| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P3 | CZX | 746.000 | 6.30 | - | KKK | OOO | - | - | - | - | Vkahp | PVLX | 28-30 | 25 | 1.85% | 1.860% | 64.85960 |
| K4 | LUS | 21.000 | 4.67 | - | XXX | MMM | - | - | - | - | Qzgsx | Gfglv | 34-36 | 30 | 1.88% | 1.897% | 37.92603 |
| H1 | VEF | 242.000 | 5.85 | - | A-1+ | Q1+ | - | - | - | - | Rvfps | QpbV | -6 - -7 | -8 | 1.73% | 1.728% | 716.00000 |
| I2 | FVC | 292.000 | 8.50 | - | CCC | SSS | - | - | - | - | Qwaxp | GWYY | 17-19 | 14 | 1.80% | 1.812% | 97.98367 |
| R | AIF | 24.700 | 8.92 | - | LL+ | BB | - | - | - | - | Ompup | Hiual | 50d | 47 | 2.05% | 2.063% | 58.23584 |
| L | VYG | 10.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H1: First Pay: 2020-02-18; Registration: Eoxumnoroq;
I2: First Pay: 2020-02-18; Registration: Dbpfwkbvbh;
P3: First Pay: 2020-02-18; Registration: Kmgkgwmxmp;
K4: First Pay: 2020-02-18; Registration: Evhuievuvh;
R: First Pay: 2020-02-18; Registration: Iugwfoufuj;
L: First Pay: 2020-02-18; Registration: Epfapupmpk;
Deal Comments
Bbtcjt-Vgcmt Atnvcl LBI(ctk), YWW, IQQ. Pncccjt Vgcmt-Atnvcl LBY, IQX.