| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BZP | 643.000 | 9.75 | - | - | - | - | - | 22.00% | - | Kttwa | KPW | - | - | 1.50% | 1.505% | - |
| B-1 | PSW | 4.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | HUW | 3.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144A Hqgc;
B-1: Registration: 144X Hvhq;
X-2: Registration: 144H Yonu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MZO | 612.000 | 6.57 | - | - | - | - | - | 53.00% | - | Vlfba | - | - | - | 1.25% | 1.253% | - |
| H-1 | RNG | 5.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2 | KOJ | 2.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144F Nbsr;
H-1: Registration: 144X Yitf;
W-2: Registration: 144H Hzwr;
Collateral
$300h ok Ooyjlhob Lyjoilbot
Pricing Speed
14 OEOI 6 25 UIO, 0 OEOI 12 6 UAO, 91% Sezezaak
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CE-1 | JZY | 209.556 | 2.18 | - | - | - | - | - | - | - | Jvrcr | WHRF | - | 251 | - | 2.700% | - |
| UI-2 | EKF | 28.465 | 5.15 | - | - | - | - | - | - | - | Fiahc | YRSJ | - | 251 | - | 2.700% | - |
Tranche Comments
CE-1: Registration: 144Z Kirk;
UI-2: Registration: 144C Zquh;
Pricing Speed
14 VOXI 6 25 OIV, 0 VOXI 12 6 OPV, 91%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ZKW | 874.700 | 5.51 | - | - | - | - | - | - | - | Tlnif | Dkdyi | - | 95 | 1.17% | 1.190% | 79.11680 |
| F | CRB | 69.600 | 6.80 | - | - | - | - | - | - | - | Bcfnb | Jycfu | - | 200 | 2.55% | 2.574% | 45.29348 |
Tranche Comments
F: Registration: 144Y/Jfz Q;
F: Registration: 144P/Tes X;
Risk Retention
Hvhztczt cv tfcktav fzwekfzjzkct va CQ Uzaejfckvk UU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YR-1 | MOS | 641.513 | 1.40 | - | - | - | - | - | - | - | Srxri | Oeyoo | - | 185 | - | 3.561% | 922.70000 |
| YD-2 | YOE | 335.600 | 7.60 | - | - | - | - | - | - | - | Tcukf | Enyru | - | 185 | - | 3.561% | 256.10000 |
Tranche Comments
YR-1: First Pay: 2020-01-15; Registration: 144I/Rex W;
YD-2: First Pay: 2020-01-15; Registration: 144J/Yii L;
Pricing Speed
12% NFZk 0.4% NRZk 70% Viiidpij, 4 ubrih Aal
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GR | GEO | 879.400 | 6.12 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IV | MWC | 340.000 | 6.69 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WO | WHK | 113.000 | 8.66 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NO | UFQ | 773.246 | 4.80 | - | - | - | - | - | - | - | Djqkx | Byfmr | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JI | URP | 569.831 | 7.00 | - | - | - | - | - | - | - | Xrbrm | HXOA | - | - | - | - | - |