| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XXE | 962.800 | 6.30 | - | Cnn | - | - | - | - | - | 90.9% | Vlwhf | Fuamp | 140n | 135 | 2.26% | 1.622% | 659.93580 |
| C | NKM | 78.000 | 8.20 | - | Bd3 | - | - | - | - | - | 13.9% | - | - | - | - | - | - | Retained |
| U | NUK | 67.500 | 4.40 | - | Iss3 | - | - | - | - | - | 55.0% | Cywiv | Rtyup | 375m | 360 | 3.83% | 3.872% | 59.62100 |
| H | FFE | 55.000 | 1.30 | - | Dv2 | - | - | - | - | - | 46.1% | - | - | - | - | - | - | Retained |
| Q | ZXK | 17.900 | 6.80 | - | Cv3 | - | - | - | - | - | 41.0% | Pvvzw | Lutyf | 200x | 190 | 2.82% | 2.172% | 620.71330 |
| Q | MJG | 29.300 | 9.60 | - | Z3 | - | - | - | - | - | 28.5% | Bvqcn | Cyqrt | 275w | 260 | 3.53% | 2.872% | 516.82550 |
| UAA | TYA | 41.500 | 9.80 | - | A1 | - | - | - | - | - | 61.6% | - | - | - | - | - | - | Retained |
| A | POR | 885.800 | 5.88 | - | Rm2 | - | - | - | - | - | - | Qhzzp | Slehd | 250x | 250 | 1.38% | 2.703% | 1.89390 |
Tranche Comments
M: First Pay: 2020-09-17; Registration: 144E/Rtc V;
Q: First Pay: 2020-09-17; Registration: 144M/Rnc W;
Q: First Pay: 2020-09-17; Registration: 144D/Qxz O;
U: First Pay: 2020-09-17; Registration: 144A/Nio M;
H: First Pay: 2020-09-17; Registration: 144H/Ghl J; Comments: Gne-spyuew;
C: First Pay: 2020-09-17; Registration: 144V/Bim N; Comments: Cus-tqmqsx;
UAA: First Pay: 2020-09-17; Registration: 144X/Hmi I; Comments: Lro-btrlob;
A: First Pay: 2020-09-17; Registration: Kqnoxfqyqj;
Collateral
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