| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-S | JMQ | 24.407 | 2.81 | - | - | WW+ | HHH | - | BBB | - | - | Wfpae | Ejvtx | - | 135 | 3.32% | 2.976% | 985.57620 |
| K | FSR | 15.294 | 1.57 | - | - | NB | KKK | - | Z- | - | - | Kuglb | Rykvj | - | 275 | 2.50% | 4.376% | 97.61320 |
| A-NA | JOW | 96.643 | 3.57 | - | - | III | QQQ | - | KKK | - | - | Aoiby | Mlatm | - | 86 | 2.87% | 2.418% | 265.15810 |
| P-2 | IYV | 14.902 | 2.20 | - | - | AAA | FFF | - | UUU | - | - | Fbimf | Vlmnj | - | 67 | 2.84% | 2.185% | 414.45510 |
| Y | ROI | 18.554 | 6.60 | - | - | XP | UUU- | - | GGG | - | - | Iqzjg | Wxoyc | - | 360 | 2.50% | 5.226% | 65.47250 |
| Q-1 | BYD | 66.514 | 1.74 | - | - | YYY | TTT | - | CCC | - | - | Ymboi | Tthfk | - | 42 | 1.97% | 1.946% | 39.68670 |
| F | CZG | 55.488 | 7.40 | - | - | KK- | CC- | - | MM- | - | - | Bmjvw | Mdiap | - | 162 | 3.59% | 3.246% | 731.98040 |
| J | NGR | 30.649 | 6.77 | - | - | C- | R- | - | S+ | - | - | Jaord | Grjig | - | 215 | 4.08% | 3.776% | 679.62040 |
| I-3 | VSC | 782.000 | 8.68 | - | - | EEE | PPP | - | FFF | - | - | Orrbi | Nhgwc | - | 98 | 2.72% | 2.602% | 981.53330 |
| T-4 | TLG | 907.176 | 7.45 | - | - | JJJ | TTT | - | NNN | - | - | Agomt | Njlvr | - | 100 | 2.97% | 2.625% | 702.18060 |
Tranche Comments
Q-1: First Pay: 2020-01-16; Registration: Pyxojkypyl;
P-2: First Pay: 2020-01-16; Registration: Pbbxfjbibx;
I-3: First Pay: 2020-01-16; Registration: Roeexqoaom;
T-4: First Pay: 2020-01-16; Registration: Cvcpagvovp;
A-NA: First Pay: 2020-01-16; Registration: Qjgvngjqjj;
O-S: First Pay: 2020-01-16; Registration: Vcykpmcccx;
F: First Pay: 2020-01-16; Registration: Rzhiclzkzu;
J: First Pay: 2020-01-16; Registration: Vpofnnplps;
K: First Pay: 2020-01-16; Registration: 144H/Okg D;
Y: First Pay: 2020-01-16; Registration: 144Z/Qpx F;