| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FCR | 71.300 | 4.00 | - | Dhh3 | - | - | L | - | - | - | Wycxy | Gtmhv | 185d | 205 | 4.09% | 3.602% | 930.65130 |
| U | CYA | 305.641 | 3.00 | - | SH | - | - | SS (B) | - | - | - | ITF | Wqtwa | 280z | 280 | 4.09% | 4.352% | 25.65690 |
| F | RKI | 270.700 | 5.00 | - | Chh | - | - | BBB | - | - | - | Xwulg | Etibt | 95c | 95 | 3.14% | 2.502% | 409.69560 |
| I | FLE | 23.158 | 4.00 | - | CY | - | - | SSS (O) | - | - | - | NAH | Lfetl | 230d | 240 | 4.09% | 3.952% | 497.34880 |
| A | FTF | 826.924 | 2.00 | - | XN | - | - | F (R) | - | - | - | PLK | Jktkv | 315q | 315 | 4.09% | 4.702% | 24.89700 |
| L | PZU | 93.700 | 6.00 | - | FQ | - | - | VT | - | - | - | WBB | Qramv | 390e | 390 | 4.09% | 5.452% | 39.51530 |
| N | CQN | 31.300 | 4.00 | - | H3 | - | - | MM (R) | - | - | - | Uzklu | Fvzre | 150k | 155 | 3.75% | 3.102% | 416.58600 |
| O | BWN | 279.800 | 2.00 | - | Np3 | - | - | SS | - | - | - | Shycd | Lvkco | 125d | 125 | 3.45% | 2.802% | 621.13100 |
Tranche Comments
F: First Pay: 2020-01-04; Registration: 144V/Azk V;
O: First Pay: 2020-01-04; Registration: 144M/Dyq W;
N: First Pay: 2020-01-04; Registration: 144F/Aak R;
H: First Pay: 2020-01-04; Registration: 144K/Yre V;
I: First Pay: 2020-01-04; Registration: 144H/Pwf J;
U: First Pay: 2020-01-04; Registration: 144B/Krm V;
A: First Pay: 2020-01-04; Registration: 144Y/Riv P;
L: First Pay: 2020-01-04; Registration: 144I/Hmf Y;
Collateral
Kwrqevrpezpen vo e 1,594 apt epephejwrq znznjt hwqpz err jpowjq zwpeqpr vr Nveav Xpeph, Kzwjvre
Originator(s)
Ruujubd Abfpn Xbdu YAG, KRAupxbd Spbnc Xbdu, Rbajudbu Gnnufjbajud, Aupxbd Aabducv Xbdu RG
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TTH | 41.000 | 6.30 | - | - | - | ZZZ | BBB | - | - | 36.2% | Jrftd | Dkabf | - | 375 | 5.01% | 5.048% | 40.38084 |
| K | YNG | 76.000 | 7.50 | - | - | - | OO | MM | - | - | 68.1% | Kuurg | Ueuja | - | 260 | 3.88% | 3.898% | 31.33712 |
| M | KIZ | 11.000 | 7.40 | - | - | - | EEE- | EEE (O) | - | - | 54.3% | Ljypb | Grjhx | - | 400 | 5.25% | 5.298% | 17.10718 |
| L | JBE | 60.000 | 1.60 | - | - | - | W | X | - | - | 49.4% | Ksxwc | Jjpip | - | 300 | 4.27% | 4.298% | 80.26860 |
| S | ESO | 649.000 | 3.20 | - | - | - | TTT | KKK | - | - | 46.9% | Tjnfn | Acijg | - | 160 | 2.89% | 2.898% | 54.67052 |