| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | YIE | 868.000 | 5.94 | - | OOO | BBB | - | - | - | - | Fklyd | TECV | 28-30 | 25 | 1.85% | 1.860% | 80.21091 |
| B2 | LUE | 790.000 | 5.30 | - | XXX | HHH | - | - | - | - | Cbbwm | TPGP | 17-19 | 14 | 1.80% | 1.812% | 10.82129 |
| G | RIJ | 97.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E1 | BGI | 723.000 | 4.68 | - | W-1+ | K1+ | - | - | - | - | Jpqyr | YbuD | -6 - -7 | -8 | 1.73% | 1.728% | 494.00000 |
| D | UIS | 26.600 | 1.48 | - | AA+ | OO | - | - | - | - | Ikyix | Dexxi | 50d | 47 | 2.05% | 2.063% | 89.23726 |
| V4 | HMY | 31.000 | 3.46 | - | TTT | TTT | - | - | - | - | Mtcja | Fecpg | 34-36 | 30 | 1.88% | 1.897% | 97.64239 |
Tranche Comments
E1: First Pay: 2020-02-18; Registration: Amvjukmbmy;
B2: First Pay: 2020-02-18; Registration: Vbjjklbwbz;
O3: First Pay: 2020-02-18; Registration: Amucsimjms;
V4: First Pay: 2020-02-18; Registration: Wnuxlmncnn;
D: First Pay: 2020-02-18; Registration: Hszgfbsssb;
G: First Pay: 2020-02-18; Registration: Mapmflayac;
Deal Comments
Vzubqb-Kxbmu Lbbckw WJO(kuz), UOO, TCN. Cbkkbqb Kxbmu-Lbbckw WVU, ONJ.