| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I5 | VGD | 40.994 | 6.41 | EY | - | - | - | - | 7.00% | - | Piqih | MNX | - | - | 6.00% | 6.900% | 78.83474 |
| N2 | XFJ | 96.160 | 4.35 | A3 | - | - | - | - | 45.00% | - | Jpmyc | Zuyfu | - | 95 | 2.39% | 2.401% | 16.12604 |
| R4 | NRP | 19.261 | 6.67 | Q3 | - | - | - | - | 58.64% | - | Npkrb | Pdwlf | - | 265 | 4.05% | 4.082% | 21.99812 |
| C1 | HEM | 15.509 | 6.52 | Rv3 | - | - | - | - | 65.97% | - | Ykoop | Wrnpb | - | 65 | 2.10% | 2.114% | 94.50753 |
| E | RLG | 604.700 | 6.60 | Cqq | - | - | - | - | 12.00% | - | Nnlsb | OPIM | - | 45 | 2.01% | 2.020% | 77.99968 |
| J3 | MQN | 38.310 | 3.28 | Lyy3 | - | - | - | - | 73.57% | - | Byihv | Wgwvm | - | 130 | 2.72% | 2.738% | 34.92809 |
Tranche Comments
I5: First Pay: 2020-03-25; Registration: 144N/Myd F;
C1: First Pay: 2020-03-25; Registration: 144B/Ofy G;
E: First Pay: 2020-03-25; Registration: 144F/Qoi K;
N2: First Pay: 2020-03-25; Registration: 144O/Esl V;
J3: First Pay: 2020-03-25; Registration: 144W/Lqx U;
R4: First Pay: 2020-03-25; Registration: 144Q/Bik V;
Collateral
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