| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | URO | 224.000 | 43.50 | - | JJJ | - | - | - | - | - | Tqbce | Vdcht | 335-340 | 325 | 4.95% | 5.004% | 82.75924 |
| N-2 | ZCM | 621.000 | 5.89 | - | NNN | - | - | - | - | - | Tviue | Ghzri | 145p | 140 | 3.03% | 3.052% | 72.46085 |
| H-4 | RJV | 740.000 | 2.40 | - | A+ | - | - | - | - | - | Fzima | Ytiei | 170d | 160 | 3.19% | 3.215% | 45.25145 |
| B-5 | BBN | 655.000 | 4.94 | - | G+ | - | - | - | - | - | Vfpau | Wlzhj | 195j | 185 | 3.48% | 3.512% | 61.79897 |
| G-2 | BMQ | 469.000 | 1.40 | - | LLL | - | - | - | - | - | Omjmr | Miyvc | 300t | 290 | 4.52% | 4.564% | 34.23671 |
| Q-3 | PUP | 848.000 | 5.30 | - | TTT | - | - | - | - | - | Owyjv | Pluqi | 165-170 | 155 | 3.25% | 3.281% | 41.28767 |
| P-1 | CBL | 109.000 | 1.60 | - | WWW | - | - | - | - | - | Uzjyz | Mgnei | 270i | 260 | 4.17% | 4.216% | 58.99127 |
| Y-1 | EOV | 304.000 | 5.48 | - | WWW | - | - | - | - | - | Ryttq | Flnfj | 120y | 110 | 2.69% | 2.711% | 19.83325 |
| Y-6 | GXG | 147.000 | 1.81 | - | J+ | - | - | - | - | - | Rihyg | Skikh | 220u | 210 | 3.81% | 3.848% | 95.30011 |
Tranche Comments
Y-1: First Pay: 2020-02-17; Registration: 144D/Lcn A;
N-2: First Pay: 2020-02-17; Registration: 144L/Jwm Y;
Q-3: First Pay: 2020-02-17; Registration: 144Z/Ohb Y;
H-4: First Pay: 2020-02-17; Registration: 144M/Kbg I;
B-5: First Pay: 2020-02-17; Registration: 144N/Kmg U;
Y-6: First Pay: 2020-02-17; Registration: 144X/Xmq I;
P-1: First Pay: 2020-02-17; Registration: 144G/Dwk Y;
G-2: First Pay: 2020-02-17; Registration: 144A/Irl C;
A-3: First Pay: 2020-02-17; Registration: 144L/Ecs S;