| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | XTT | 35.413 | 2.67 | - | - | - | AAA | - | 52.10% | - | Tanxf | Tfjka | - | 435 | 4.57% | 4.615% | 56.35730 |
| X | WUJ | 977.994 | 2.70 | - | - | - | AAA | - | 21.98% | - | Difeq | YYIW | - | 145 | 1.71% | 1.745% | 25.47355 |
| B5 | WIW | 84.779 | 9.91 | - | - | - | LT | - | 1.00% | - | Hkkeo | TQC | - | - | 7.75% | 8.000% | 67.91530 |
| F1 | PQF | 79.363 | 5.71 | - | - | - | TT | - | 39.27% | - | Pluoj | Xvgyc | - | 190 | 2.15% | 2.159% | 15.15126 |
| V4 | XMY | 12.400 | 8.86 | - | - | - | AA | - | 6.98% | - | Xscyo | KCG | - | - | 6.29% | 6.375% | 13.38378 |
| L2 | KSS | 61.797 | 1.69 | - | - | - | J | - | 93.74% | - | Rzccn | Wifpz | - | 285 | 3.09% | 3.111% | 84.83870 |
Tranche Comments
X: First Pay: 2020-07-27; Registration: 144D/Xlu F;
F1: First Pay: 2020-07-27; Registration: 144N/Wue A;
L2: First Pay: 2020-07-27; Registration: 144Y/Bdo E;
O3: First Pay: 2020-07-27; Registration: 144N/Uvq J;
V4: First Pay: 2020-07-27; Registration: 144E/Mhv K;
B5: First Pay: 2020-07-27; Registration: 144M Dkqz;
Collateral
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