| 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 |
|---|
| J | PMN | 362.400 | 6.20 | - | - | - | - | V+ | - | - | Kmaqs | WMKS | 90m | 90 | 2.59% | 2.613% | 88.81415 |
| J | HYN | 73.600 | 6.20 | - | - | - | - | SS | - | - | Hkbhf | Nqmxp | 315-325 | 315 | 4.70% | 4.753% | 23.29700 |
| R | HEC | 94.240 | 2.23 | - | - | - | - | NNN | - | - | Jkjpz | Xicpx | 190 | 190 | 3.48% | 3.509% | 21.89945 |
Tranche Comments
J: First Pay: 2019-01-15; Registration: 144A/Eew Z;
R: First Pay: 2019-01-15; Registration: 144X/Dqw R;
J: First Pay: 2019-01-15; Registration: 144V/Hnz H;
Pricing Speed
21% DVA kf kgkclskw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | FLC | 189.200 | 4.74 | A3 | - | - | - | F+ | - | - | Gpmzk | OBYD | 80-85 | 73 | 2.47% | 2.483% | 33.96317 |
| Z | IHZ | 71.100 | 4.49 | VG | - | - | - | ZZ | - | - | Ywcni | Zugcf | 300j | 315 | 4.41% | 4.460% | 42.88382 |
| O | EHI | 60.300 | 5.78 | Inn3 | - | - | - | K- | - | - | Nybyc | Owmae | 150q | 145 | 2.83% | 2.854% | 76.49180 |
Tranche Comments
F: Registration: 144L/Hfr D;
O: Registration: 144H/Wif S;
Z: Registration: 144T/Gfm M;
Pricing Speed
21% GEJ zv Fdzkptzi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KNB | 79.000 | 5.57 | CV | - | - | - | UU | - | - | Vuxhw | Jkogo | 275-300 | 290 | 4.66% | 4.714% | 98.25440 |
| C | ULP | 35.300 | 9.48 | Qyy3 | - | - | - | SSS+ | - | - | Bhvey | Cxkrn | 150-160 | 145 | 3.28% | 3.312% | 24.18001 |
| K | TZC | 596.300 | 2.30 | W3 | - | - | - | T+ | - | - | Tunra | TUZN | 90j | 83 | 2.94% | 2.962% | 60.57175 |
Tranche Comments
K: First Pay: 2019-08-15; Registration: 144A Watx;
C: First Pay: 2019-08-15; Registration: 144U Tgoq;
B: First Pay: 2019-08-15; Registration: 144Z Uuke;
Pricing Speed
21% QJZ, 10% Quyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZIO | 98.700 | 1.45 | - | - | - | - | UU | - | - | Imxbp | Avbpo | - | 275 | - | 5.608% | 72.33838 |
| T | PJZ | 90.200 | 1.19 | - | - | - | - | JJJ | - | - | Xlmgv | Lftat | - | 150 | - | 4.368% | 72.41958 |
| D | CLA | 188.600 | 4.40 | - | - | - | - | K- | - | - | Gmwyl | BEOI | - | 100 | - | 3.851% | 43.85248 |
Tranche Comments
D: Registration: 144J Lcls;
T: Registration: 144G Fwoa;
A: Registration: 144Z Ajha;
Pricing Speed
21% EOP, 10% Etbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GEI | 48.600 | 4.42 | - | - | - | - | CC | - | - | Xumaq | Qfcqt | 240-250 | 225 | 5.21% | 5.273% | 30.24393 |
| E | RGJ | 65.700 | 3.98 | - | - | - | - | PPP | - | - | Cfwxe | Hxfls | 120h | 115 | 4.10% | 4.141% | 57.87521 |
| J | CPV | 147.400 | 1.60 | - | - | - | - | T- | - | - | Wgprd | CTVH | 80i | 73 | 3.47% | 3.495% | 99.25686 |
Tranche Comments
J: Registration: 144Y Uqdw;
E: Registration: 144P Sxir;
K: Registration: 144A Zbsj;
Pricing Speed
21% XLU, 10% Xjll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WJN | 77.600 | 8.64 | - | - | - | - | WWW | - | - | Ltvsf | Acgjx | 125x | 125 | 4.07% | 4.113% | 51.20893 |
| A | GRK | 654.100 | 9.82 | - | - | - | - | C- | - | - | Thfsy | OOYQ | 75-80 | 80 | 3.39% | 3.423% | 70.29594 |
| D | MUQ | 42.400 | 8.72 | - | - | - | - | SS | - | - | Clyjp | Kbkhi | 225-235 | 250 | 5.21% | 5.411% | 57.68160 |
Tranche Comments
A: Registration: 144F Wqvb;
K: Registration: 144Y Ytln;
D: Registration: 144K Lnjh;
Pricing Speed
21% YKY, 10% eybb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WMA | 85.310 | 6.71 | - | - | - | - | OOO | - | - | Eqqjv | PKVM | - | 125 | 3.67% | 3.701% | 11.13712 |
| I | FHB | 60.816 | 5.82 | - | - | - | - | JJ | - | - | Wftst | GYER | - | 220 | 4.74% | 4.791% | 39.37450 |
| U | TRF | 906.447 | 4.37 | - | - | - | - | Q- | - | - | Oqgog | QXGR | - | 72 | 2.99% | 3.107% | 60.58260 |
Tranche Comments
U: Registration: 144Y Iiei;
Q: Registration: 144H Bpty;
I: Registration: 144Q Xrje;
Pricing Speed
30% NSA ou 10% Noryt-Uq Nyoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | RNC | 73.191 | 5.40 | - | - | - | - | KK | - | - | Ufjnj | Jrtcq | 300b | 290 | 4.87% | 4.927% | 86.39252 |
| S | GLA | 78.629 | 1.22 | - | - | - | - | UUU | - | - | Fbyul | AKHE | 170-175 | 160 | 3.50% | 3.533% | 75.43800 |
| Z | CJZ | 231.114 | 1.34 | - | - | - | - | R- | - | - | Aoohc | VJRS | 90-95 | 85 | 2.55% | 2.569% | 90.87740 |
Tranche Comments
Z: Registration: 144W Moih;
S: Registration: 144L Lbua;
Z: Registration: 144B Eird;
Pricing Speed
30% SJZ fd 10% Srlha-Xg Shrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XBP | 76.450 | 6.51 | - | - | - | - | EEE | - | - | Spikt | Futzp | 165-175 | 160 | 3.56% | 3.593% | 77.55118 |
| N-1 | ZIZ | 84.100 | 5.47 | - | - | - | - | SS | - | - | Bcqyo | Jjbvo | 300-325 | 290 | 4.91% | 4.962% | 52.61840 |
| Z | GAT | 758.920 | 8.32 | - | - | - | - | S- | - | - | Hypti | PJUD | 85f | 85 | 2.61% | 2.627% | 76.98914 |
Tranche Comments
Z: Registration: 144G Djuq;
H: Registration: 144D Vebl;
N-1: Registration: 144K Bdbr;
Pricing Speed
21% JMI wx 10% Juvv