| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J4 | NXE | 30.000 | 7.20 | - | KKK | CCC | - | - | - | - | Vyuet | Ndekx | 34-36 | 30 | 1.88% | 1.897% | 13.88463 |
| I | OAW | 74.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K1 | XWW | 867.000 | 4.59 | - | H-1+ | Z1+ | - | - | - | - | Pbnnr | ZscK | -6 - -7 | -8 | 1.73% | 1.728% | 379.00000 |
| P2 | OAD | 551.000 | 9.50 | - | SSS | RRR | - | - | - | - | Zqcpr | CBYM | 17-19 | 14 | 1.80% | 1.812% | 59.64117 |
| L | XJU | 84.100 | 7.33 | - | VV+ | DD | - | - | - | - | Rtfhc | Wugkn | 50p | 47 | 2.05% | 2.063% | 36.24906 |
| W3 | RCX | 620.000 | 4.99 | - | GGG | NNN | - | - | - | - | Dqple | EQIP | 28-30 | 25 | 1.85% | 1.860% | 31.96271 |
Tranche Comments
K1: First Pay: 2020-02-18; Registration: Ywyfmkwgwg;
P2: First Pay: 2020-02-18; Registration: Yvvekivhvf;
W3: First Pay: 2020-02-18; Registration: Tlaqtwltlo;
J4: First Pay: 2020-02-18; Registration: Kzyyomzrzv;
L: First Pay: 2020-02-18; Registration: Fyjfhayfyt;
I: First Pay: 2020-02-18; Registration: Soecyqogoh;
Deal Comments
Fxxcjj-Jhccx Jjcfcy JNH(cxy), MCF, KHJ. Tccccjj Jhccx-Jjcfcy JFM, HJK.