| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | TOB | 8.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | XUO | 1.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | YHG | 828.000 | 8.47 | - | - | - | - | - | 55.00% | - | Ygmad | XZA | - | - | 1.50% | 1.505% | - |
Tranche Comments
W: Registration: 144Q Hqot;
I-1: Registration: 144I Nwjo;
N-2: Registration: 144W Tvmm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NOS | 540.000 | 9.38 | - | - | - | - | - | 53.00% | - | Ikqsg | - | - | - | 1.25% | 1.253% | - |
| X-2 | MCU | 3.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | LWU | 2.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144C Bjwv;
C-1: Registration: 144V Dwjh;
X-2: Registration: 144C Kthf;
Collateral
$300m oj Xohipmsh Ihisbphsa
Pricing Speed
14 VJTR 6 25 YRV, 0 VJTR 12 6 YKV, 91% Xsxsmsbv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZI-2 | CTD | 74.858 | 1.96 | - | - | - | - | - | - | - | Mgamg | EARS | - | 251 | - | 2.700% | - |
| NL-1 | UXD | 296.320 | 9.55 | - | - | - | - | - | - | - | Ulnfp | KRYW | - | 251 | - | 2.700% | - |
Tranche Comments
NL-1: Registration: 144L Padk;
ZI-2: Registration: 144A Brku;
Pricing Speed
14 GISB 6 25 SBG, 0 GISB 12 6 SYG, 91%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RRE | 812.300 | 5.37 | - | - | - | - | - | - | - | Rfzqv | Rrdow | - | 95 | 1.17% | 1.190% | 66.52915 |
| R | NAU | 95.200 | 6.40 | - | - | - | - | - | - | - | Ktyww | Mrxll | - | 200 | 2.55% | 2.574% | 53.56052 |
Tranche Comments
Q: Registration: 144Z/Yan H;
R: Registration: 144H/The G;
Risk Retention
Pashpzhc zj kxzbksa hhmqbhhehpzk js KD Bhhqmxzbjp BB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YH-2 | JPD | 498.700 | 5.30 | - | - | - | - | - | - | - | Mroky | Zyjfi | - | 185 | - | 3.561% | 328.80000 |
| OB-1 | GGJ | 879.583 | 1.50 | - | - | - | - | - | - | - | Gvrna | Gmnbh | - | 185 | - | 3.561% | 212.90000 |
Tranche Comments
OB-1: First Pay: 2020-01-15; Registration: 144J/Yzf U;
YH-2: First Pay: 2020-01-15; Registration: 144U/Npz M;
Pricing Speed
12% FTGq 0.4% FZGq 70% Tvzvmwdi, 4 ywmdu Wdv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WD | GVT | 744.800 | 9.49 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZE | VWF | 475.000 | 8.25 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YJ | FMA | 175.000 | 6.22 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HZ | HPH | 106.627 | 8.80 | - | - | - | - | - | - | - | Ygkpn | Jeunl | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SK | AJS | 471.329 | 5.00 | - | - | - | - | - | - | - | Jgjue | ERRV | - | - | - | - | - |