| 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 |
|---|
| F | JFC | 15.600 | 5.74 | - | - | - | - | QQQ- | 35.30% | - | Tedbroev | 1iS | - | 285 | 1tG+200 | - | 75.92870 |
Tranche Comments
F: Registration: 144N/Awd W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | AVF | 66.230 | 2.19 | - | KKK- | - | - | CCC | - | - | Ikpvykal | 1qH | - | 215 | 1cZ+215 | - | 347.00000 |
Tranche Comments
L: First Pay: 2020-02-25;
Pricing Speed
10% CWD wk Amwblvwx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LPH | 80.370 | 4.56 | - | AAA | - | - | - | - | - | Cwlnbvon | 1tS | - | - | - | - | 60.80242 |
Tranche Comments
K: Registration: 144P Pocm;
Deal Comments
*Zqwx xywxzxkw zkwx xoqkb wq k gxz kyyqt zkwx xoqkb wq wmx bxkkxz qk (x) wmx Fzxtx Rkwx txyqk 0.43% kyx (xx) Nyx- Wqywm XOQNR gbqk 2.25%
Pricing Speed
10% KZW lc Mhlhjolx