| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | CCF | 98.800 | 6.12 | - | - | - | - | PP- | 24.19% | - | Flvpr | MOIX | 675l | 650 | 6.63% | 6.723% | 68.91762 |
| C | EGD | 62.100 | 8.45 | - | - | - | - | C- | 73.67% | - | Btjzn | JLAG | 275-285 | 260 | 2.83% | 2.855% | 57.27616 |
| U | CCC | 46.860 | 8.56 | - | - | - | - | LL | 82.11% | - | Vhcqa | PHNT | 190t | 185 | 2.08% | 2.098% | 50.81251 |
| Q | EUN | 40.800 | 3.92 | - | - | - | - | DDD- | 45.54% | - | Tcnqr | CQND | 425n | 400 | 4.19% | 4.236% | 92.27080 |
| G | VJO | 8.000 | 9.54 | - | - | - | - | F | 79.26% | - | Mgcfx | Vojrw | 1000-1050 | 975 | 9.76% | 9.968% | 39.99214 |
Tranche Comments
U: First Pay: 2020-08-20; Registration: 144G Nikk;
C: First Pay: 2020-08-20; Registration: 144Q Ugdo;
Q: First Pay: 2020-08-20; Registration: 144B Xzdf;
H: First Pay: 2020-08-20; Registration: 144B Dcou;
G: First Pay: 2020-08-20; Registration: 144A Dhzg;
Deal Comments
IVH M-Pc Yjwhsad/Yppwhsad. IVH Ic Yjwhsad Yjho.