| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | KQT | 1.311 | 2.00 | - | - | O | - | NN+ | 4.00% | - | - | - | - | - | - | - | Retained |
| G-1 | JLV | 5.600 | 5.00 | - | - | CC | - | EM | 2.70% | - | - | - | - | - | - | - | Retained |
| M-2 | VUN | 7.528 | 1.00 | - | - | J | - | ZU | 1.91% | - | - | - | - | - | - | - | Retained |
| P-3 | IEY | 1.600 | 6.00 | - | - | FR | - | VK | 5.00% | - | - | - | - | - | - | - | Retained |
| G-1 | KUP | 694.315 | 1.80 | - | - | QQQ | - | OOO | 45.00% | - | Jizjm | Kurbp | - | 180 | 2.12% | 2.060% | 72.20850 |
| P-2 | VSC | 28.849 | 5.00 | - | - | OO | - | Y+ | 9.00% | - | Hpvhn | Dtdbo | - | 265 | 2.97% | 2.920% | 95.23172 |
| Q-1 | NLL | 1.111 | 7.00 | - | - | CCC | - | CO | 8.62% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2020-07-27; Registration: 144Q/Rns Y;
P-2: First Pay: 2020-07-27; Registration: 144I/Nvs B;
L-3: First Pay: 2020-07-27; Registration: 144I/Fkb U;
Q-1: First Pay: 2020-07-27; Registration: 144U/Bkl J;
G-1: First Pay: 2020-07-27; Registration: 144V/Fva V;
M-2: First Pay: 2020-07-27; Registration: 144F/Kih H;
P-3: First Pay: 2020-07-27; Registration: 144G/Quu Z;
Pricing Speed
15% NNF To Lgzcozoq Frgregzcoz Zozr