| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | EQZ | 5.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2 | MFI | 3.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | FTV | 245.000 | 9.42 | - | - | - | - | - | 32.00% | - | Hlpuc | XZE | - | - | 1.50% | 1.505% | - |
Tranche Comments
L: Registration: 144Q Pfnv;
U-1: Registration: 144V Jbgs;
Q-2: Registration: 144M Qzbc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | BTI | 1.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | XAQ | 139.000 | 5.80 | - | - | - | - | - | 82.00% | - | Dhlxj | - | - | - | 1.25% | 1.253% | - |
| U-1 | XPJ | 8.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Registration: 144A Ojub;
U-1: Registration: 144N Gzin;
A-2: Registration: 144Z Tngs;
Collateral
$300m hm Zhjqsmhq Jjqhwsqhp
Pricing Speed
14 FARP 6 25 YPF, 0 FARP 12 6 YHF, 91% Cjajzbvg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FA-2 | TBH | 10.749 | 2.62 | - | - | - | - | - | - | - | Twloq | NIGD | - | 251 | - | 2.700% | - |
| RD-1 | LXD | 618.861 | 7.48 | - | - | - | - | - | - | - | Elhvc | YLDF | - | 251 | - | 2.700% | - |
Tranche Comments
RD-1: Registration: 144V Mcwf;
FA-2: Registration: 144K Raty;
Pricing Speed
14 YESX 6 25 RXY, 0 YESX 12 6 RPY, 91%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HPQ | 374.500 | 2.99 | - | - | - | - | - | - | - | Rczzu | Bclbh | - | 95 | 1.17% | 1.190% | 23.50253 |
| F | ILA | 70.800 | 3.10 | - | - | - | - | - | - | - | Lafri | Gmewu | - | 200 | 2.55% | 2.574% | 19.78220 |
Tranche Comments
W: Registration: 144T/Hlc B;
F: Registration: 144Q/Oqs C;
Risk Retention
Lwzoxtoq td tvtitzi dojoidoaojtt dz JT Ooqoqvtidj OO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YC-1 | EEK | 290.552 | 2.20 | - | - | - | - | - | - | - | Ufbjm | Nrthw | - | 185 | - | 3.561% | 288.40000 |
| JV-2 | YSR | 446.100 | 7.30 | - | - | - | - | - | - | - | Cspvy | Zqzpp | - | 185 | - | 3.561% | 129.20000 |
Tranche Comments
YC-1: First Pay: 2020-01-15; Registration: 144I/Dty N;
JV-2: First Pay: 2020-01-15; Registration: 144A/Baz N;
Pricing Speed
12% TKNe 0.4% TYNe 70% Suhubelf, 4 horlv Whz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GP | XCS | 772.300 | 7.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CL | APV | 637.000 | 5.81 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EC | ELX | 822.000 | 9.65 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IV | AEC | 547.369 | 2.80 | - | - | - | - | - | - | - | Jmxqs | Hlhic | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GJ | MHU | 873.845 | 1.00 | - | - | - | - | - | - | - | Uctnq | YTEI | - | - | - | - | - |