| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U4 | ZBW | 16.000 | 8.83 | - | HHH | UUU | - | - | - | - | Cgmuk | Qhtum | 34-36 | 30 | 1.88% | 1.897% | 49.41232 |
| F | KOQ | 79.400 | 6.88 | - | GG+ | BB | - | - | - | - | Bniof | Kgivo | 50t | 47 | 2.05% | 2.063% | 17.19715 |
| Q | YFW | 45.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B1 | PIZ | 868.000 | 4.58 | - | Q-1+ | I1+ | - | - | - | - | Wzbtn | BezO | -6 - -7 | -8 | 1.73% | 1.728% | 339.00000 |
| V2 | AXG | 198.000 | 7.90 | - | PPP | EEE | - | - | - | - | Jkned | LOTB | 17-19 | 14 | 1.80% | 1.812% | 16.60021 |
| D3 | EZG | 860.000 | 2.14 | - | VVV | MMM | - | - | - | - | Wlsph | JCZM | 28-30 | 25 | 1.85% | 1.860% | 84.49901 |
Tranche Comments
B1: First Pay: 2020-02-18; Registration: Kmgyggmeml;
V2: First Pay: 2020-02-18; Registration: Scheoccrcv;
D3: First Pay: 2020-02-18; Registration: Ihnwashyhg;
U4: First Pay: 2020-02-18; Registration: Cxviyvxwxx;
F: First Pay: 2020-02-18; Registration: Yzyawpzqzm;
Q: First Pay: 2020-02-18; Registration: Glanvblmlk;
Deal Comments
Otqzmt-Vyzqq Vtmbil HFO(iqp), VVX, WQK. Xmiizmt Vyzqq-Vtmbil HOV, OKN.