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| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | TRS | 93.384 | 3.39 | - | Yhh | - | - | - | - | 41.83% | - | WHA | Rlazz | 95s | 95 | - | 2.306% | 84.56507 |
| N | AQI | 66.775 | 6.35 | - | BP | - | - | - | - | 7.00% | - | FWG | Ommje | 300v | 305 | - | 4.406% | 21.13009 |
| P | QGR | 23.517 | 4.34 | - | Xt3 | - | - | - | - | 38.40% | - | Bbmie | Bfxkd | 110d | 110 | 3.10% | 2.456% | 368.58242 |
| C | URP | 64.988 | 1.93 | - | ZL | - | - | - | - | 58.11% | - | SNP | Febzy | 235v | 230 | - | 3.656% | 693.76887 |
| J-2 | QLP | 835.310 | 3.73 | - | Wee | - | - | - | - | 30.73% | - | Owpog | Lnjdi | 90p | 90 | 2.90% | 2.256% | 485.82222 |
| X | IZG | 53.607 | 3.58 | - | Sss3 | - | - | - | - | 41.30% | - | THC | Xzohm | 190h | 185 | - | 3.206% | 648.31025 |
| V | WAB | 24.930 | 9.62 | - | F3 | - | - | - | - | 26.78% | - | Qqxco | Wlfxc | 145n | 140 | 3.40% | 2.756% | 965.30124 |
Tranche Comments
H-1: First Pay: 2020-03-12; Registration: 144W/Ttz R;
J-2: First Pay: 2020-03-12; Registration: 144T/Kct G;
P: First Pay: 2020-03-12; Registration: 144I/Xqp V;
V: First Pay: 2020-03-12; Registration: 144D/Lcs W;
X: First Pay: 2020-03-12; Registration: 144B/Rix X;
C: First Pay: 2020-03-12; Registration: 144F/Ixv B;
N: First Pay: 2020-03-12; Registration: 144K/Oqc S;
Deal Comments
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Collateral
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