| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | QIC | 149.000 | 2.85 | - | I-1+ | J1+ | - | - | - | - | Qqsvg | JawA | -6 - -7 | -8 | 1.73% | 1.728% | 230.00000 |
| X3 | EBY | 766.000 | 6.81 | - | RRR | OOO | - | - | - | - | Ermnz | PTII | 28-30 | 25 | 1.85% | 1.860% | 44.32492 |
| U | KPF | 57.300 | 9.21 | - | RR+ | FF | - | - | - | - | Plxxz | Hjkks | 50h | 47 | 2.05% | 2.063% | 81.21693 |
| F | OZP | 86.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U2 | CLL | 579.000 | 3.20 | - | DDD | NNN | - | - | - | - | Xvkal | BJXT | 17-19 | 14 | 1.80% | 1.812% | 80.20779 |
| R4 | LTJ | 58.000 | 1.60 | - | AAA | QQQ | - | - | - | - | Pnpgt | Uxdre | 34-36 | 30 | 1.88% | 1.897% | 13.17906 |
Tranche Comments
W1: First Pay: 2020-02-18; Registration: Gyxhlxykyz;
U2: First Pay: 2020-02-18; Registration: Xbgvombibq;
X3: First Pay: 2020-02-18; Registration: Bcuqcbcace;
R4: First Pay: 2020-02-18; Registration: Nvyqjsvavx;
U: First Pay: 2020-02-18; Registration: Aopwqqolov;
F: First Pay: 2020-02-18; Registration: Tvpyhtvpvq;
Deal Comments
Xjfpbe-Ylphf Aeydvg ONU(vfm), RBN, BYA. Jyvvpbe Ylphf-Aeydvg OXR, UAN.