| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | NSY | 79.400 | 3.60 | - | - | - | NN+ | CCC | LLL | - | - | Cqqymkdx | 3pGo | - | 153 | 3lJ+153 | - | 576.00000 |
| V | NUW | 76.400 | 9.30 | - | - | - | L- | M (I) | Q | - | - | Pqolpqfz | 3hTe | - | 225 | 3aV+225 | - | 919.00000 |
| C | NDR | 99.300 | 7.80 | - | - | - | FF | EE (L) | QQ- | - | - | Sswmpjur | 3hHi | - | 335 | 3wT+335 | - | 802.00000 |
| CQT | ZKQ | 15.000 | 4.80 | - | - | - | GGG | GGG | JJJ | - | - | Vevhklch | 3cSa | - | 125 | 3fO+125 | - | 695.00000 |
| D | QWN | 7.600 | 1.50 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | XPO | 66.000 | 1.70 | - | - | - | W | S (N) | JJ- | - | - | Hvzpmswq | 3lPr | - | 445 | 3eN+445 | - | 498.00000 |
| P1 | QXT | 561.500 | 5.60 | - | - | - | GGG | JJJ | SSS | - | - | Fqmocpxh | 3wAl | - | 100 | 3vT+100 | - | 354.00000 |
| H | FWA | 37.400 | 9.10 | - | - | - | II- | NN (P) | EE | - | - | Qceokcre | 3gMn | - | 180 | 3eN+180 | - | 786.00000 |
| P | JPG | 20.100 | 3.60 | - | - | - | FFF | BBB | GGG | - | - | Dpslbuph | 3kHv | - | 255 | 3vZ+255 | - | 124.00000 |
Tranche Comments
CQT: First Pay: 2020-02-19; Registration: 144Z/Pfy X;
P1: First Pay: 2020-02-19; Registration: 144K/Wbz Z;
B2: First Pay: 2020-02-19; Registration: 144Q/Zra Q;
H: First Pay: 2020-02-19; Registration: 144X/Nuz Y;
V: First Pay: 2020-02-19; Registration: 144Q/Glq X;
P: First Pay: 2020-02-19; Registration: 144C/Oyr N;
C: First Pay: 2020-02-19; Registration: 144O/Xov F;
P: First Pay: 2020-02-19; Registration: 144U/Joy I;
D: First Pay: 2020-02-19; Registration: 144Z/Rxo M;
Originator(s)
Avxxno Sunoqnw
Risk Retention
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