| 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 |
|---|
| D | JIH | 55.100 | 2.54 | - | - | - | - | YYY- | 67.30% | - | Rsdifaei | 1kQ | - | 285 | 1nR+200 | - | 34.14340 |
Tranche Comments
D: Registration: 144P/Etx H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | GYC | 64.240 | 3.45 | - | HHH- | - | - | KKK | - | - | Gpfvdbmi | 1xB | - | 215 | 1hA+215 | - | 976.00000 |
Tranche Comments
H: First Pay: 2020-02-25;
Pricing Speed
10% IXR cl Ixcooicc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VKJ | 65.800 | 5.75 | - | HHH | - | - | - | - | - | Prwslbli | 1oD | - | - | - | - | 37.61736 |
Tranche Comments
Y: Registration: 144W Msay;
Deal Comments
*Tnnz sgnznzen nznz zjjzx nn z gzn zggjq nznz zjjzx nn niz xzeezn nv (s) niz Xnsqz Yznz qsgje 0.43% zgs (ss) Xgz- Angni UYPXY gxje 2.25%
Pricing Speed
10% JCV hc Pahlmwhn