| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NBT | 79.930 | 7.50 | - | RR | - | CC | - | - | - | Etfml | JNOZ | 125-135 | 120 | 1.47% | 1.477% | 47.95092 |
| S | XUA | 4.210 | 7.41 | - | R | - | R | - | - | - | Lqlvo | Feyou | - | 900 | 9.08% | 9.254% | 94.21417 |
| I | GSO | 617.860 | 5.24 | - | BBB | - | III | - | - | - | Ssaxi | UIQN | 60-65 | 55 | 0.85% | 0.858% | 36.40878 |
| C | VLJ | 32.530 | 2.52 | - | B | - | Z | - | - | - | Bnftn | MEQU | 190-200 | 190 | 2.15% | 2.160% | 13.72498 |
| Q | ZRS | 96.200 | 3.48 | - | JJJ- | - | QQQ (B) | - | - | - | Ojlck | Aelmk | 275-285 | 265 | 2.88% | 2.904% | 23.59073 |
| J | VOY | 80.930 | 3.59 | - | SS | - | LL | - | - | - | Plkzw | Mlybh | 525-550 | 500 | 5.19% | 5.254% | 82.37370 |
Tranche Comments
I: First Pay: 2020-07-10; Registration: 144X Bpwu;
H: First Pay: 2020-07-10; Registration: 144U Iazc;
C: First Pay: 2020-07-10; Registration: 144X Fktq;
Q: First Pay: 2020-07-10; Registration: 144L Wtcp;
J: First Pay: 2020-07-10; Registration: 144V Tvbz;
S: First Pay: 2020-07-10; Registration: 144N Tzoz;