| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P4 | QGE | 4.100 | 8.17 | - | - | - | - | - | UU | - | - | Hnrlm | Qdkvt | 215c | 215 | 3.54% | 3.511% | 36.52399 |
| D2 | XCM | 16.300 | 4.41 | - | - | - | - | - | M | - | - | Mcric | Kvqln | 165l | 160 | 2.98% | 2.957% | 72.35370 |
| D5 | BRD | 7.100 | 3.50 | - | - | - | - | - | P | - | - | Pcjqw | Elrwh | 300-310 | 290 | 4.29% | 4.264% | 37.89742 |
| F6 | OIE | 46.700 | 2.23 | - | - | - | - | - | PM | - | - | Qbhgx | UED | 5.75%z | - | 5.69% | 5.650% | 54.25532 |
| V-HO | LRF | 781.300 | 7.50 | - | - | - | - | - | TTT | - | - | Imjfk | Qvdae | 125n | 120 | 2.61% | 2.564% | 85.23140 |
| P3 | ONK | 9.500 | 5.60 | - | - | - | - | - | ZZZ | - | - | Cwaav | Jwbfz | 180a | 180 | 3.19% | 3.160% | 33.14398 |
| Y1 | LWE | 64.900 | 4.83 | - | - | - | - | - | LL | - | - | Uiytp | Ybubh | 145-150 | 140 | 2.80% | 2.760% | 62.92984 |
Tranche Comments
V-HO: First Pay: 2020-02-25; Registration: 144L Wnhb;
Y1: First Pay: 2020-02-25; Registration: 144Y Eazl;
D2: First Pay: 2020-02-25; Registration: 144W Dwxl;
P3: First Pay: 2020-02-25; Registration: 144Y Bckn;
P4: First Pay: 2020-02-25; Registration: 144K Bbjd;
D5: First Pay: 2020-02-25; Registration: 144A Xebp;
F6: First Pay: 2020-02-25; Registration: 144P Bets;