| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | TCU | 456.000 | 7.85 | Ill | - | CCC | - | - | - | - | Afhfo | CCIM | 23-25 | 20 | 1.69% | 1.700% | 62.41359 |
| G-4 | TUZ | 825.910 | 8.70 | Uss | - | GGG | - | - | - | - | Epjbk | Lwqhg | 38-40 | 35 | 1.76% | 1.772% | 57.31804 |
| K | WYH | 95.560 | 3.87 | F2 | - | S | - | - | - | - | Ggkef | Dokpq | 75-80 | 68 | 2.08% | 2.092% | 66.23242 |
| E-3 | PSM | 718.000 | 9.61 | Jqq | - | CCC | - | - | - | - | Ifvrx | Idzws | 32-34 | 31 | 1.74% | 1.747% | 36.84730 |
| H | VTE | 58.680 | 3.75 | SN | - | HHH | - | - | - | - | Moaxr | Uxjeg | 120-125 | 113 | 2.52% | 2.541% | 19.23274 |
| V-1 | XWG | 733.000 | 5.17 | R-1 | - | R1+ | - | - | - | - | Rjrsi | JylH | -5r | -5 | 1.66% | 1.657% | 542.00000 |
| T | VVJ | 68.880 | 7.43 | Rj2 | - | BB | - | - | - | - | Syyem | Pekvs | 55-60 | 48 | 1.88% | 1.896% | 48.80705 |
Tranche Comments
V-1: First Pay: 2020-03-20; Registration: 144X/Myq D;
L-2: First Pay: 2020-03-20; Registration: 144C/Kst G;
E-3: First Pay: 2020-03-20; Registration: 144F/Fjj D;
G-4: First Pay: 2020-03-20; Registration: 144O/Pmp P;
T: First Pay: 2020-03-20; Registration: 144G/Hpc A;
K: First Pay: 2020-03-20; Registration: 144W/Ivs C;
H: First Pay: 2020-03-20; Registration: 144I/Ydm Y;