| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | IYY | 59.000 | 5.36 | 4.37 | - | - | - | - | - | - | 36.6% | Ywrkn | 1vO | 215e | 220 | 1eT+220 | - | 800.00000 |
| M | XIF | 495.000 | 2.51 | 3.11 | - | - | - | - | - | - | 86.5% | Wyhtk | 1cW | 130s | 150 | 1zA+150 | - | 858.00000 |
| B | AEE | 49.100 | 6.36 | 1.85 | - | - | - | - | - | - | 64.6% | Yjptq | 1yD | 165h | 180 | 1nP+180 | - | 688.00000 |
| M | GQY | 46.900 | 4.75 | 6.24 | - | - | - | - | - | - | 65.0% | Bfwky | 1fV | 350m | 350 | 1jM+350 | - | 322.00000 |
| R | IIN | 56.900 | 1.82 | 5.61 | - | - | - | - | - | - | 34.0% | Ohuzo | 1jP | 425q | 425 | 1lS+425 | - | 671.00000 |
| L | CFH | 98.203 | 3.19 | 7.14 | - | - | - | - | - | - | 82.8% | Unszf | 1gO | 525e | 525 | 1bT+525 | - | 914.00000 |
| S | RJW | 50.000 | 6.28 | 6.56 | - | - | - | - | - | - | 12.7% | Xgtlv | 1oM | 275t | 275 | 1nG+275 | - | 181.00000 |
Tranche Comments
M: First Pay: 2020-01-15; Registration: 144N/Cbh M;
B: First Pay: 2020-01-15; Registration: 144T/Zpv U;
A: First Pay: 2020-01-15; Registration: 144D/Wws I;
S: First Pay: 2020-01-15; Registration: 144D/Laq W;
M: First Pay: 2020-01-15; Registration: 144J/Rwh Y;
R: First Pay: 2020-01-15; Registration: 144H/Glo J;
L: First Pay: 2020-01-15; Registration: 144Y/Dip Q;
Collateral
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Risk Retention
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