| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EYR | XJF | 48.000 | 1.10 | - | - | - | GGG | UUU | TTT | - | - | Dwyavtah | 3mPx | - | 125 | 3uT+125 | - | 919.00000 |
| E2 | BNN | 95.400 | 3.80 | - | - | - | EE+ | OOO | FFF | - | - | Albkwtir | 3yXb | - | 153 | 3zX+153 | - | 416.00000 |
| M | NCY | 65.500 | 2.10 | - | - | - | O- | H (W) | G | - | - | Wypzbzdg | 3cFo | - | 225 | 3oW+225 | - | 708.00000 |
| Z | VEO | 48.400 | 9.70 | - | - | - | RRR | TTT | SSS | - | - | Evmowpid | 3jWu | - | 255 | 3lY+255 | - | 770.00000 |
| H | EGH | 56.000 | 1.50 | - | - | - | S | E (T) | WW- | - | - | Gqzdmeyh | 3gKv | - | 445 | 3cM+445 | - | 616.00000 |
| C | DIS | 15.100 | 4.30 | - | - | - | BB | OO (S) | QQ- | - | - | Eqzrfmrq | 3eOt | - | 335 | 3jI+335 | - | 899.00000 |
| V | YLO | 6.300 | 6.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M1 | TCJ | 198.600 | 5.30 | - | - | - | III | QQQ | OOO | - | - | Lmzrdhmt | 3oMy | - | 100 | 3wA+100 | - | 328.00000 |
| C | MIW | 42.400 | 4.20 | - | - | - | SS- | JJ (I) | YY | - | - | Saopduea | 3xBu | - | 180 | 3kV+180 | - | 419.00000 |
Tranche Comments
EYR: First Pay: 2020-02-19; Registration: 144O/Ltk E;
M1: First Pay: 2020-02-19; Registration: 144Z/Pcj H;
E2: First Pay: 2020-02-19; Registration: 144Q/Nxl I;
C: First Pay: 2020-02-19; Registration: 144U/Bwb F;
M: First Pay: 2020-02-19; Registration: 144O/Uas X;
Z: First Pay: 2020-02-19; Registration: 144Q/Ucs G;
C: First Pay: 2020-02-19; Registration: 144Q/Mil H;
H: First Pay: 2020-02-19; Registration: 144P/Kfk Q;
V: First Pay: 2020-02-19; Registration: 144I/Apm V;
Originator(s)
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Risk Retention
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