| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | CAN | 678.000 | 3.84 | Lhh | WWW | - | - | - | - | - | Zujaf | UVDT | 28-30 | 25 | 1.84% | 1.851% | 77.21140 |
| C-1 | UAS | 263.000 | 7.79 | U-1 | R-1+ | - | - | - | - | - | Ehkak | PmbN | -6 - -7 | -8 | 1.72% | 1.722% | 389.00000 |
| D-4 | OLG | 706.400 | 3.17 | Abb | PPP | - | - | - | - | - | Dmpoy | Lcqqb | 34-36 | 30 | 1.88% | 1.889% | 42.77362 |
| G-2m | WYC | 243.000 | 2.80 | Ymm | OOO | - | - | - | - | - | Tzqpx | GPQT | 17-19 | 13 | 1.80% | 1.812% | 61.98826 |
| E-2r | AZL | 16.000 | 2.30 | Vbb | NNN | - | - | - | - | - | Pcelfzwo | 1oL | 17-19 | 13 | 1tU+13 | - | 945.00000 |
Tranche Comments
C-1: First Pay: 2020-02-18; Registration: Eznhhwzvzy;
G-2m: First Pay: 2020-02-18; Registration: Lavccmaeay;
E-2r: First Pay: 2020-02-18; Registration: Gzeihpzcza;
D-3: First Pay: 2020-02-18; Registration: Olzvjgltla;
D-4: First Pay: 2020-02-18; Registration: Zzfyzfzqzu;