| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | FVW | 648.000 | 5.14 | T-1 | - | Y1+ | - | - | - | - | Oblep | CmoC | -5q | -5 | 1.66% | 1.657% | 209.00000 |
| Y-4 | NHY | 836.990 | 7.72 | Tpp | - | SSS | - | - | - | - | Dixxf | Itxfw | 38-40 | 35 | 1.76% | 1.772% | 87.84741 |
| M | ICC | 35.310 | 1.82 | Aj2 | - | KK | - | - | - | - | Usmxv | Awgny | 55-60 | 48 | 1.88% | 1.896% | 64.99250 |
| B-3 | AMW | 610.000 | 8.61 | Whh | - | MMM | - | - | - | - | Lfyvm | Srvdq | 32-34 | 31 | 1.74% | 1.747% | 64.92370 |
| Z-2 | UXT | 613.000 | 3.75 | Too | - | KKK | - | - | - | - | Ypuwv | ZMWA | 23-25 | 20 | 1.69% | 1.700% | 55.17352 |
| I | TEG | 21.450 | 2.21 | N2 | - | G | - | - | - | - | Iqbve | Dhjvh | 75-80 | 68 | 2.08% | 2.092% | 39.96801 |
| K | FUW | 96.440 | 2.82 | TQ | - | ZZZ | - | - | - | - | Qgsvy | Qgfdk | 120-125 | 113 | 2.52% | 2.541% | 48.66863 |
Tranche Comments
N-1: First Pay: 2020-03-20; Registration: 144V/Blq A;
Z-2: First Pay: 2020-03-20; Registration: 144L/Vmb V;
B-3: First Pay: 2020-03-20; Registration: 144F/Mjw W;
Y-4: First Pay: 2020-03-20; Registration: 144M/Cnk O;
M: First Pay: 2020-03-20; Registration: 144P/Rzi Z;
I: First Pay: 2020-03-20; Registration: 144T/Wzk K;
K: First Pay: 2020-03-20; Registration: 144V/Vql Q;