| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | NPB | 136.523 | 3.73 | - | - | OOO | - | KKK | 24.10% | - | Xalhs | Dfgpc | 140 f | 135 | 1.65% | 1.605% | 14.70656 |
| C-3 | YLQ | 4.800 | 8.70 | - | - | O | - | E | 85.85% | - | Ejpeo | Lugfy | 290-300 | 290 | 3.29% | 3.267% | 18.62753 |
| Q-1 | EMI | 6.403 | 6.50 | - | - | RRR | - | SSS | 4.82% | - | Zucnl | Rzkzo | 375-400 | 350 | 3.89% | 3.867% | 32.30524 |
| L-1 | KCV | 2.528 | 5.90 | - | - | II | - | NN | 3.11% | - | Eslom | IBH | - | - | 4.47% | 4.861% | 96.60660 |
| U-2 | BRQ | 2.998 | 9.30 | - | - | H | - | M | 9.47% | - | Zkikq | QLQ | - | - | 4.47% | 6.858% | 13.30036 |
| W-2 | EIB | 20.143 | 2.10 | - | - | QQ | - | WW | 70.20% | - | Ozfae | Rlcwu | 250 b | 250 | 2.89% | 2.867% | 586.00000 |
Tranche Comments
I-1: First Pay: 2020-07-27; Registration: 144X/Llm B;
W-2: First Pay: 2020-07-27; Registration: 144X/Fvf G;
C-3: First Pay: 2020-07-27; Registration: 144K/Tbl Y;
Q-1: First Pay: 2020-07-27; Registration: 144H/Zew H;
L-1: First Pay: 2020-07-27; Registration: 144F/Zdx P;
U-2: First Pay: 2020-07-27; Registration: 144A/Hcx N;