| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | HRB | 891.000 | 2.98 | - | AAA | - | - | - | - | - | Oiojm | Byycg | 120o | 110 | 2.69% | 2.711% | 13.36054 |
| G-2 | BOX | 754.000 | 7.87 | - | TTT | - | - | - | - | - | Aswzv | Enokc | 145k | 140 | 3.03% | 3.052% | 42.44831 |
| H-3 | BYO | 988.000 | 4.40 | - | KKK | - | - | - | - | - | Nbkog | Ixnkk | 165-170 | 155 | 3.25% | 3.281% | 17.93650 |
| H-3 | UFI | 407.000 | 62.30 | - | RRR | - | - | - | - | - | Qyjtm | Xfvbs | 335-340 | 325 | 4.95% | 5.004% | 35.35099 |
| L-2 | EGX | 438.000 | 6.30 | - | EEE | - | - | - | - | - | Ybvll | Umlfp | 300d | 290 | 4.52% | 4.564% | 44.73702 |
| D-5 | RAX | 695.000 | 6.35 | - | E+ | - | - | - | - | - | Zcasb | Rdtpn | 195l | 185 | 3.48% | 3.512% | 54.58826 |
| T-6 | MZP | 919.000 | 8.18 | - | S+ | - | - | - | - | - | Agise | Fveuu | 220r | 210 | 3.81% | 3.848% | 50.29474 |
| Z-4 | BCV | 285.000 | 6.10 | - | R+ | - | - | - | - | - | Oqqih | Ufhdx | 170g | 160 | 3.19% | 3.215% | 62.50389 |
| J-1 | BZX | 358.000 | 4.80 | - | ZZZ | - | - | - | - | - | Eojym | Chlvo | 270h | 260 | 4.17% | 4.216% | 19.20356 |
Tranche Comments
D-1: First Pay: 2020-02-17; Registration: 144Y/Vab B;
G-2: First Pay: 2020-02-17; Registration: 144O/Jca O;
H-3: First Pay: 2020-02-17; Registration: 144G/Rdz G;
Z-4: First Pay: 2020-02-17; Registration: 144T/Eih F;
D-5: First Pay: 2020-02-17; Registration: 144L/Prx W;
T-6: First Pay: 2020-02-17; Registration: 144T/Nib G;
J-1: First Pay: 2020-02-17; Registration: 144I/Onc N;
L-2: First Pay: 2020-02-17; Registration: 144T/Upt X;
H-3: First Pay: 2020-02-17; Registration: 144X/Ixo S;