| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-Y1 | PVC | 378.172 | 5.98 | - | GGG | - | - | - | - | - | Sscgp | Dybew | 120-125 | 120 | 1.43% | 1.430% | 81.37164 |
| X-Z1 | COE | 13.386 | 1.51 | - | L | - | - | - | - | - | Cluyb | Ojffn | 215-225 | 205 | 2.27% | 2.280% | 40.46099 |
| Y-U1 | AII | 2.623 | 4.24 | - | WW | - | - | - | - | - | Fbhrl | Dblms | 525-535 | 530 | 5.47% | 5.530% | 46.35180 |
| C-L1 | QAK | 90.706 | 9.35 | - | DDD | - | - | - | - | - | Nnjfc | Yliep | 290-300 | 280 | 3.01% | 3.030% | 93.53607 |
| W-L1 | NCL | 90.495 | 4.84 | - | VV | - | - | - | - | - | Bnoqs | Dqouh | 165-175 | 160 | 1.82% | 1.830% | 98.44437 |
Tranche Comments
R-Y1: First Pay: 2020-09-15; Registration: 144C/Njc H;
W-L1: First Pay: 2020-09-15; Registration: 144A/Bsv O;
X-Z1: First Pay: 2020-09-15; Registration: 144F/Erc H;
C-L1: First Pay: 2020-09-15; Registration: 144U/Vsl S;
Y-U1: First Pay: 2020-09-15; Registration: 144L/Vnn Z;