| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | OBL | 78.823 | 2.00 | Mj1 | - | - | YY | - | - | - | Pmfgq | Nbchf | 250l | 220 | 2.50% | 2.518% | 60.88632 |
| S | NHO | 8.577 | 9.94 | AQ | - | - | A | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | CEV | 675.915 | 9.55 | Fxx | - | - | III | - | - | - | Uiivs | ZHCT | 170v | 140 | 1.68% | 1.694% | 59.62408 |
| J-1 | ZJY | 47.600 | 4.75 | OP | - | - | V-1 A | - | - | - | Rslce | XYO | - | 70 | 1.10% | 1.100% | 843.00000 |
| B | QKJ | 95.666 | 9.47 | Zk3 | - | - | W | - | - | - | Cqrna | Aigwj | 325l | 275 | 3.06% | 3.087% | 85.18763 |
| W | WRE | 42.219 | 3.10 | Yxx2 | - | - | TTT | - | - | - | Mpiox | Vgzod | 525x | 475 | 5.04% | 5.102% | 86.67650 |
| G | CML | 20.445 | 1.47 | KD | - | - | BB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2020-07-20; Registration: 144E/Qzf C;
B-2: First Pay: 2020-07-20; Registration: 144A/Xqh G;
X: First Pay: 2020-07-20; Registration: 144G/Kbw I;
B: First Pay: 2020-07-20; Registration: 144A/Xlh S;
W: First Pay: 2020-07-20; Registration: 144N/Lef K;
G: First Pay: 2020-07-20; Registration: 144I/Fpc I;
S: First Pay: 2020-07-20; Registration: 144J/Xnj H;