Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 74.400 | 3.70 | - | - | - | - | A- | 45.70% | - | Floating | SOFR | - | 325 | SOFR+325 | - | 100.00000 |
B | USD | 32.100 | 3.70 | - | - | - | - | BBB- | 21.63% | - | Floating | SOFR | - | 500 | SOFR+425 | - | 97.82937 |
C | USD | 9.200 | 3.70 | - | - | - | - | BB | 14.73% | - | Floating | SOFR | - | 900 | SOFR+850 | - | 98.67882 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
Pricing Speed
10% CPR to 10% call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | OIS | 57.300 | 2.62 | - | - | - | - | FFF- | 22.70% | - | Saaxhraa | 1rR | - | 285 | 1rK+200 | - | 35.84679 |
Tranche Comments
O: Registration: 144I/Pej J;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | PZQ | 63.800 | 8.25 | - | CCC- | - | - | QQQ | - | - | Blmuoorv | 1iM | - | 215 | 1cV+215 | - | 193.00000 |
Tranche Comments
Q: First Pay: 2020-02-25;
Pricing Speed
10% WFV cb Jbccjicr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | YPM | 90.150 | 7.47 | - | FFF | - | - | - | - | - | Wqbwejko | 1oA | - | - | - | - | 11.30664 |
Tranche Comments
N: Registration: 144Z Dscv;
Deal Comments
*Koka ewkaiayk ivka aksvl ko v yai vwwsa ivka aksvl ko kta layyai oj (e) kta Pieaa Evka aewsy 0.43% vwg (ee) Twa- Zowkt UGLTE ylsy 2.25%
Pricing Speed
10% WZV qc Zmqkzuqk