| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | FYU | 105.000 | 5.22 | - | HHH | - | - | - | - | - | Rkqvl | Xfens | 120d | 110 | 2.69% | 2.711% | 12.40476 |
| Q-4 | GUD | 525.000 | 9.30 | - | N+ | - | - | - | - | - | Iyhln | Xgdol | 170e | 160 | 3.19% | 3.215% | 33.57006 |
| E-3 | OQI | 561.000 | 53.30 | - | PPP | - | - | - | - | - | Umpxa | Guevx | 335-340 | 325 | 4.95% | 5.004% | 12.81361 |
| G-2 | GHQ | 517.000 | 1.17 | - | MMM | - | - | - | - | - | Elgsk | Jmlwi | 145m | 140 | 3.03% | 3.052% | 24.14542 |
| Y-5 | IXE | 132.000 | 7.90 | - | O+ | - | - | - | - | - | Islte | Yoqwb | 195a | 185 | 3.48% | 3.512% | 40.86883 |
| A-6 | JGX | 830.000 | 7.54 | - | X+ | - | - | - | - | - | Umprn | Frwxq | 220e | 210 | 3.81% | 3.848% | 35.62355 |
| B-2 | ICS | 410.000 | 4.80 | - | WWW | - | - | - | - | - | Zvjss | Ofvko | 300b | 290 | 4.52% | 4.564% | 72.54452 |
| J-3 | UHL | 997.000 | 4.50 | - | VVV | - | - | - | - | - | Vtamd | Zxrmv | 165-170 | 155 | 3.25% | 3.281% | 84.50882 |
| E-1 | LZC | 172.000 | 5.60 | - | RRR | - | - | - | - | - | Bhthm | Ygwbz | 270j | 260 | 4.17% | 4.216% | 26.75554 |
Tranche Comments
U-1: First Pay: 2020-02-17; Registration: 144Y/Ltp G;
G-2: First Pay: 2020-02-17; Registration: 144P/Rrd X;
J-3: First Pay: 2020-02-17; Registration: 144K/Msr V;
Q-4: First Pay: 2020-02-17; Registration: 144Y/Mwi B;
Y-5: First Pay: 2020-02-17; Registration: 144P/Uih Y;
A-6: First Pay: 2020-02-17; Registration: 144W/Tpc H;
E-1: First Pay: 2020-02-17; Registration: 144D/Wwe M;
B-2: First Pay: 2020-02-17; Registration: 144N/Hlp C;
E-3: First Pay: 2020-02-17; Registration: 144X/Mvq K;