| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | OTJ | 146.690 | 6.60 | Lnn | - | - | HHH | - | 25.70% | - | Jcota | Kubqd | - | 77 | 2.75% | 2.147% | 270.31610 |
| C-2 | RTH | 73.536 | 71.89 | Ytt3 | - | - | HHH | - | 16.64% | - | Pjybr | - | - | - | 3.50% | - | Retained |
| T-1 | JVA | 37.326 | 80.28 | Km2 | - | - | SS | - | 27.25% | - | LIP | - | - | - | - | - | Retained |
| M-1 | XLF | 59.102 | 2.20 | T3 | - | - | Q | - | 58.80% | - | Pfjfj | - | - | - | 3.25% | - | Retained |
| N-2 | FBA | 96.885 | 9.44 | Cv2 | - | - | YY | - | 76.70% | - | Buqjx | Mxari | - | 120 | 3.00% | 2.735% | 260.72505 |
Tranche Comments
Z-1: First Pay: 2020-02-25; Registration: 144W/Oym Z;
N-2: First Pay: 2020-02-25; Registration: 144B/Fah I;
M-1: First Pay: 2020-02-25; Registration: 144U/Tnu X;
C-2: First Pay: 2020-02-25; Registration: 144U/Voe Q;
T-1: First Pay: 2020-02-25; Registration: 144X/Fta L;