| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VUO | 13.139 | 5.80 | Eg2 | - | - | - | JJ | 21.90% | - | Zhqsl | Pkztl | 155-165 | 145 | 1.74% | 1.731% | 15.61884 |
| Q | ZBO | 18.174 | 3.40 | Vss2 | - | - | - | LLL+ | 85.00% | - | Ougpi | Hkzlq | 210-220 | 195 | 2.24% | 2.231% | 75.15244 |
| B1 | CIA | 96.172 | 9.10 | GR | - | - | - | EE | 16.69% | - | Rujlo | Kzlrz | 400-425 | 335 | 3.64% | 3.631% | 33.71300 |
| K | QLN | 31.667 | 7.30 | I2 | - | - | - | Z | 25.24% | - | Htpxi | Zreml | 175-185 | 165 | 1.94% | 1.931% | 88.69897 |
| Q | RPS | 17.900 | 9.30 | QG | - | - | - | DDD- | 49.27% | - | Mlqvh | Rhkkt | 300-310 | 250 | 2.79% | 2.781% | 75.89453 |
| F2 | CVB | 83.776 | 5.60 | JX | - | - | - | LL- | 46.59% | - | Wgszu | Vjmtu | 450-475 | 400 | 4.28% | 4.281% | 98.71207 |
| F | KHY | 13.675 | 9.50 | LM | - | - | - | T- | 37.98% | - | Yvogx | Ffxwh | - | 450 | 4.78% | 4.781% | 23.92983 |
| A | ILH | 666.518 | 6.60 | Hnn | - | - | - | PPP | 94.94% | - | Zarjq | Ncnuu | 110-115 | 105 | 1.34% | 1.331% | 27.23408 |
Tranche Comments
A: First Pay: 2020-10-19; Registration: 144U/Qoc E;
J: First Pay: 2020-10-19; Registration: 144T/Jyb S;
K: First Pay: 2020-10-19; Registration: 144I/Nrk H;
Q: First Pay: 2020-10-19; Registration: 144X/Fwg V;
Q: First Pay: 2020-10-19; Registration: 144H/Kxx Y;
B1: First Pay: 2020-10-19; Registration: 144Z/Hul Z;
F2: First Pay: 2020-10-19; Registration: 144P/Oae L;
F: First Pay: 2020-10-19; Registration: 144I/Cke Y;
Risk Retention
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