| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OHK | 42.130 | 8.97 | - | P3 | - | - | - | - | 23.65% | - | Dkmjm | Qgbjo | 145h | 140 | 3.40% | 2.756% | 125.62006 |
| J | ABX | 36.186 | 4.35 | - | HA | - | - | - | - | 37.73% | - | KXH | Kltbp | 235p | 230 | - | 3.656% | 207.84457 |
| O-2 | MCZ | 605.320 | 1.29 | - | Oww | - | - | - | - | 98.99% | - | Mojqf | Cndvi | 90a | 90 | 2.90% | 2.256% | 115.45022 |
| K | UND | 69.944 | 1.23 | - | Xu3 | - | - | - | - | 34.57% | - | Bqtls | Vfzei | 110w | 110 | 3.10% | 2.456% | 109.65800 |
| J | EYR | 40.195 | 1.34 | - | Hcc3 | - | - | - | - | 60.91% | - | XYA | Thlzw | 190f | 185 | - | 3.206% | 358.50452 |
| D | CBC | 10.766 | 8.15 | - | TF | - | - | - | - | 7.00% | - | GBV | Qbfvu | 300r | 305 | - | 4.406% | 10.79544 |
| K-1 | WSR | 53.125 | 2.66 | - | Yll | - | - | - | - | 35.94% | - | WFB | Gnwgz | 95z | 95 | - | 2.306% | 56.92955 |
Tranche Comments
K-1: First Pay: 2020-03-12; Registration: 144O/Aly W;
O-2: First Pay: 2020-03-12; Registration: 144Q/Paf Z;
K: First Pay: 2020-03-12; Registration: 144T/Fok C;
K: First Pay: 2020-03-12; Registration: 144B/Gwd K;
J: First Pay: 2020-03-12; Registration: 144E/Xyc O;
J: First Pay: 2020-03-12; Registration: 144A/Yox K;
D: First Pay: 2020-03-12; Registration: 144Q/Tdq Q;
Deal Comments
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Collateral
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