| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-EH | XWX | 6.700 | 7.61 | - | Xww | - | EEE | - | QQQ | 95.00% | - | Cwjfy | Wdzlm | 69v | 69 | 2.70% | 2.258% | 666.64250 |
| L-2 | LZV | 82.800 | 9.22 | - | Lhh | - | YYY | - | DDD | 29.00% | - | Vanhq | Nxhbt | 67v | 70 | 2.88% | 2.210% | 855.81848 |
| Y-4 | FBU | 511.000 | 8.31 | - | Aaa | - | WWW | - | RRR | 57.00% | - | Wachl | Crzif | HUF-2 | 74 | 2.48% | 2.370% | 842.66344 |
| W-5 | MHB | 105.600 | 7.34 | - | Uoo | - | III | - | TTT | 37.00% | - | Fjhem | Ebttj | 76 | 76 | 2.73% | 2.391% | 823.64021 |
| S | BWQ | 98.136 | 8.14 | - | YU | - | YYY | - | III+ | 9.00% | - | Hwzwj | Teqhl | 265q | 265 | 2.50% | 4.282% | 46.38688 |
| W-U | MZC | 44.616 | 3.12 | - | Hx2 | - | OOO | - | AAA | 71.00% | - | Ftwga | Jeime | 97z | 97 | 2.94% | 2.602% | 579.76482 |
| I | WEC | 44.850 | 7.51 | - | FF | - | Y- | - | M- | 59.37% | - | UHT | Rwmvv | 160m | 160 | - | 3.232% | 475.95505 |
| D-1 | JFI | 6.563 | 8.90 | - | Pss | - | TTT | - | MMM | 48.00% | - | Phnyk | Oxulp | 40u | 40 | 1.93% | 1.910% | 74.24318 |
| H-3 | EMM | 99.754 | 9.57 | - | Mii | - | AAA | - | GGG | 50.00% | - | Vvkzp | Zhque | - | 76 | 2.48% | 2.313% | 105.99268 |
| Z | OPG | 49.453 | 6.74 | - | EA | - | FF- | - | WW- | 16.50% | - | Pfsyn | Uvfjv | 120m | 120 | 3.18% | 2.832% | 401.66539 |
| N | ZSD | 92.470 | 6.70 | - | NC | - | CCC- | - | WWW- | 8.00% | - | Tmccq | Dmygg | 335a | 335 | 2.50% | 4.983% | 28.18455 |
Tranche Comments
D-1: First Pay: 2020-03-17; Registration: Hxjyymxzxc;
L-2: First Pay: 2020-03-17; Registration: Ohemgqhvhk;
H-3: First Pay: 2020-03-17; Registration: Bpfliiprpm;
A-EH: First Pay: 2020-03-17; Registration: Pjvmfejwjk;
Y-4: First Pay: 2020-03-17; Registration: Xfvoobfgfq;
W-5: First Pay: 2020-03-17; Registration: Jvqvbuvavj;
W-U: First Pay: 2020-03-17; Registration: Gmxbmwmnmc;
Z: First Pay: 2020-03-17; Registration: Hefjneexes;
I: First Pay: 2020-03-17; Registration: Zlkspclslt;
S: First Pay: 2020-03-17; Registration: 144O/Teu A;
N: First Pay: 2020-03-17; Registration: 144J/Cwp K;