| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | YUQ | 58.880 | 8.83 | - | B | - | - | Y+ | 15.50% | - | Hqbmc | Wtkuq | 105p | 100 | 2.44% | 2.392% | 43.59223 |
| U-1 | OPK | 446.830 | 4.11 | - | AAA | - | - | RRR | 93.57% | - | Phigl | Hqcvs | 80g | 80 | 2.24% | 2.192% | 38.24662 |
| J-1 | QBD | 72.330 | 1.40 | - | BBB | - | - | SSS+ | 3.24% | - | Myygs | Cwrcm | 150-155 | 145 | 2.85% | 2.827% | 91.81395 |
| M-2 | YIM | 93.880 | 2.34 | - | PP | - | - | BB+ | 52.67% | - | Lsbku | Cemaw | 95y | 90 | 2.34% | 2.292% | 59.29651 |
Tranche Comments
U-1: First Pay: 2020-02-25; Registration: 144Y/Xwq X;
M-2: First Pay: 2020-02-25; Registration: 144W/Jfi D;
Y-3: First Pay: 2020-02-25; Registration: 144K/Kvh V;
J-1: First Pay: 2020-02-25; Registration: 144U/Gnq G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | QAN | 40.190 | 6.71 | - | CC | - | - | GG+ | 25.43% | - | Rzgrz | Gndrb | - | 120 | - | 2.956% | - |
| E-1 | ANG | 359.780 | 1.39 | - | III | - | - | VVV | 75.90% | - | Xbmeb | Lekvb | - | 100 | - | 2.756% | - |
| Q-1 | KWG | 23.640 | 1.40 | - | OOO | - | - | ZZZ | 3.40% | - | Sosxy | Fokag | - | 170 | - | 3.461% | - |
| J-3 | ETU | 79.130 | 4.96 | - | Y | - | - | X | 90.30% | - | Ynzrk | Nccnq | - | 130 | - | 3.056% | - |
Tranche Comments
E-1: First Pay: 2019-07-02; Registration: 144G Wptr;
J-2: First Pay: 2019-07-02; Registration: 144R Ljcc;
J-3: First Pay: 2019-07-02; Registration: 144D Toaz;
Q-1: First Pay: 2019-07-02; Registration: 144D Zelm;
Pricing Speed
20% VVC tt 30% dycmb-sy dmyy