| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | EJO | 79.329 | 4.72 | - | DDD | - | ZZZ | - | 34.75% | - | Qfofu | Hqntp | 400-425 | 375 | 4.15% | 4.128% | 49.48016 |
| B-1 | AFY | 736.883 | 4.13 | - | NNN | - | AAA | - | 79.16% | - | Gkmpu | MVQF | 155-165 | 145 | 1.76% | 1.704% | 48.26193 |
| D-1 | UUU | 88.850 | 4.91 | - | II | - | YY | - | 4.10% | - | Thfmo | Wqgdm | 575-600 | 550 | 5.38% | 5.878% | 43.66407 |
| M-2 | AZF | 86.439 | 3.75 | - | AA | - | EE (S) | - | 68.00% | - | Yutwc | Lyxps | 255-265 | 240 | 2.77% | 2.745% | 79.33463 |
| L-2 | VXQ | 60.372 | 4.59 | - | G | - | V (S) | - | 5.10% | - | - | - | - | - | - | - | Retained |
| M-3 | LRS | 28.143 | 1.31 | - | O | - | V | - | 44.70% | - | Yfjws | Fttdm | 290-300 | 280 | 3.20% | 3.178% | 80.87371 |
Tranche Comments
B-1: First Pay: 2020-07-25; Registration: 144T/Ohp M;
M-2: First Pay: 2020-07-25; Registration: 144F/Bis E;
M-3: First Pay: 2020-07-25; Registration: 144W/Ltx C;
D-1: First Pay: 2020-07-25; Registration: 144I/Ppj L;
D-1: First Pay: 2020-07-25; Registration: 144H/Ton Y;
L-2: First Pay: 2020-07-25; Registration: 144F/Cpd T;