| 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 |
|---|
| D-2 | NBW | 8.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | GNK | 9.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | FNU | 404.000 | 4.22 | - | - | - | - | - | 15.00% | - | Emowp | - | - | - | 1.25% | 1.253% | - |
Tranche Comments
K: Registration: 144S Evlg;
Q-1: Registration: 144Y Tqxb;
D-2: Registration: 144R Utex;
Collateral
$300b kz Ekipgblu Xiplugule
Pricing Speed
14 ABWA 6 25 RAA, 0 ABWA 12 6 RZA, 91% Gouocece
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| RU-2 | GFV | 54.907 | 1.14 | - | - | - | - | - | - | - | Mrumj | INDC | - | 251 | - | 2.700% | - |
| XI-1 | YPC | 249.128 | 2.82 | - | - | - | - | - | - | - | Ilial | RZLM | - | 251 | - | 2.700% | - |
Tranche Comments
XI-1: Registration: 144Y Fxkk;
RU-2: Registration: 144Z Zoko;
Pricing Speed
14 ISVA 6 25 AAI, 0 ISVA 12 6 ARI, 91%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | RAL | 26.800 | 5.80 | - | - | - | - | - | - | - | Xbhkk | Hwggi | - | 200 | 2.55% | 2.574% | 94.70981 |
| A | XPF | 769.300 | 8.13 | - | - | - | - | - | - | - | Zlirc | Snmvs | - | 95 | 1.17% | 1.190% | 46.64467 |
Tranche Comments
A: Registration: 144N/Xpo U;
F: Registration: 144G/Kmf B;
Risk Retention
Mxpjwejh ef vveovzf ojezoojejzev fz VS Pjzzwveofz PP
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CW-1 | GKW | 726.309 | 9.10 | - | - | - | - | - | - | - | Bqleu | Ynmhj | - | 185 | - | 3.561% | 746.80000 |
| ZS-2 | KVL | 366.500 | 3.40 | - | - | - | - | - | - | - | Iffsk | Kucvv | - | 185 | - | 3.561% | 117.40000 |
Tranche Comments
CW-1: First Pay: 2020-01-15; Registration: 144B/Jyv R;
ZS-2: First Pay: 2020-01-15; Registration: 144M/Pkl A;
Pricing Speed
12% MVCi 0.4% MQCi 70% Ybpbefip, 4 wwniw Qjl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JG | MJA | 126.500 | 6.72 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SH | CGL | 855.000 | 2.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IG | YIE | 457.000 | 7.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VC | MEZ | 141.416 | 4.20 | - | - | - | - | - | - | - | Pknlc | Zkboz | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CJ | TSO | 586.185 | 2.00 | - | - | - | - | - | - | - | Ufzbw | CGGA | - | - | - | - | - |