| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NOA | 58.300 | 7.69 | - | QQ+ | ZZ | - | - | - | - | Lnzhr | Rzzdh | 50f | 47 | 2.05% | 2.063% | 94.59762 |
| A1 | EUL | 983.000 | 2.36 | - | M-1+ | D1+ | - | - | - | - | Qgyvn | HxjQ | -6 - -7 | -8 | 1.73% | 1.728% | 479.00000 |
| T4 | VAP | 31.000 | 9.31 | - | WWW | QQQ | - | - | - | - | Hwiym | Bjuwg | 34-36 | 30 | 1.88% | 1.897% | 43.58536 |
| D2 | OZY | 230.000 | 8.90 | - | TTT | JJJ | - | - | - | - | Vzfuv | XQCT | 17-19 | 14 | 1.80% | 1.812% | 35.73512 |
| C3 | YNT | 832.000 | 2.25 | - | RRR | RRR | - | - | - | - | Oonhe | LRHK | 28-30 | 25 | 1.85% | 1.860% | 67.11823 |
| D | ERE | 24.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2020-02-18; Registration: Jaurpwamar;
D2: First Pay: 2020-02-18; Registration: Tvjabmvxvq;
C3: First Pay: 2020-02-18; Registration: Exbmwqxexw;
T4: First Pay: 2020-02-18; Registration: Pzgujizpzz;
T: First Pay: 2020-02-18; Registration: Cbnfegbhbt;
D: First Pay: 2020-02-18; Registration: Havsilasad;
Deal Comments
Djbiay-Khiab Eyxjaw QVJ(abj), QND, HCD. Nxaaiay Khiab-Eyxjaw QDQ, JDC.