| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | ZRW | 976.262 | 4.52 | - | III | - | III | - | 84.27% | - | Xhsht | Rcjfh | 150d | 145 | 1.72% | 1.675% | 89.99757 |
| E-1 | IFU | 82.106 | 8.30 | - | OOO | - | BBB | - | 83.50% | - | Xxwxq | Xfmqx | 400d | 400 | 4.35% | 4.328% | 52.71623 |
| M-2 | ZYT | 5.426 | 5.70 | - | FF | - | NN | - | 57.90% | - | Tucac | Ideqn | 240-250 | 225 | 2.60% | 2.578% | 33.78795 |
| N-3 | KCE | 25.457 | 4.20 | - | H | - | Z (X) | - | 17.18% | - | Uihgz | Rklfp | 310-320 | 290 | 3.25% | 3.228% | 28.14908 |
| A-1 | JTC | 7.366 | 9.80 | - | II | - | HH | - | 5.30% | - | Llxuz | Lnjgs | 590-600 | 590 | 5.22% | 6.228% | 90.70153 |
Tranche Comments
W-1: First Pay: 2020-07-27; Registration: 144Z/Mcz K;
M-2: First Pay: 2020-07-27; Registration: 144Q/Iwe R;
N-3: First Pay: 2020-07-27; Registration: 144D/Mnj W;
E-1: First Pay: 2020-07-27; Registration: 144E/Tqx M;
A-1: First Pay: 2020-07-27; Registration: 144I/Mwl K;