| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QKP | 71.962 | 3.69 | - | WC | - | - | - | - | 84.68% | - | ITU | Xxufp | 235j | 230 | - | 3.656% | 372.81365 |
| J | XQO | 61.882 | 2.33 | - | OA | - | - | - | - | 9.00% | - | OUE | Jcouk | 300u | 305 | - | 4.406% | 77.84825 |
| T-1 | XCI | 24.820 | 2.56 | - | Zqq | - | - | - | - | 54.66% | - | OAV | Gtkhp | 95c | 95 | - | 2.306% | 90.82924 |
| G-2 | PVO | 748.450 | 7.93 | - | Uxx | - | - | - | - | 11.15% | - | Ybwvk | Sfebn | 90l | 90 | 2.90% | 2.256% | 910.25124 |
| Y | YUZ | 77.231 | 4.13 | - | Ott3 | - | - | - | - | 12.58% | - | WWX | Ulxij | 190c | 185 | - | 3.206% | 962.54475 |
| C | MIA | 18.808 | 2.77 | - | Qv3 | - | - | - | - | 47.31% | - | Pizvx | Vmiep | 110y | 110 | 3.10% | 2.456% | 423.15863 |
| H | MCI | 86.770 | 7.42 | - | A3 | - | - | - | - | 50.76% | - | Pktgc | Dtyxl | 145p | 140 | 3.40% | 2.756% | 983.80881 |
Tranche Comments
T-1: First Pay: 2020-03-12; Registration: 144W/Oib S;
G-2: First Pay: 2020-03-12; Registration: 144J/Lay M;
C: First Pay: 2020-03-12; Registration: 144H/Tbb S;
H: First Pay: 2020-03-12; Registration: 144E/Gze N;
Y: First Pay: 2020-03-12; Registration: 144V/Gnk T;
K: First Pay: 2020-03-12; Registration: 144G/Jse E;
J: First Pay: 2020-03-12; Registration: 144O/Asi O;
Deal Comments
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Collateral
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