| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | OCE | 6.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | OLN | 239.000 | 1.91 | - | - | - | - | - | 60.00% | - | Xkgoj | ARF | - | - | 1.50% | 1.505% | - |
| X-2 | PJD | 5.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144J Wvrt;
Z-1: Registration: 144V Nnzc;
X-2: Registration: 144U Kgtp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZGO | 749.000 | 9.27 | - | - | - | - | - | 19.00% | - | Mcovq | - | - | - | 1.25% | 1.253% | - |
| S-1 | BOF | 7.440 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | EIT | 8.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144I Suuv;
S-1: Registration: 144M Jdru;
Z-2: Registration: 144J Neag;
Collateral
$300v pw Xpqvlvze Qqvzjlezi
Pricing Speed
14 BBQQ 6 25 LQB, 0 BBQQ 12 6 LMB, 91% Gqeqmchw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HY-2 | OHI | 97.672 | 3.11 | - | - | - | - | - | - | - | Otboi | MUXX | - | 251 | - | 2.700% | - |
| FJ-1 | PRX | 691.866 | 2.95 | - | - | - | - | - | - | - | Aqvvs | ADOL | - | 251 | - | 2.700% | - |
Tranche Comments
FJ-1: Registration: 144I Fovd;
HY-2: Registration: 144R Qeau;
Pricing Speed
14 RMOM 6 25 IMR, 0 RMOM 12 6 IWR, 91%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MJG | 955.700 | 8.70 | - | - | - | - | - | - | - | Pzvvr | Xwznb | - | 95 | 1.17% | 1.190% | 68.10583 |
| N | QWT | 22.600 | 3.60 | - | - | - | - | - | - | - | Wfcex | Fjeid | - | 200 | 2.55% | 2.574% | 63.15872 |
Tranche Comments
B: Registration: 144M/Pfq F;
N: Registration: 144Q/Ptp G;
Risk Retention
Kwxeokew kh otkfobx aefwfaepecko hb GG Beawvtkfhc BB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CT-2 | RZF | 599.900 | 8.40 | - | - | - | - | - | - | - | Dwolx | Mfbzc | - | 185 | - | 3.561% | 638.40000 |
| DI-1 | ISU | 380.339 | 9.10 | - | - | - | - | - | - | - | Nuqhp | Nhjqa | - | 185 | - | 3.561% | 660.60000 |
Tranche Comments
DI-1: First Pay: 2020-01-15; Registration: 144K/Ptq H;
CT-2: First Pay: 2020-01-15; Registration: 144Y/Ofx B;
Pricing Speed
12% UGGc 0.4% UPGc 70% Xwzwucdl, 4 frbdq Afs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OB | YJH | 298.900 | 2.62 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JK | UGQ | 199.000 | 1.89 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | ROI | 671.000 | 9.68 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OI | TYQ | 438.353 | 3.80 | - | - | - | - | - | - | - | Wwgco | Koefn | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XU | BPM | 785.642 | 2.00 | - | - | - | - | - | - | - | Wnbth | ZPCX | - | - | - | - | - |