| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | GJC | 53.000 | 6.44 | - | UU | - | KK | - | - | - | Uzzts | Qjlpk | - | 215 | 2.83% | 2.938% | 87.84456 |
| I-1 | CKJ | 780.000 | 8.41 | - | YYY | - | BBB | - | - | - | Lukpvjbo | 1nP | - | 75 | 1gI+75 | - | 539.00000 |
| Z-2Z | CBV | 927.000 | 3.57 | - | LLL | - | CCC | - | - | - | Bvfgp | Uqgtu | - | 150 | 2.15% | 2.202% | 60.92375 |
| H-2M | KBW | 267.000 | 1.44 | - | DDD | - | OOO | - | - | - | Wxkspjms | 1aB | - | 160 | 1qY+160 | - | 677.00000 |
Tranche Comments
I-1: First Pay: 2020-05-15; Registration: 144P/Pzy N;
Z-2Z: First Pay: 2020-05-15; Registration: 144A/Dmd J;
H-2M: First Pay: 2020-05-15; Registration: 144U/Psf I;
L: First Pay: 2020-05-15; Registration: 144G/Kqj W;