| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | PPY | 220.000 | 6.10 | Q-1 | - | A1+ | - | - | - | - | Vvqiv | WGZ | 1.65-1.75% | 61 | 1.50% | 1.500% | 426.00000 |
| O-3 | FAA | 733.000 | 7.13 | Pmm | - | GGG | - | - | - | - | Lcpch | Dxlji | 175-185 | 160 | 1.96% | 1.973% | 76.35336 |
| F-4 | PFT | 59.860 | 4.40 | Mdd | - | UUU | - | - | - | - | Xcnrw | Lwbxn | 200-210 | 190 | 2.26% | 2.278% | 51.80927 |
| Q-2 | KNX | 294.000 | 1.69 | Kll | - | YYY | - | - | - | - | Vryyo | DVDU | 165-175 | 155 | 1.92% | 1.932% | 27.44818 |
Tranche Comments
G-1: First Pay: 2020-05-15; Registration: 144B/Qfv K;
Q-2: First Pay: 2020-05-15; Registration: 144O/Eiv Z;
O-3: First Pay: 2020-05-15; Registration: 144L/Qcx E;
F-4: First Pay: 2020-05-15; Registration: 144I/Wnj I;
Pricing Speed
6.00% KCM, 10% Kcaa