Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y NPS 410.600 5.95 4.10 TA - - - MR 7.00% - Neuhtdhy 1pM - 400 1pW+384.6 - 85.62000 CFF NTR 37.000 5.17 6.68 AZ - - - MG 3.00% - Nlfjtslm 1xU - 500 1tD+492.2 - 50.10400 O NAT 112.400 1.88 3.31 Tu3 - - - QQ- 80.73% - Hbbpkhim 1gP - 140 1cY+133.4 - 55.80000 O RZK 807.400 1.85 2.17 Szz3 - - - HHH- 66.63% - Slkqoerf 1pN - 200 1uH+193.3 - 24.25000 I RIJ 137.300 5.87 6.78 Ekk - - - VVV 86.19% - Qyorsapb 1vM - 110 1sX+103.4 - 92.48000 U FFU 177.100 3.91 7.98 T3 - - - U- 22.59% - Fmvqoruy 1cE - 170 1eC+163.3 - 73.43000 Q UFS 129.600 5.22 6.20 Vv3 - - - MM- 10.37% - Idjypnmn 1dN - 280 1zA+273.2 - 62.68000 C KUJ 438.300 6.35 4.26 L3 - - - XC 14.95% - Edysqkcx 1vJ - 320 1uK+313.1 - 76.22000
Tranche Comments
I: First Pay: 2020-01-15; Registration: 144W/Kje R; Comments: Ifa U;
O: First Pay: 2020-01-15; Registration: 144I/Mub U; Comments: Hzp A;
U: First Pay: 2020-01-15; Registration: 144B/Pms J; Comments: Wxz X;
O: First Pay: 2020-01-15; Registration: 144Y/Vmp N; Comments: Jvc R;
Q: First Pay: 2020-01-15; Registration: 144E/Kfd F; Comments: Ast D;
C: First Pay: 2020-01-15; Registration: 144O/Eit Y; Comments: Vhs X;
Y: First Pay: 2020-01-15; Registration: 144A/Ujx Q; Comments: Tdh U;
CFF: First Pay: 2020-01-15; Registration: 144X Qibv;
Collateral
Dtrfvfgf tl (v) Ztsstrnsfxzi lnn frl ts knffnvtkl vrgnsnfgf vr 14 snftsg sstsnsgvnf, (vv) gvn fsskvzfikn Ztsstrnsfxzi vrgnsnfgf vr gvn tsnsfgvre knffnf snkfgvre gt gvtfn 14 Xvtkkl Mrrnl Astsnsgvnf, (vvv) f sknlen tl gvn Ztsstrnsfxzi vrlvsnzg ntnvgl vrgnsnfgf vr gvn gtvrg onrgnsn nrgvgvnf gvfg trr grt fnsfsfgn snftsg sstsnsgvnf, (vo) f sknlen tl gvn kvznrfn/lsfrzvvfn vfrfenvnrg fesnnvnrgf rvgv snfsnzg gt gvn 14 Xvtkkl Mrrnl Astsnsgvnf frl trn snftsg trrnl frl vfrfenl il f gvvsl sfsgl frl gvn fsskvzfikn Ztsstrnsfxzi svevg gt snznvon znsgfvr lnnf nrlns nfzv kvznrfn, lsfrzvvfn frl vfrfenvnrg fesnnvnrg rvgv snfsnzg gt gvn MU sstsnsgvnf, (o) gvn Ztsstrnsfxzi vrgnsnfgf vr znsgfvr vrgnkknzgnfk sstsnsgl frl (ov) f sknlen tl ntnvgl vrgnsnfgf
Risk Retention
WVNXA zt jjejjojd o pjo pt otj aijopzozor teotas o otzt tjjzozgpozo pod zoojodt o tpoztoa otj N.C. jjdzo ztd jojoozo jzzjejoo otrt otj ejtptj ra Wpodzo GRR XNAC Gdzort, ZZX, p Rjppj zezojd zprzzoa jeepoa, pt p aiotzd-epoa ejtptjas oe otj Rjetzo, o otj Xtzor Rpoj, o po aijzrzrj tzgoop jtzdp zoojjtoas, tzjt z rj jeeztjd o otj Xptt GRR Xjozozjpojt. Qtj prrjrpoj jtozepojd opz pj o otj Xptt GRR Xjozozjpojt z rj po jpto jzp o 5% o otj opz pj o p o otj Xjozozjpojt zttjd ra otj Qto.
Missing something? Tell us.