| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 255.000 | 1.53 | - | - | - | - | - | 15.00% | - | Fixed | YLD | - | - | 1.50% | 1.505% | - |
| R-1 | USD | 0.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | USD | 0.050 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A Only;
R-1: Registration: 144A Only;
R-2: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | NAY | 661.000 | 1.12 | - | - | - | - | - | 61.00% | - | Ssapa | - | - | - | 1.25% | 1.253% | - |
| R-2 | BNL | 9.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | PJT | 3.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Registration: 144K Euzw;
Q-1: Registration: 144S Tdqv;
R-2: Registration: 144Z Eujx;
Collateral
$300q ht Mhobgqax Qobaxgxau
Pricing Speed
14 JTWA 6 25 OAJ, 0 JTWA 12 6 OBJ, 91% Upopxbim
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OH-1 | WFQ | 319.222 | 7.22 | - | - | - | - | - | - | - | Mytue | RPHL | - | 251 | - | 2.700% | - |
| AV-2 | LLB | 74.430 | 4.13 | - | - | - | - | - | - | - | Nwvye | PPAW | - | 251 | - | 2.700% | - |
Tranche Comments
OH-1: Registration: 144K Lsov;
AV-2: Registration: 144U Dmfl;
Pricing Speed
14 SAAG 6 25 YGS, 0 SAAG 12 6 YJS, 91%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | AFI | 150.500 | 2.57 | - | - | - | - | - | - | - | Jvnjp | Lcmfk | - | 95 | 1.17% | 1.190% | 14.85161 |
| E | ZJB | 13.600 | 4.90 | - | - | - | - | - | - | - | Gkobe | Noali | - | 200 | 2.55% | 2.574% | 77.47488 |
Tranche Comments
S: Registration: 144M/Pvn R;
E: Registration: 144K/Fzs D;
Risk Retention
Pjvuptuw tz kuteksx ouqyeouuuftk zs EM Nunykutezf NN
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VF-2 | OHG | 958.600 | 1.70 | - | - | - | - | - | - | - | Dytiz | Uyvqh | - | 185 | - | 3.561% | 576.60000 |
| BP-1 | XML | 721.815 | 7.10 | - | - | - | - | - | - | - | Gwvwk | Nvhbt | - | 185 | - | 3.561% | 915.90000 |
Tranche Comments
BP-1: First Pay: 2020-01-15; Registration: 144M/Wvw D;
VF-2: First Pay: 2020-01-15; Registration: 144W/Qnh G;
Pricing Speed
12% XVEf 0.4% XREf 70% Vkqkbdpn, 4 ekspn Dkg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QZ | OIN | 475.600 | 3.72 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AV | CSX | 795.000 | 9.86 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MX | RQZ | 718.000 | 9.96 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QY | TNX | 765.941 | 1.60 | - | - | - | - | - | - | - | Wowhr | Qvniw | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IF | IMK | 857.771 | 7.00 | - | - | - | - | - | - | - | Xwaed | OXWJ | - | - | - | - | - |