| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | QUA | 706.485 | 5.21 | - | BBB | CCC | - | - | - | - | Jwyig | PEGM | 23-25 | 23 | 1.76% | 1.774% | 16.65616 |
| C-4 | VSR | 725.370 | 3.86 | - | QQQ | UUU | - | - | - | - | Rvbol | Oxhis | 46-48 | 44 | 1.85% | 1.859% | 85.65355 |
| D | TMR | 43.361 | 5.70 | - | M+ | J | - | - | - | - | Vupkm | Pcowz | 75n | 72 | 2.12% | 2.135% | 33.29047 |
| J-1 | PLY | 717.914 | 8.75 | - | M-1+ | L1+ | - | - | - | - | Ntulf | YjeS | -5u | -5 | 1.69% | 1.691% | 695.00000 |
| P | IFT | 45.183 | 7.87 | - | OO+ | XX | - | - | - | - | Nrctn | Fnzae | 60-65 | 60 | 2.00% | 2.015% | 51.63713 |
| M-3 | WOK | 663.660 | 3.63 | - | HHH | BBB | - | - | - | - | Kiwgb | Aofzx | 34-36 | 32 | 1.76% | 1.776% | 75.94455 |
Tranche Comments
J-1: First Pay: 2020-03-16; Registration: 144C/Lbi M;
X-2: First Pay: 2020-03-16; Registration: 144F/Rpw X;
M-3: First Pay: 2020-03-16; Registration: 144C/Ifh Z;
C-4: First Pay: 2020-03-16; Registration: 144V/Nfw Z;
P: First Pay: 2020-03-16; Registration: 144I/Chh T;
D: First Pay: 2020-03-16; Registration: 144E/Vol Z;