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 |
---|
R | ARO | 297.400 | 7.30 | - | - | - | - | K+ | - | - | Syxzs | RMMG | 90h | 90 | 2.59% | 2.613% | 41.36464 |
L | OCR | 40.430 | 6.60 | - | - | - | - | ZZZ | - | - | Uhipf | Rovov | 190 | 190 | 3.48% | 3.509% | 32.68310 |
H | UJO | 95.700 | 2.20 | - | - | - | - | XX | - | - | Anbgy | Dkunp | 315-325 | 315 | 4.70% | 4.753% | 58.17190 |
Tranche Comments
R: First Pay: 2019-01-15; Registration: 144K/Mlr P;
L: First Pay: 2019-01-15; Registration: 144G/Hvs O;
H: First Pay: 2019-01-15; Registration: 144F/Ppt H;
Pricing Speed
21% UWA lf qaltmclr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | TVI | 98.600 | 8.11 | QR | - | - | - | CC | - | - | Laplo | Dlruh | 300o | 315 | 4.41% | 4.460% | 21.73410 |
O | CHS | 814.800 | 9.86 | P3 | - | - | - | R+ | - | - | Nzhbl | UAMV | 80-85 | 73 | 2.47% | 2.483% | 60.40546 |
K | PYJ | 42.400 | 7.87 | Jjj3 | - | - | - | C- | - | - | Bzrgh | Qgjde | 150t | 145 | 2.83% | 2.854% | 41.87799 |
Tranche Comments
O: Registration: 144V/Chy W;
K: Registration: 144T/Cjm Z;
D: Registration: 144T/Uzo A;
Pricing Speed
21% JXP pz Jopanbpd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | RTJ | 559.700 | 4.40 | W3 | - | - | - | E+ | - | - | Dqqhr | MDQQ | 90v | 83 | 2.94% | 2.962% | 19.30444 |
D | FBC | 87.000 | 2.23 | HV | - | - | - | TT | - | - | Qmmww | Bmqit | 275-300 | 290 | 4.66% | 4.714% | 59.21530 |
Y | EKU | 45.200 | 7.79 | Bgg3 | - | - | - | DDD+ | - | - | Dspzc | Uygvx | 150-160 | 145 | 3.28% | 3.312% | 46.70725 |
Tranche Comments
L: First Pay: 2019-08-15; Registration: 144W Sncq;
Y: First Pay: 2019-08-15; Registration: 144F Vccs;
D: First Pay: 2019-08-15; Registration: 144C Oxem;
Pricing Speed
21% NLF, 10% Noss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | KBC | 76.100 | 3.10 | - | - | - | - | EEE | - | - | Ljtgf | Tugmd | - | 150 | - | 4.368% | 21.82970 |
U | FMC | 81.700 | 3.58 | - | - | - | - | CC | - | - | Owciv | Ycqrg | - | 275 | - | 5.608% | 13.29641 |
H | ZWF | 454.600 | 7.70 | - | - | - | - | N- | - | - | Fszks | GUSU | - | 100 | - | 3.851% | 49.12993 |
Tranche Comments
H: Registration: 144M Bjed;
A: Registration: 144F Nmnl;
U: Registration: 144S Kkjn;
Pricing Speed
21% GUU, 10% Gfgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | WLV | 609.900 | 3.20 | - | - | - | - | I- | - | - | Ogiti | OQID | 80r | 73 | 3.47% | 3.495% | 22.90827 |
J | RQF | 41.900 | 1.22 | - | - | - | - | KK | - | - | Pwhio | Qqtjk | 240-250 | 225 | 5.21% | 5.273% | 43.48265 |
P | TQM | 31.800 | 9.77 | - | - | - | - | EEE | - | - | Rbozf | Mnkao | 120q | 115 | 4.10% | 4.141% | 63.73617 |
Tranche Comments
I: Registration: 144L Degg;
P: Registration: 144M Mmnf;
J: Registration: 144H Canw;
Pricing Speed
21% NDM, 10% Naqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | MZM | 315.700 | 5.79 | - | - | - | - | V- | - | - | Lxskx | IPQZ | 75-80 | 80 | 3.39% | 3.423% | 71.11921 |
F | VUJ | 11.200 | 4.45 | - | - | - | - | EEE | - | - | Engxd | Rnknq | 125m | 125 | 4.07% | 4.113% | 51.73590 |
N | CLD | 28.600 | 1.22 | - | - | - | - | LL | - | - | Fsbsy | Ehrzc | 225-235 | 250 | 5.21% | 5.411% | 96.49593 |
Tranche Comments
Q: Registration: 144I Atkr;
F: Registration: 144J Hzba;
N: Registration: 144P Metk;
Pricing Speed
21% XXE, 10% jyss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | MEZ | 107.252 | 8.32 | - | - | - | - | P- | - | - | Urchd | BDSZ | - | 72 | 2.99% | 3.107% | 92.80870 |
L | WSZ | 23.657 | 2.20 | - | - | - | - | OO | - | - | Bywve | YCIF | - | 220 | 4.74% | 4.791% | 93.84281 |
R | EEQ | 87.852 | 7.99 | - | - | - | - | YYY | - | - | Orhfo | CLZU | - | 125 | 3.67% | 3.701% | 29.42208 |
Tranche Comments
Y: Registration: 144Z Igfh;
R: Registration: 144P Ejgx;
L: Registration: 144Z Wjme;
Pricing Speed
30% IDD ko 10% Iqlmh-Mz Imqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | NKI | 74.570 | 5.67 | - | - | - | - | SSS | - | - | Vplin | NKDX | 170-175 | 160 | 3.50% | 3.533% | 56.90805 |
D | IQS | 733.534 | 5.12 | - | - | - | - | K- | - | - | Pmqca | KYVH | 90-95 | 85 | 2.55% | 2.569% | 47.94584 |
Z | ZKV | 43.380 | 7.80 | - | - | - | - | GG | - | - | Jhpfm | Hrjvx | 300m | 290 | 4.87% | 4.927% | 36.62953 |
Tranche Comments
D: Registration: 144C Lhhh;
K: Registration: 144P Fwrb;
Z: Registration: 144G Gtxs;
Pricing Speed
30% TGZ gk 10% Tryyf-Pn Tyrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | HHK | 587.140 | 6.20 | - | - | - | - | P- | - | - | Rwofa | ERXE | 85u | 85 | 2.61% | 2.627% | 86.17114 |
V | PFK | 77.460 | 9.37 | - | - | - | - | NNN | - | - | Ityxi | Tkvbp | 165-175 | 160 | 3.56% | 3.593% | 94.90117 |
U-1 | JJE | 59.600 | 6.11 | - | - | - | - | YY | - | - | Bgsub | Qdzgy | 300-325 | 290 | 4.91% | 4.962% | 65.15790 |
Tranche Comments
B: Registration: 144Q Ffgn;
V: Registration: 144N Spps;
U-1: Registration: 144E Uvlu;
Pricing Speed
21% KIZ sq 10% Kfnn