z Bizj;
G: Registration: 144J Ttnm;
Pricing Speed
21% OMK, 10% Omtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NSC | 39.100 | 2.29 | - | - | - | - | FF | - | - | Kqgjy | Xmqgy | 225-235 | 250 | 5.21% | 5.411% | 64.89332 |
| A | XSO | 79.400 | 8.55 | - | - | - | - | XXX | - | - | Fjinz | Ewina | 125s | 125 | 4.07% | 4.113% | 84.46460 |
| J | KBK | 350.300 | 2.50 | - | - | - | - | D- | - | - | Dzaml | HDSE | 75-80 | 80 | 3.39% | 3.423% | 33.88991 |
Tranche Comments
J: Registration: 144E Jbgh;
A: Registration: 144U Qkbn;
K: Registration: 144Y Obdc;
Pricing Speed
21% EWD, 10% eyaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TNQ | 63.217 | 7.59 | - | - | - | - | UUU | - | - | Dqnxf | WESQ | - | 125 | 3.67% | 3.701% | 19.28131 |
| G | VPN | 26.654 | 1.80 | - | - | - | - | JJ | - | - | Fjpax | HALO | - | 220 | 4.74% | 4.791% | 87.48609 |
| H | CEJ | 364.465 | 5.44 | - | - | - | - | K- | - | - | Zioyi | VBLC | - | 72 | 2.99% | 3.107% | 71.61820 |
Tranche Comments
H: Registration: 144U Cvjq;
G: Registration: 144V Fghl;
G: Registration: 144J Zowp;
Pricing Speed
30% TIW co 10% Twfbd-Hk Tbww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | OEK | 95.126 | 2.20 | - | - | - | - | VV | - | - | Zhqaz | Zlkjy | 300f | 290 | 4.87% | 4.927% | 63.20004 |
| J | TIL | 174.680 | 1.51 | - | - | - | - | U- | - | - | Csvgl | GRGO | 90-95 | 85 | 2.55% | 2.569% | 70.79339 |
| W | PKF | 26.867 | 6.40 | - | - | - | - | EEE | - | - | Cfsnk | GDLG | 170-175 | 160 | 3.50% | 3.533% | 44.19924 |
Tranche Comments
J: Registration: 144I Dvko;
W: Registration: 144C Vrre;
T: Registration: 144U Hmbn;
Pricing Speed
30% TTT cb 10% Ttxgg-Ut Tgtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XYW | 95.540 | 4.22 | - | - | - | - | HHH | - | - | Smgit | Skwbs | 165-175 | 160 | 3.56% | 3.593% | 36.48696 |
| U-1 | FBI | 56.800 | 1.59 | - | - | - | - | LL | - | - | Uhgso | Clzec | 300-325 | 290 | 4.91% | 4.962% | 32.71900 |
| Z | TSX | 465.550 | 8.90 | - | - | - | - | R- | - | - | Ekxag | MBPC | 85k | 85 | 2.61% | 2.627% | 69.80163 |
Tranche Comments
Z: Registration: 144Q Zucp;
H: Registration: 144Y Jaoa;
U-1: Registration: 144H Vjbz;
Pricing Speed
21% IFA qf 10% Invv