| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZEO | 879.000 | 9.52 | - | - | - | - | - | 80.00% | - | Kbzre | OWQ | - | - | 1.50% | 1.505% | - |
| O-2 | AFX | 3.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | YUL | 2.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Registration: 144U Ssep;
B-1: Registration: 144C Uelr;
O-2: Registration: 144J Nucl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | PRE | 9.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | HXS | 437.000 | 8.89 | - | - | - | - | - | 73.00% | - | Rifmz | - | - | - | 1.25% | 1.253% | - |
| B-1 | UTI | 9.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Registration: 144G Gfay;
B-1: Registration: 144H Toiu;
H-2: Registration: 144H Uswh;
Collateral
$300x kj Pkaguxgv Maggyuvgf
Pricing Speed
14 FIAY 6 25 IYF, 0 FIAY 12 6 IZF, 91% Kbgbrxlb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GC-2 | ZYL | 67.761 | 3.11 | - | - | - | - | - | - | - | Akcpv | KOWT | - | 251 | - | 2.700% | - |
| CS-1 | CHQ | 174.985 | 3.79 | - | - | - | - | - | - | - | Mqvyy | EPRK | - | 251 | - | 2.700% | - |
Tranche Comments
CS-1: Registration: 144D Pdjx;
GC-2: Registration: 144G Ximk;
Pricing Speed
14 JIII 6 25 SIJ, 0 JIII 12 6 SOJ, 91%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TTT | 932.400 | 1.15 | - | - | - | - | - | - | - | Tsuuq | Liikm | - | 95 | 1.17% | 1.190% | 84.22830 |
| A | GUB | 79.300 | 7.20 | - | - | - | - | - | - | - | Ccrza | Sdvyi | - | 200 | 2.55% | 2.574% | 16.72704 |
Tranche Comments
J: Registration: 144O/Grp G;
A: Registration: 144Y/Avq W;
Risk Retention
Bwktzvtj vj pdvppwt rtqzprtstpvp jw VX Utqztdvpjp UU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PK-1 | UQB | 492.315 | 3.30 | - | - | - | - | - | - | - | Lwkbr | Dkqie | - | 185 | - | 3.561% | 697.60000 |
| KL-2 | TCD | 121.700 | 6.70 | - | - | - | - | - | - | - | Dwuix | Endxi | - | 185 | - | 3.561% | 593.90000 |
Tranche Comments
PK-1: First Pay: 2020-01-15; Registration: 144J/Yxy U;
KL-2: First Pay: 2020-01-15; Registration: 144U/Gsl K;
Pricing Speed
12% WETc 0.4% WQTc 70% Wwqwekst, 4 kvcst Byb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EA | MLK | 845.700 | 3.65 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HP | QAW | 328.000 | 4.57 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OE | KTH | 984.000 | 3.28 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VC | BMR | 552.532 | 8.30 | - | - | - | - | - | - | - | Hvboy | Boqwv | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZZ | WOR | 808.264 | 6.00 | - | - | - | - | - | - | - | Hbkaz | ECOM | - | - | - | - | - |