| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | FNY | 30.430 | 1.84 | Bt3 | - | - | - | - | 96.25% | - | Qazyr | Slmgd | - | 65 | 2.10% | 2.114% | 41.87466 |
| W | LJW | 181.990 | 2.40 | Uuu | - | - | - | - | 52.00% | - | Sfsfl | RZDZ | - | 45 | 2.01% | 2.020% | 76.11075 |
| I2 | MLX | 35.960 | 4.40 | O3 | - | - | - | - | 63.00% | - | Xvwhs | Vwnmr | - | 95 | 2.39% | 2.401% | 80.78827 |
| S3 | BOU | 36.779 | 7.86 | Ouu3 | - | - | - | - | 94.35% | - | Npfsa | Gndvy | - | 130 | 2.72% | 2.738% | 87.53154 |
| Q4 | LTX | 31.126 | 8.94 | C3 | - | - | - | - | 92.27% | - | Jizek | Yynoa | - | 265 | 4.05% | 4.082% | 80.63235 |
| B5 | KER | 58.488 | 4.87 | BT | - | - | - | - | 8.00% | - | Logvw | MNG | - | - | 6.00% | 6.900% | 54.56548 |
Tranche Comments
B5: First Pay: 2020-03-25; Registration: 144E/Obq H;
J1: First Pay: 2020-03-25; Registration: 144M/Tbk R;
W: First Pay: 2020-03-25; Registration: 144L/Lup F;
I2: First Pay: 2020-03-25; Registration: 144I/Bnt R;
S3: First Pay: 2020-03-25; Registration: 144B/Qvi Y;
Q4: First Pay: 2020-03-25; Registration: 144L/Pnd Y;
Collateral
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