| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | ZUR | 96.813 | 4.40 | - | LL | - | - | - | 11.10% | - | Olvsf | Pfaxg | 210-215 | 195 | 2.24% | 2.219% | 69.12199 |
| K-2 | NCL | 66.144 | 1.30 | - | S | - | - | - | 5.50% | - | Xclvt | Jbzms | 700d | 700 | 4.75% | 7.269% | 29.59168 |
| Q-3 | BBD | 86.200 | 7.30 | - | O | - | - | - | 87.14% | - | Nksed | Airva | 255-265 | 230 | 2.59% | 2.569% | 12.61746 |
| M-1 | QCR | 98.430 | 8.30 | - | CCC | - | - | - | 9.63% | - | Abvwt | Rgtig | 330-340 | 325 | 3.54% | 3.519% | 84.73807 |
| Y-1 | WZU | 83.375 | 8.50 | - | AA | - | - | - | 8.51% | - | Pupcy | Buoep | 500u | 500 | 4.75% | 5.269% | 24.59930 |
| F-1 | ICK | 645.500 | 9.94 | - | XXX | - | - | - | 56.40% | - | Vgccv | Wokta | 130-135 | 125 | 1.49% | 1.446% | 31.82615 |
Tranche Comments
F-1: First Pay: 2020-08-25; Registration: 144C/Lnl R;
X-2: First Pay: 2020-08-25; Registration: 144X/Wxg H;
Q-3: First Pay: 2020-08-25; Registration: 144E/Yew S;
M-1: First Pay: 2020-08-25; Registration: 144W/Xmo J;
Y-1: First Pay: 2020-08-25; Registration: 144V/Irg J;
K-2: First Pay: 2020-08-25; Registration: 144K/Naw L;
Pricing Speed
20% BQT gp 30% Bcll