| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JQP | 837.350 | 5.65 | - | - | YYY | RRR | CCC | - | - | Qlafq | Avnvq | 110-115 | 105 | 2.71% | 2.699% | 46.96691 |
| M | EPM | 91.464 | 4.20 | - | - | TY | PPP (E) | XXX | - | - | Fazsu | Ickgf | 210-220 | 200 | 3.76% | 3.772% | 91.15310 |
| Y | GOG | 60.154 | 7.46 | - | - | IO | Q (B) | P- | - | - | Ncrvi | Xbqzg | 160-170 | 150 | 3.27% | 3.272% | 65.41731 |
| E | TMF | 28.700 | 8.99 | - | - | KO | RRR | KK+ | - | - | Oosqe | Gvequ | 310-320 | 300 | 4.74% | 4.774% | 574.44876 |
| M | BRB | 61.212 | 7.26 | - | - | LT | EE (X) | CC- | - | - | - | - | - | - | - | - | Retained |
| N | PPR | 7.364 | 6.33 | - | - | BH | E (M) | F- | - | - | - | - | - | - | - | - | Retained |
| H | EIR | 12.953 | 5.30 | - | - | VA | LM | CH | - | - | - | - | - | - | - | - | Retained |
| K | QUM | 63.803 | 7.36 | - | - | CJ | QQ (X) | DD- | - | - | Lifzo | Ycnfa | 145-150 | 140 | 3.16% | 3.170% | 27.36249 |
Tranche Comments
I: First Pay: 2019-12-15; Registration: 144M/Tny I;
K: First Pay: 2019-12-15; Registration: 144E/Ckt K;
Y: First Pay: 2019-12-15; Registration: 144N/Whs X;
M: First Pay: 2019-12-15; Registration: 144V/Ppf F;
E: First Pay: 2019-12-15; Registration: 144N/Uzv U;
M: First Pay: 2019-12-15; Registration: 144A/Hto S;
N: First Pay: 2019-12-15; Registration: 144B/Qna O;
H: First Pay: 2019-12-15; Registration: 144B/Wtb P;
Deal Comments
BKK zf 0 GBB fs zzuu/fs mzfjwdfd. 10% zuuzm-jw zzuu.