| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | QTZ | 13.000 | 9.14 | V-1 | - | C1+ | - | - | - | - | Bgavf | PpuN | 0-3 | -1 | 0.27% | 0.269% | 765.00000 |
| H2 | UKU | 776.200 | 8.34 | Fmm | - | GGG | - | - | - | - | Oilzb | OXYV | 20-22 | 19 | 0.41% | 0.414% | 56.53742 |
| J3 | ULR | 816.200 | 3.11 | Zqq | - | JJJ | - | - | - | - | Gaspk | Monex | 40-42 | 38 | 0.59% | 0.597% | 67.26062 |
| C4 | ZCI | 43.400 | 6.75 | Fll | - | AAA | - | - | - | - | Blwej | Vwtxq | 51-53 | 49 | 0.73% | 0.734% | 47.17950 |
Tranche Comments
G1: First Pay: 2020-08-17; Registration: 144B/Wed Q;
H2: First Pay: 2020-08-17; Registration: 144L/Cxk X;
J3: First Pay: 2020-08-17; Registration: 144M/Quf S;
C4: First Pay: 2020-08-17; Registration: 144N/Vdn B;
Risk Retention
TG BB - Vly, XT BB - Bo
Pricing Speed
6% AJS wu 10% Azzz