| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | NKX | 97.000 | 7.14 | 3.35 | - | - | - | - | - | - | 17.3% | Rtqzi | 1iJ | 215b | 220 | 1dN+220 | - | 151.00000 |
| O | NQC | 66.500 | 7.11 | 8.22 | - | - | - | - | - | - | 76.0% | Pvnqb | 1mB | 350i | 350 | 1pX+350 | - | 422.00000 |
| A | GKX | 97.400 | 2.93 | 1.80 | - | - | - | - | - | - | 26.0% | Kpzer | 1wU | 425f | 425 | 1iG+425 | - | 948.00000 |
| V | QNL | 80.300 | 2.66 | 9.91 | - | - | - | - | - | - | 10.6% | Xjwqh | 1pA | 165l | 180 | 1mZ+180 | - | 161.00000 |
| K | TGR | 992.000 | 8.60 | 9.28 | - | - | - | - | - | - | 53.3% | Qmxtt | 1dO | 130q | 150 | 1bH+150 | - | 950.00000 |
| A | WOT | 46.000 | 5.99 | 8.35 | - | - | - | - | - | - | 15.1% | Qvhky | 1eK | 275q | 275 | 1rE+275 | - | 641.00000 |
| O | EMF | 28.208 | 6.86 | 7.19 | - | - | - | - | - | - | 90.9% | Liyzx | 1yR | 525l | 525 | 1fN+525 | - | 720.00000 |
Tranche Comments
K: First Pay: 2020-01-15; Registration: 144T/Rbo C;
V: First Pay: 2020-01-15; Registration: 144L/Zwy Q;
C: First Pay: 2020-01-15; Registration: 144C/Hfc E;
A: First Pay: 2020-01-15; Registration: 144E/Wbl N;
O: First Pay: 2020-01-15; Registration: 144F/Due O;
A: First Pay: 2020-01-15; Registration: 144H/Hqa V;
O: First Pay: 2020-01-15; Registration: 144W/Fsb E;
Collateral
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Risk Retention
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