| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VGN | 60.780 | 8.69 | - | BBB- | - | JJJ (I) | - | - | - | Rmykn | Aqhry | 275-285 | 265 | 2.88% | 2.904% | 64.57151 |
| Y | KMM | 27.860 | 5.98 | - | H | - | Z | - | - | - | Eusqy | CKJJ | 190-200 | 190 | 2.15% | 2.160% | 95.34856 |
| M | RFR | 25.920 | 6.80 | - | PP | - | KK | - | - | - | Crupz | MVVF | 125-135 | 120 | 1.47% | 1.477% | 77.90192 |
| Q | XHL | 27.490 | 8.15 | - | DD | - | KK | - | - | - | Tqcth | Juxtk | 525-550 | 500 | 5.19% | 5.254% | 51.86830 |
| H | AFR | 487.490 | 6.80 | - | FFF | - | DDD | - | - | - | Ymgwt | KJGT | 60-65 | 55 | 0.85% | 0.858% | 11.40031 |
| O | OVZ | 7.870 | 8.59 | - | L | - | G | - | - | - | Gmhlz | Hguym | - | 900 | 9.08% | 9.254% | 52.33798 |
Tranche Comments
H: First Pay: 2020-07-10; Registration: 144P Gxrv;
M: First Pay: 2020-07-10; Registration: 144M Oxnl;
Y: First Pay: 2020-07-10; Registration: 144R Ljpn;
Y: First Pay: 2020-07-10; Registration: 144C Oqjf;
Q: First Pay: 2020-07-10; Registration: 144C Twsg;
O: First Pay: 2020-07-10; Registration: 144R Gfba;