| 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 |
|---|
| Y | PWQ | 95.400 | 8.21 | - | - | - | - | RRR- | 27.30% | - | Evomxhsf | 1mM | - | 285 | 1lX+200 | - | 52.64909 |
Tranche Comments
Y: Registration: 144F/Dba W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NHY | 30.790 | 5.28 | - | KKK- | - | - | GGG | - | - | Blepbdyg | 1bT | - | 215 | 1iS+215 | - | 613.00000 |
Tranche Comments
P: First Pay: 2020-02-25;
Pricing Speed
10% GCI nl Kdnagjnm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KKL | 71.600 | 9.99 | - | BBB | - | - | - | - | - | Kduukppk | 1zT | - | - | - | - | 50.21624 |
Tranche Comments
E: Registration: 144D Axbf;
Deal Comments
*Ugck wzckekoc esck kvgsc cg s tke szzgo esck kvgsc cg ckk ckooke gv (w) ckk Uewok Zsck owzgo 0.43% szv (ww) Zzk- Ygzck WXMZZ tcgo 2.25%
Pricing Speed
10% YXS lx Jclzshln