| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | OXF | 64.200 | 2.40 | - | - | U | - | B (B) | - | - | Jlzpslvr | 3hG | - | 275 | 3bM+275 | - | 253.00000 |
| T | XDK | 32.200 | 3.40 | - | - | QQQ- | - | EEE (S) | - | - | Hwxeqtih | 3iX | - | 375 | 3cH+375 | - | 886.00000 |
| J | JQJ | 187.800 | 1.20 | - | - | YYY | - | JJJ | - | - | Trxmjiha | 3bT | - | 150 | 3sJ+150 | - | 620.00000 |
| SLS | DBB | 79.900 | 2.10 | - | - | KKK | - | OOO | - | - | Cpldmpvj | 3qT | - | 175 | 3mG+175 | - | 755.00000 |
| F | RFF | 84.200 | 3.40 | - | - | GG | - | BB (J) | - | - | Hfxstjci | 3oM | - | 225 | 3jU+225 | - | 826.00000 |
| S | HUC | 26.800 | 2.30 | - | - | CC- | - | XX (E) | - | - | Trjqvcye | 3aA | - | 725 | 3yB+725 | - | 846.00000 |
| K | YYV | 8.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
SLS: First Pay: 2020-05-05; Registration: 144L/Odf E;
J: First Pay: 2020-05-05; Registration: 144G/Tji Q;
F: First Pay: 2020-05-05; Registration: 144Y/Xif U;
V: First Pay: 2020-05-05; Registration: 144A/Rka F;
T: First Pay: 2020-05-05; Registration: 144C/Opf H;
S: First Pay: 2020-05-05; Registration: 144M/Tbm Q;
K: First Pay: 2020-05-05; Registration: 144D/Nig M;
Risk Retention
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