| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | HJK | 496.571 | 5.89 | - | QQQ | - | - | HHH | 72.71% | - | Qvtrg | Xhoko | 77-80 | 77 | 2.28% | 2.212% | 28.83299 |
| R-3 | FMR | 96.586 | 7.67 | - | E | - | - | J | 71.00% | - | Suaup | Nkzpa | 105-110 | 105 | 2.56% | 2.492% | 39.70440 |
| D-1 | PYD | 32.770 | 7.10 | - | KK | - | - | OO | 1.34% | - | Nwgav | Jzbxa | 230 | 230 | 3.73% | 3.695% | 43.48964 |
| Y-1 | QOG | 83.737 | 8.10 | - | TTT | - | - | SSS | 2.36% | - | Phaqq | Xhthc | 150-160 | 145 | 2.88% | 2.845% | 41.43041 |
| J-2 | AIE | 65.992 | 9.62 | - | SS | - | - | EE | 53.60% | - | Lvkzc | Voihh | 95-100 | 90 | 2.41% | 2.342% | 76.55707 |
Tranche Comments
T-1: First Pay: 2020-02-28; Registration: 144B/Wua Z;
J-2: First Pay: 2020-02-28; Registration: 144W/Imu K;
R-3: First Pay: 2020-02-28; Registration: 144T/Cfk K;
Y-1: First Pay: 2020-02-28; Registration: 144E/Zdk H;
D-1: First Pay: 2020-02-28; Registration: 144F/Hxo P;
Pricing Speed
25% OVL co 30% Ofqq