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| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PZI | 250.400 | 2.59 | - | - | - | YYY | ZZZ | - | - | 49.3% | Qrzzs | G | - | 170 | 5.75% | 6.146% | 72.28697 |
| M | NSY | 21.100 | 6.82 | - | - | - | NNN- | HHH | - | - | 99.2% | Wucol | H | - | 320 | 7.24% | 7.646% | 36.22467 |
| E | FFU | 19.200 | 5.57 | - | - | - | J- | P (E) | - | - | 25.9% | Aisxv | L | - | 260 | 6.64% | 7.046% | 90.38647 |
| Z | ZAZ | 99.100 | 2.32 | - | - | - | GG- | BB | - | - | 15.0% | Qvznr | X | - | 210 | 6.15% | 6.546% | 74.72800 |
| EPP | USM | 35.990 | 6.69 | - | - | - | OO- | QQ (S) | - | - | 61.9% | - | - | - | - | - | - | - |
| J | OIW | 18.170 | 8.19 | - | - | - | NN | EE (S) | - | - | 89.1% | - | - | - | - | - | - | - |
Tranche Comments
O: Registration: 144L/Few M;
Z: Registration: 144H/Fmh Y;
E: Registration: 144Y/Jer S;
M: Registration: 144W/Klv G;
J: Registration: 144A/Qll Y; Comments: Hjh-tzpwhm;
EPP: Registration: 144A/Xov G; Comments: Pry-jtwoyc;
Collateral
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Use of Proceeds
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| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | RHO | 32.000 | 2.18 | 5.80 | - | - | - | - | - | - | 24.5% | Euytm | 1fM | 215c | 220 | 1fL+220 | - | 582.00000 |
| R | FBC | 84.000 | 2.44 | 8.47 | - | - | - | - | - | - | 76.7% | Tjuux | 1zI | 275e | 275 | 1eA+275 | - | 832.00000 |
| E | YZT | 721.000 | 4.74 | 2.78 | - | - | - | - | - | - | 95.3% | Rarrj | 1sU | 130o | 150 | 1sN+150 | - | 103.00000 |
| W | XJX | 32.100 | 7.19 | 4.46 | - | - | - | - | - | - | 95.3% | Mgxfc | 1sI | 165a | 180 | 1dC+180 | - | 121.00000 |
| P | FOD | 14.848 | 9.19 | 2.66 | - | - | - | - | - | - | 61.8% | Oiaoa | 1lP | 525s | 525 | 1xD+525 | - | 667.00000 |
| X | NXH | 83.900 | 5.44 | 3.83 | - | - | - | - | - | - | 85.0% | Snvyb | 1cA | 425v | 425 | 1kK+425 | - | 125.00000 |
| W | IMW | 59.200 | 3.48 | 2.21 | - | - | - | - | - | - | 35.0% | Luwri | 1wB | 350h | 350 | 1rA+350 | - | 652.00000 |
Tranche Comments
E: First Pay: 2020-01-15; Registration: 144U/Dif R;
W: First Pay: 2020-01-15; Registration: 144X/Lou N;
I: First Pay: 2020-01-15; Registration: 144Q/Jrw S;
R: First Pay: 2020-01-15; Registration: 144D/Nbc H;
W: First Pay: 2020-01-15; Registration: 144L/Iid P;
X: First Pay: 2020-01-15; Registration: 144U/Kjg A;
P: First Pay: 2020-01-15; Registration: 144G/Xxd Q;
Collateral
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Risk Retention
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