| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | HVM | 4.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | RKB | 1.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | KJR | 323.000 | 5.30 | - | - | - | - | - | 89.00% | - | Oixkv | NOJ | - | - | 1.50% | 1.505% | - |
Tranche Comments
V: Registration: 144H Mtpk;
J-1: Registration: 144M Vvwd;
K-2: Registration: 144F Zrsf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VSW | 117.000 | 9.14 | - | - | - | - | - | 35.00% | - | Jiuws | - | - | - | 1.25% | 1.253% | - |
| W-2 | TAI | 5.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | IVD | 3.320 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Registration: 144X Aezw;
W-1: Registration: 144B Dzry;
W-2: Registration: 144L Vjwv;
Collateral
$300h ti Ktqfqhmp Eqfmvqpmo
Pricing Speed
14 QNRU 6 25 CUQ, 0 QNRU 12 6 COQ, 91% Vjcjjuux
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HS-1 | PIL | 282.658 | 2.95 | - | - | - | - | - | - | - | Yayji | PUIG | - | 251 | - | 2.700% | - |
| IR-2 | VHY | 35.576 | 6.33 | - | - | - | - | - | - | - | Lstbq | RJRZ | - | 251 | - | 2.700% | - |
Tranche Comments
HS-1: Registration: 144B Juwh;
IR-2: Registration: 144I Uhcv;
Pricing Speed
14 YHRQ 6 25 EQY, 0 YHRQ 12 6 EKY, 91%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | KNR | 86.900 | 4.40 | - | - | - | - | - | - | - | Ivgly | Yfaci | - | 200 | 2.55% | 2.574% | 39.88763 |
| J | XTC | 279.900 | 7.36 | - | - | - | - | - | - | - | Fpujv | Thoxc | - | 95 | 1.17% | 1.190% | 56.83013 |
Tranche Comments
J: Registration: 144V/Wmx T;
J: Registration: 144C/Prw R;
Risk Retention
Ozbpatpv te kwtskvk apscsapopdtk ev MW Ipschwtsed II
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AO-2 | AHD | 564.500 | 2.40 | - | - | - | - | - | - | - | Zgxfn | Mfrjp | - | 185 | - | 3.561% | 884.60000 |
| SD-1 | NTC | 860.290 | 5.60 | - | - | - | - | - | - | - | Sprrr | Qjhiv | - | 185 | - | 3.561% | 542.70000 |
Tranche Comments
SD-1: First Pay: 2020-01-15; Registration: 144F/Apv Z;
AO-2: First Pay: 2020-01-15; Registration: 144J/Bwf T;
Pricing Speed
12% EUVz 0.4% EWVz 70% Oslsuczx, 4 ikvzy Lrf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LS | CKD | 190.900 | 1.72 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KU | MHK | 584.000 | 1.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IJ | MEL | 117.000 | 5.97 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DU | AMB | 801.975 | 8.40 | - | - | - | - | - | - | - | Acmbf | Gntcg | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| RR | HUP | 147.916 | 9.00 | - | - | - | - | - | - | - | Cawlw | QZTE | - | - | - | - | - |