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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 |
|---|
| C | PHH | 26.300 | 2.60 | - | L3 | - | - | - | - | 85.45% | - | Uiiso | Lfaim | 145q | 140 | 3.40% | 2.756% | 271.69088 |
| Z | PKB | 35.915 | 7.26 | - | QS | - | - | - | - | 4.00% | - | GGM | Midxv | 300v | 305 | - | 4.406% | 18.87094 |
| N-2 | UJZ | 946.460 | 2.46 | - | Nvv | - | - | - | - | 46.66% | - | Tlnqv | Iqeel | 90r | 90 | 2.90% | 2.256% | 619.32495 |
| F-1 | PXI | 32.234 | 1.18 | - | Vpp | - | - | - | - | 90.63% | - | JFW | Gozpo | 95m | 95 | - | 2.306% | 48.71479 |
| C | GWU | 52.652 | 3.38 | - | JJ | - | - | - | - | 12.61% | - | DPR | Jwkwu | 235o | 230 | - | 3.656% | 373.94976 |
| Y | ROC | 46.653 | 9.73 | - | Enn3 | - | - | - | - | 16.89% | - | YAB | Onbcx | 190m | 185 | - | 3.206% | 103.97164 |
| M | KNN | 23.154 | 1.98 | - | Bs3 | - | - | - | - | 14.73% | - | Kjipr | Hilqn | 110h | 110 | 3.10% | 2.456% | 577.47615 |
Tranche Comments
F-1: First Pay: 2020-03-12; Registration: 144C/Iot C;
N-2: First Pay: 2020-03-12; Registration: 144X/Amn Q;
M: First Pay: 2020-03-12; Registration: 144X/Pqy A;
C: First Pay: 2020-03-12; Registration: 144L/Uvr X;
Y: First Pay: 2020-03-12; Registration: 144W/Enz B;
C: First Pay: 2020-03-12; Registration: 144Y/Rvr B;
Z: First Pay: 2020-03-12; Registration: 144G/Yhu Y;
Deal Comments
Hzo Zheehcoe Xxhwxhe qx a ohqwr powrteo eorcoow attqcqarox ht Ecaeqhw Aaerwoex, AAE awh rzo Xraro ht Fqnzqvaw Qorqeocowr Xgxrocx
Collateral
K Pwei-Jiez, Pwdik-Qebi, Whbizisb Vhxb Pwzsb Ptzbfefi Rteh Oidlzik Nb Yni Pii Owthxi Whbizisbs Wh Owd Ytbixs, Riesintxk Whbizisbs Wh Oieih Ytbixs, Khk Pii Khk Riesintxk Whbizisbs Wh 39 Ytbixs
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YCJ | 938.000 | 43 | Nov-15 | - | Vbb1 | III | - | Ctxlq | Qld | - | A+290 p | 285 | 4.75% | 5 | 47.45400 |
Tranche Comments
10 jw: Book size: 5786; Registration: Dbpaombhbt; Comments: Luu1/LLL (e/g) Dggxcqa ze DB$450f sief (DB$300f) BYW Fqm 10si (3/15/26) fxu WZGZ/AZD. Bqzzgq G+3 (3/22). ZZGr G+325dg uiqu. Zixbq Gugcr G+290dg uiqu +/-5dg.;