| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | CPU | 23.597 | 6.44 | - | PP | - | OO | - | 26.69% | - | Avkip | LEQG | 105-110 | 100 | 2.58% | 2.504% | 25.81650 |
| Y-3 | UYJ | 95.846 | 8.66 | - | D | - | S | - | 20.00% | - | Ngtfx | UCIH | 115-120 | 110 | 2.68% | 2.604% | 15.31609 |
| J-2 | JJH | 9.824 | 8.60 | - | W | - | H | - | 7.50% | - | Mujws | YYA | 4.75%q | - | 4.67% | 4.625% | 38.90030 |
| W-1 | VBE | 87.300 | 9.70 | - | QQQ | - | ZZZ | - | 51.60% | - | Xjwtw | Hdjcl | 175d | 175 | 3.24% | 3.207% | 47.73138 |
| W-1 | AYP | 750.740 | 4.58 | - | ZZZ | - | OOO | - | 83.61% | - | Ypgpl | PEDB | 85-90 | 80 | 2.38% | 2.304% | 75.91664 |
| E-1 | HWV | 21.288 | 3.90 | - | EE | - | CC | - | 3.00% | - | Gzver | Fwdqw | 225-235 | 245 | 3.95% | 3.907% | 58.80801 |
Tranche Comments
W-1: First Pay: 2020-02-25; Registration: 144H/Ymd E;
T-2: First Pay: 2020-02-25; Registration: 144P/Mvj X;
Y-3: First Pay: 2020-02-25; Registration: 144P/Guk L;
W-1: First Pay: 2020-02-25; Registration: 144F/Jwn Q;
E-1: First Pay: 2020-02-25; Registration: 144F/Qdt O;
J-2: First Pay: 2020-02-25; Registration: 144G/Qwv G;
Pricing Speed
25% AMN ts 30% Azww