| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | PMD | 70.100 | 6.22 | 2.63 | - | - | - | - | - | - | 42.8% | Fqius | 1zT | 165f | 180 | 1vU+180 | - | 341.00000 |
| N | FHW | 97.127 | 6.58 | 5.59 | - | - | - | - | - | - | 40.7% | Ivrnx | 1dL | 525d | 525 | 1dH+525 | - | 126.00000 |
| L | FJI | 126.000 | 9.20 | 6.97 | - | - | - | - | - | - | 79.1% | Ozlfg | 1wP | 130g | 150 | 1hA+150 | - | 832.00000 |
| F | WPP | 20.000 | 1.54 | 2.20 | - | - | - | - | - | - | 19.5% | Imizn | 1fP | 215u | 220 | 1bU+220 | - | 416.00000 |
| E | YOT | 57.000 | 2.42 | 3.17 | - | - | - | - | - | - | 41.1% | Ppccm | 1nS | 275u | 275 | 1gP+275 | - | 565.00000 |
| X | HBA | 52.200 | 7.66 | 3.20 | - | - | - | - | - | - | 14.0% | Kzteg | 1fH | 350f | 350 | 1cC+350 | - | 819.00000 |
| U | QMG | 54.300 | 8.82 | 2.47 | - | - | - | - | - | - | 92.0% | Xsjjs | 1mY | 425g | 425 | 1uZ+425 | - | 830.00000 |
Tranche Comments
L: First Pay: 2020-01-15; Registration: 144N/Lze G;
F: First Pay: 2020-01-15; Registration: 144N/Ddm R;
F: First Pay: 2020-01-15; Registration: 144U/Zqz P;
E: First Pay: 2020-01-15; Registration: 144C/Tdx T;
X: First Pay: 2020-01-15; Registration: 144N/Yaq V;
U: First Pay: 2020-01-15; Registration: 144A/Fxn R;
N: First Pay: 2020-01-15; Registration: 144U/Rna G;
Collateral
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Risk Retention
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