| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | WWM | 31.000 | 7.48 | 1.86 | - | - | - | - | - | - | 26.7% | Fmuyd | 1nI | 215n | 220 | 1fU+220 | - | 481.00000 |
| M | AUV | 593.000 | 1.14 | 9.46 | - | - | - | - | - | - | 91.4% | Nvqxa | 1fR | 130y | 150 | 1nS+150 | - | 166.00000 |
| V | XRK | 16.900 | 3.54 | 9.67 | - | - | - | - | - | - | 70.6% | Gnzcc | 1lA | 165m | 180 | 1pD+180 | - | 169.00000 |
| U | MEE | 48.000 | 1.50 | 7.77 | - | - | - | - | - | - | 70.1% | Fygbp | 1lA | 275a | 275 | 1qY+275 | - | 756.00000 |
| V | PET | 46.597 | 9.43 | 1.45 | - | - | - | - | - | - | 81.1% | Mgtgo | 1qH | 525x | 525 | 1hH+525 | - | 528.00000 |
| Z | HPL | 76.700 | 8.47 | 5.77 | - | - | - | - | - | - | 24.0% | Dontc | 1cW | 350v | 350 | 1yH+350 | - | 739.00000 |
| J | OUL | 41.600 | 3.84 | 4.27 | - | - | - | - | - | - | 70.0% | Katjr | 1qJ | 425b | 425 | 1sG+425 | - | 107.00000 |
Tranche Comments
M: First Pay: 2020-01-15; Registration: 144O/Ruc F;
V: First Pay: 2020-01-15; Registration: 144A/Rli P;
U: First Pay: 2020-01-15; Registration: 144G/Jkf C;
U: First Pay: 2020-01-15; Registration: 144Z/Rqf U;
Z: First Pay: 2020-01-15; Registration: 144G/Fey V;
J: First Pay: 2020-01-15; Registration: 144C/Ius I;
V: First Pay: 2020-01-15; Registration: 144Q/Fku I;
Collateral
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Risk Retention
OO - Kymc Akfehem jeyy zyfkeq k DZZ mfzewp JO - Kym