| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-D | HRT | 42.783 | 8.54 | - | - | - | CCC | - | Y+ | - | - | Nkoly | Hzebq | X2+4 | 51 | 1.96% | 1.949% | 24.33470 |
| R3 | POJ | 786.731 | 4.93 | - | - | - | GJ | - | KM | - | - | Pmrax | Gii | 245-250 | 230 | 1.90% | 3.763% | Int. Only |
| S-1 | CFN | 636.900 | 2.96 | - | - | - | XXX | - | YYY | - | - | Fwofb | Rrmzd | 47-48 | 48 | 1.94% | 1.848% | 832.94550 |
| U | XJB | 69.973 | 8.77 | - | - | - | XXX+ | - | WWW+ | 64.00% | - | Vyhcv | Oqykm | 150-155 | 150 | 3.54% | 2.939% | 869.84400 |
| A-2 | MSD | 8,748.490 | 8.95 | - | - | - | CCC | - | BBB | - | - | Lubbh | Jmgrg | 47-48 | 47 | 2.25% | 1.907% | 871.68540 |
| W | XTV | 87.766 | 5.53 | - | - | - | AAA- | - | EEE- | 9.20% | - | Rrbat | Qqvcp | 195-200 | 200 | 3.54% | 3.439% | 992.63950 |
| X1 | TUG | 3,128.260 | 9.92 | - | - | - | HHH | - | XXX | - | - | Zjmgu | Plr | 125-130 | 115 | 1.13% | 2.599% | Int. Only |
Tranche Comments
S-1: First Pay: 2020-03-25;
A-2: First Pay: 2020-03-25;
W-D: First Pay: 2020-03-25;
U: First Pay: 2020-03-25; Registration: 144P/Ajw L; Comments: Kfn S;
W: First Pay: 2020-03-25; Registration: 144L/Edk P; Comments: Sze I;
X1: First Pay: 2020-03-25;
R3: First Pay: 2020-03-25;
Cut-Off Balance ($mm)
7874.61710