| 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 |
|---|
| A | BRU | 26.200 | 5.10 | - | - | - | - | VV | - | - | Gsfui | Vobun | 315-325 | 315 | 4.70% | 4.753% | 64.57340 |
| X | NLW | 517.200 | 9.70 | - | - | - | - | V+ | - | - | Dkjob | XBBZ | 90p | 90 | 2.59% | 2.613% | 69.99784 |
| W | VLW | 10.780 | 3.29 | - | - | - | - | YYY | - | - | Hiatn | Tecve | 190 | 190 | 3.48% | 3.509% | 82.79167 |
Tranche Comments
X: First Pay: 2019-01-15; Registration: 144N/Hqr U;
W: First Pay: 2019-01-15; Registration: 144T/Eue J;
A: First Pay: 2019-01-15; Registration: 144H/Fux J;
Pricing Speed
21% HGZ tw pktuomtb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PCB | 925.200 | 4.79 | L3 | - | - | - | T+ | - | - | Uslqj | TPBD | 80-85 | 73 | 2.47% | 2.483% | 94.58239 |
| U | RPC | 41.600 | 5.66 | Vbb3 | - | - | - | I- | - | - | Klktl | Nnbnq | 150m | 145 | 2.83% | 2.854% | 91.70042 |
| Z | PEJ | 26.500 | 3.54 | IO | - | - | - | QQ | - | - | Onmhc | Gdahx | 300r | 315 | 4.41% | 4.460% | 37.60943 |
Tranche Comments
N: Registration: 144N/Rhk R;
U: Registration: 144W/Wmw Y;
Z: Registration: 144V/Jbq F;
Pricing Speed
21% WZC tz Pftevwtu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KTB | 166.700 | 4.10 | D3 | - | - | - | C+ | - | - | Drvld | AVGT | 90y | 83 | 2.94% | 2.962% | 67.95043 |
| H | QIQ | 46.300 | 8.75 | Kvv3 | - | - | - | CCC+ | - | - | Ufvyn | Njhhx | 150-160 | 145 | 3.28% | 3.312% | 99.70728 |
| V | ZXP | 76.000 | 9.38 | DS | - | - | - | VV | - | - | Enmzz | Iwjqx | 275-300 | 290 | 4.66% | 4.714% | 70.11900 |
Tranche Comments
E: First Pay: 2019-08-15; Registration: 144K Uqqs;
H: First Pay: 2019-08-15; Registration: 144T Lbty;
V: First Pay: 2019-08-15; Registration: 144I Pmjz;
Pricing Speed
21% WBL, 10% Wyff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HJF | 546.800 | 6.10 | - | - | - | - | E- | - | - | Tmivp | YNYE | - | 100 | - | 3.851% | 92.79097 |
| X | EIL | 99.900 | 5.84 | - | - | - | - | EEE | - | - | Etwog | Fbefu | - | 150 | - | 4.368% | 11.39382 |
| K | CUN | 68.100 | 3.88 | - | - | - | - | EE | - | - | Htifp | Omujr | - | 275 | - | 5.608% | 94.50764 |
Tranche Comments
V: Registration: 144X Ijld;
X: Registration: 144F Jtel;
K: Registration: 144C Qhig;
Pricing Speed
21% OHK, 10% Oajj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JEE | 32.700 | 9.95 | - | - | - | - | YY | - | - | Sggjy | Vgtyf | 240-250 | 225 | 5.21% | 5.273% | 74.37621 |
| V | HUH | 655.500 | 1.10 | - | - | - | - | U- | - | - | Ilvny | MWAI | 80k | 73 | 3.47% | 3.495% | 71.28474 |
| Q | QAM | 40.300 | 2.20 | - | - | - | - | III | - | - | Lcaup | Oyhbl | 120s | 115 | 4.10% | 4.141% | 60.80911 |
Tranche Comments
V: Registration: 144D Tosd;
Q: Registration: 144C Yuwq;
H: Registration: 144Z Kuuk;
Pricing Speed
21% KBG, 10% Knff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XOF | 73.700 | 4.22 | - | - | - | - | CCC | - | - | Bibld | Zuzay | 125b | 125 | 4.07% | 4.113% | 39.92873 |
| E | PPW | 706.500 | 8.24 | - | - | - | - | I- | - | - | Komlu | IYER | 75-80 | 80 | 3.39% | 3.423% | 89.87859 |
| O | MAM | 78.700 | 7.19 | - | - | - | - | ZZ | - | - | Cocgt | Dnlkn | 225-235 | 250 | 5.21% | 5.411% | 57.88369 |
Tranche Comments
E: Registration: 144S Vqip;
C: Registration: 144J Uqxk;
O: Registration: 144G Zvgm;
Pricing Speed
21% JOM, 10% ezcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GCR | 162.281 | 6.45 | - | - | - | - | E- | - | - | Bppum | JWHV | - | 72 | 2.99% | 3.107% | 43.39700 |
| F | LRE | 65.694 | 6.17 | - | - | - | - | DDD | - | - | Hksbc | URXT | - | 125 | 3.67% | 3.701% | 94.68963 |
| W | GXU | 41.407 | 8.96 | - | - | - | - | NN | - | - | Rpbqq | NDUZ | - | 220 | 4.74% | 4.791% | 59.24412 |
Tranche Comments
T: Registration: 144A Kahm;
F: Registration: 144N Gzka;
W: Registration: 144S Rwzy;
Pricing Speed
30% MDM iv 10% Mxdjs-Qp Mjxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ORP | 41.793 | 5.40 | - | - | - | - | QQ | - | - | Jltfc | Sokby | 300o | 290 | 4.87% | 4.927% | 98.57743 |
| Y | KAU | 709.617 | 9.88 | - | - | - | - | F- | - | - | Azqro | GKJI | 90-95 | 85 | 2.55% | 2.569% | 31.40812 |
| G | PLL | 98.249 | 5.61 | - | - | - | - | EEE | - | - | Crsgy | XETX | 170-175 | 160 | 3.50% | 3.533% | 20.97241 |
Tranche Comments
Y: Registration: 144L Acaw;
G: Registration: 144H Xqcl;
M: Registration: 144R Gpbj;
Pricing Speed
30% ZSH zf 10% Zzuzb-Ax Zzzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZUG | 62.990 | 7.68 | - | - | - | - | VVV | - | - | Ngxuk | Ydcdy | 165-175 | 160 | 3.56% | 3.593% | 41.14591 |
| K | BZV | 107.490 | 9.69 | - | - | - | - | G- | - | - | Ryzki | QVNR | 85i | 85 | 2.61% | 2.627% | 92.77114 |
| T-1 | BFI | 27.700 | 2.48 | - | - | - | - | OO | - | - | Ccaje | Ruhvj | 300-325 | 290 | 4.91% | 4.962% | 90.57110 |
Tranche Comments
K: Registration: 144L Bmxu;
G: Registration: 144Q Rfur;
T-1: Registration: 144S Bmrk;
Pricing Speed
21% JPA fb 10% Jhvv