| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | RSS | 26.909 | 6.70 | - | M | - | E (C) | - | 93.67% | - | Bkwvg | Xgwnd | 310-320 | 290 | 3.25% | 3.228% | 33.31245 |
| W-2 | HOO | 4.399 | 2.40 | - | WW | - | GG | - | 69.80% | - | Tpgxx | Wdcoh | 240-250 | 225 | 2.60% | 2.578% | 70.33956 |
| F-1 | PMK | 91.392 | 6.20 | - | III | - | AAA | - | 77.20% | - | Tztgw | Vktvh | 400z | 400 | 4.35% | 4.328% | 54.20884 |
| J-1 | WED | 5.988 | 5.70 | - | NN | - | KK | - | 4.70% | - | Fbffc | Hoqdo | 590-600 | 590 | 5.22% | 6.228% | 95.86516 |
| B-1 | AMQ | 948.501 | 5.95 | - | CCC | - | ZZZ | - | 48.43% | - | Hayzp | Uuvgc | 150o | 145 | 1.72% | 1.675% | 34.36446 |
Tranche Comments
B-1: First Pay: 2020-07-27; Registration: 144Y/Zio H;
W-2: First Pay: 2020-07-27; Registration: 144W/Ayf J;
Z-3: First Pay: 2020-07-27; Registration: 144Z/Jov V;
F-1: First Pay: 2020-07-27; Registration: 144I/Caz L;
J-1: First Pay: 2020-07-27; Registration: 144D/Hhx C;