| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | YOM | 74.400 | 6.20 | - | - | - | BB+ | LLL | XXX | - | - | Purupfub | 3rRl | - | 153 | 3fJ+153 | - | 600.00000 |
| BZK | YFT | 86.000 | 4.20 | - | - | - | NNN | UUU | UUU | - | - | Hkcufsub | 3iSp | - | 125 | 3dQ+125 | - | 699.00000 |
| G | VBQ | 20.000 | 2.30 | - | - | - | U | U (S) | FF- | - | - | Lsljmqji | 3oJy | - | 445 | 3oV+445 | - | 510.00000 |
| U | YXP | 49.100 | 7.80 | - | - | - | UU- | EE (Y) | BB | - | - | Kmmzvymf | 3wQq | - | 180 | 3gD+180 | - | 249.00000 |
| Q | KKM | 52.900 | 1.50 | - | - | - | Y- | W (Y) | F | - | - | Ofkwxrjq | 3kPy | - | 225 | 3oM+225 | - | 784.00000 |
| I | YFK | 65.700 | 4.80 | - | - | - | KK | KK (P) | UU- | - | - | Vmfqxiev | 3yUl | - | 335 | 3gB+335 | - | 155.00000 |
| X1 | NZC | 524.300 | 3.80 | - | - | - | UUU | QQQ | OOO | - | - | Ejhsvrsq | 3rPo | - | 100 | 3oQ+100 | - | 708.00000 |
| J | HWI | 59.200 | 9.20 | - | - | - | PPP | FFF | OOO | - | - | Xdkydbav | 3zJi | - | 255 | 3aB+255 | - | 392.00000 |
| Z | TBP | 3.500 | 4.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
BZK: First Pay: 2020-02-19; Registration: 144L/Bnt Z;
X1: First Pay: 2020-02-19; Registration: 144P/Mxg Z;
R2: First Pay: 2020-02-19; Registration: 144L/Mfj O;
U: First Pay: 2020-02-19; Registration: 144M/Nny B;
Q: First Pay: 2020-02-19; Registration: 144U/Umw N;
J: First Pay: 2020-02-19; Registration: 144Q/Vrh W;
I: First Pay: 2020-02-19; Registration: 144I/Zfo V;
G: First Pay: 2020-02-19; Registration: 144C/Urk N;
Z: First Pay: 2020-02-19; Registration: 144U/Uwn Q;
Originator(s)
Xjrpvg Owvgthr
Risk Retention
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