| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KEE | FWG | 10.200 | 2.19 | - | - | - | DDD- | - | - | - | - | - | - | - | - | - | - | Retained |
| N | TQY | 877.600 | 1.31 | - | - | - | NNN | - | - | - | - | Qstlz | Xihkj | - | 110 | 3.04% | 2.699% | 369.12840 |
| N | QLC | 98.000 | 2.22 | - | - | - | Q- | - | - | - | - | - | - | - | - | - | - | Retained |
| M | IPS | 96.700 | 3.27 | - | - | - | YY- | - | - | - | - | Phyct | Obftz | - | 140 | 3.23% | 2.999% | 210.88560 |
| K | AIY | 93.700 | 1.23 | - | - | - | TTT- | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2020-03-17; Registration: 144L/Dht R;
M: First Pay: 2020-03-17; Registration: 144L/Tny G;
N: First Pay: 2020-03-17; Registration: 144Z/Gxd B;
K: First Pay: 2020-03-17; Registration: 144C/Rxr Y;
KEE: First Pay: 2020-03-17; Registration: 144V/Ghj X;
Collateral
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