| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 281.867 | 3.41 | - | - | - | - | AAA | AAA | 36.25% | - | Fixed | Swaps | - | 153 | 3.10% | 3.123% | 99.99726 |
| A2 | USD | 14.370 | 8.05 | - | - | - | - | AAA | NR | 33.00% | - | Fixed | Swaps | - | 173 | 3.37% | 3.390% | 99.99789 |
| M1 | USD | 10.391 | 8.58 | - | - | - | - | AA | NR | 30.65% | - | Fixed | Swaps | - | 200 | 3.65% | 3.674% | 99.99863 |
| M2 | USD | 12.822 | 9.13 | - | - | - | - | A | NR | 27.75% | - | Fixed | Swaps | - | 230 | 3.96% | 3.988% | 99.99801 |
| M3 | USD | 22.107 | 10.07 | - | - | - | - | BBB | NR | 22.75% | - | Fixed | Swaps | - | 250 | 4.18% | 4.215% | 99.99629 |
| B1 | USD | 51.289 | 12.82 | - | - | - | - | BB | NR | 11.15% | - | Fixed | Swaps | - | 260 | 4.34% | 4.375% | 99.99368 |
| B2 | USD | 9.285 | 16.02 | - | - | - | - | B | NR | 9.05% | - | Fixed | Swaps | - | 350 | 5.27% | 5.327% | 99.99114 |
Tranche Comments
A1: First Pay: 2020-01-28; Registration: 144A/Reg S;
A2: First Pay: 2020-01-28; Registration: 144A/Reg S;
M1: First Pay: 2020-01-28; Registration: 144A/Reg S;
M2: First Pay: 2020-01-28; Registration: 144A/Reg S;
M3: First Pay: 2020-01-28; Registration: 144A/Reg S;
B1: First Pay: 2020-01-28; Registration: 144A/Reg S;
B2: First Pay: 2020-01-28; Registration: 144A/Reg S;
Originator(s)
Silver Hill Funding LLC