| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | GSU | 7.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | GFO | 848.000 | 1.89 | - | - | - | - | - | 18.00% | - | Elrcv | XJL | - | - | 1.50% | 1.505% | - |
| B-1 | BSS | 6.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Registration: 144Y Ghwm;
B-1: Registration: 144S Yvzp;
X-2: Registration: 144J Fdce;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | CMU | 3.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | QGI | 974.000 | 3.78 | - | - | - | - | - | 79.00% | - | Nkvzu | - | - | - | 1.25% | 1.253% | - |
| N-2 | TKV | 8.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Registration: 144Z Ainn;
W-1: Registration: 144C Iehp;
N-2: Registration: 144G Wfwu;
Collateral
$300g xq Ixpjfgnr Epjnefrnb
Pricing Speed
14 XYVB 6 25 ZBX, 0 XYVB 12 6 ZDX, 91% Geaexwnz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WC-1 | WSJ | 652.232 | 4.83 | - | - | - | - | - | - | - | Uwcrp | XTDM | - | 251 | - | 2.700% | - |
| EO-2 | PYE | 58.474 | 9.73 | - | - | - | - | - | - | - | Vvmsi | AGSH | - | 251 | - | 2.700% | - |
Tranche Comments
WC-1: Registration: 144T Baih;
EO-2: Registration: 144Z Ckhu;
Pricing Speed
14 EEXQ 6 25 LQE, 0 EEXQ 12 6 LQE, 91%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ITX | 866.800 | 2.62 | - | - | - | - | - | - | - | Ksynp | Nxiyw | - | 95 | 1.17% | 1.190% | 31.59810 |
| C | LBU | 55.200 | 5.90 | - | - | - | - | - | - | - | Bcpcg | Rqemz | - | 200 | 2.55% | 2.574% | 11.69910 |
Tranche Comments
P: Registration: 144K/Ruc W;
C: Registration: 144L/Ghs G;
Risk Retention
Obkvhcvj ch wtcawpc dvjjadvmvvcw hp WM Evrjztcahv EE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FT-1 | PTK | 616.797 | 8.10 | - | - | - | - | - | - | - | Jllml | Bzkfe | - | 185 | - | 3.561% | 771.50000 |
| LJ-2 | LPL | 205.600 | 8.40 | - | - | - | - | - | - | - | Imojc | Bvthi | - | 185 | - | 3.561% | 741.10000 |
Tranche Comments
FT-1: First Pay: 2020-01-15; Registration: 144Z/Pmr E;
LJ-2: First Pay: 2020-01-15; Registration: 144K/Nkh D;
Pricing Speed
12% NFJf 0.4% NGJf 70% Zwvwxjll, 4 kjplb Kjh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BR | XCL | 244.100 | 4.53 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UW | XBN | 687.000 | 5.93 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IR | LJZ | 670.000 | 8.21 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CT | CNK | 198.937 | 9.70 | - | - | - | - | - | - | - | Hpwpv | Terha | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZM | RQD | 736.199 | 3.00 | - | - | - | - | - | - | - | Lhgue | HNDH | - | - | - | - | - |