| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-6 | LBK | 643.000 | 8.23 | - | O+ | - | - | - | - | - | Ohxgg | Xyrpr | 220y | 210 | 3.81% | 3.848% | 28.91342 |
| E-5 | NWX | 456.000 | 4.86 | - | N+ | - | - | - | - | - | Imwkn | Nkfke | 195i | 185 | 3.48% | 3.512% | 61.63195 |
| K-4 | KJJ | 125.000 | 2.70 | - | Q+ | - | - | - | - | - | Ccnqr | Timgc | 170c | 160 | 3.19% | 3.215% | 53.19260 |
| R-1 | LND | 244.000 | 3.70 | - | GGG | - | - | - | - | - | Pcyag | Onbqs | 270i | 260 | 4.17% | 4.216% | 82.25281 |
| O-3 | ASE | 889.000 | 65.80 | - | HHH | - | - | - | - | - | Wzpao | Aqdxl | 335-340 | 325 | 4.95% | 5.004% | 76.80159 |
| G-1 | WTN | 663.000 | 1.54 | - | XXX | - | - | - | - | - | Przaa | Oyuti | 120u | 110 | 2.69% | 2.711% | 54.45161 |
| A-2 | TOE | 426.000 | 9.84 | - | QQQ | - | - | - | - | - | Gklti | Xolnk | 145o | 140 | 3.03% | 3.052% | 68.57787 |
| V-3 | GYL | 388.000 | 2.40 | - | PPP | - | - | - | - | - | Qqpck | Ecwln | 165-170 | 155 | 3.25% | 3.281% | 37.21914 |
| T-2 | QQT | 470.000 | 5.90 | - | SSS | - | - | - | - | - | Ppvof | Ovfwu | 300u | 290 | 4.52% | 4.564% | 49.34157 |
Tranche Comments
G-1: First Pay: 2020-02-17; Registration: 144H/Ieb J;
A-2: First Pay: 2020-02-17; Registration: 144T/Jfq S;
V-3: First Pay: 2020-02-17; Registration: 144D/Crn M;
K-4: First Pay: 2020-02-17; Registration: 144Y/Vol O;
E-5: First Pay: 2020-02-17; Registration: 144F/Fmo X;
G-6: First Pay: 2020-02-17; Registration: 144H/Rpw R;
R-1: First Pay: 2020-02-17; Registration: 144U/Eez J;
T-2: First Pay: 2020-02-17; Registration: 144U/Hof D;
O-3: First Pay: 2020-02-17; Registration: 144O/Uxt J;