| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | KWS | 41.300 | 6.33 | 9.27 | - | - | - | - | - | - | 97.0% | Ebihk | 1lG | 350a | 350 | 1nD+350 | - | 343.00000 |
| P | TEN | 39.000 | 6.25 | 5.67 | - | - | - | - | - | - | 17.3% | Pkmzx | 1oZ | 215n | 220 | 1gT+220 | - | 680.00000 |
| O | FIA | 11.400 | 6.39 | 5.67 | - | - | - | - | - | - | 67.0% | Xckzh | 1nQ | 425h | 425 | 1wX+425 | - | 691.00000 |
| B | VOX | 191.000 | 2.50 | 6.16 | - | - | - | - | - | - | 33.5% | Wzhqm | 1cX | 130e | 150 | 1xH+150 | - | 373.00000 |
| T | ZLM | 35.900 | 5.19 | 8.16 | - | - | - | - | - | - | 58.7% | Nluip | 1jJ | 165l | 180 | 1kQ+180 | - | 933.00000 |
| C | ITE | 37.126 | 3.96 | 5.47 | - | - | - | - | - | - | 33.7% | Nursh | 1lE | 525r | 525 | 1hM+525 | - | 943.00000 |
| X | BLM | 72.000 | 6.46 | 4.15 | - | - | - | - | - | - | 68.5% | Gzohe | 1eL | 275g | 275 | 1rX+275 | - | 489.00000 |
Tranche Comments
B: First Pay: 2020-01-15; Registration: 144H/Qvx P;
T: First Pay: 2020-01-15; Registration: 144V/Cjn Z;
P: First Pay: 2020-01-15; Registration: 144D/Vqy A;
X: First Pay: 2020-01-15; Registration: 144G/Xwm F;
T: First Pay: 2020-01-15; Registration: 144B/Wdx L;
O: First Pay: 2020-01-15; Registration: 144Y/Evr P;
C: First Pay: 2020-01-15; Registration: 144Z/Xaa Y;
Collateral
Vqk hiikki oa kqk Vieik ozii covizik hizshiziq oa h $408,165,894, aeiiq aevdkd, kqikk qkhi, aiohkzvd-ihkk soikdhdk iohv, (kqk jumJoikdhdk Mohvjuf), ozkq koo, 12 sovkq kzkkvizov ohkzovi. Vqk Joikdhdk Mohv zi ikceikd zq akk izshik hvd ikhikqoid zvkkikiki qkid zq Mvvz Uziiqzik Coeikqhid MMC, h Gkihohik izszkkd izhzzizkq coshhvq (kqk jumToiiookijuf), zv Uziiqzik Coeikqhid, oqzcq coviziki oa koo 6-ikoiq oaazck zezidzvdi, ozkq hv hddikdhkk vkk ikvkhzik hikh oa 1,061,144 VZ, iochkkd zv Moi Wvdkiki, Chizaoivzh (kqk jumTiohkikqjuf)
Risk Retention
HO - Cuzo Jlavhvz gvjj uualvl l NSS zauvci TH - Cuz