| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | WIY | 526.793 | 6.46 | - | Cww | - | ZZZ | - | YYY | 32.00% | - | Mihzp | Swaep | 94t | 94 | 1.90% | 1.241% | 371.33172 |
| X-1 | PQK | 4.200 | 5.51 | - | Ymm | - | EEE | - | PPP | 68.00% | - | Qqfos | Rmbjl | 57o | 57 | 0.80% | 0.790% | 49.40416 |
| I-4 | LHM | 34.100 | 8.83 | - | Krr | - | BBB | - | BBB | 64.00% | - | Ohnbb | Dkonx | 96x | 96 | 1.64% | 1.519% | 814.71315 |
| N | XQI | 43.695 | 4.89 | - | TF | - | NN- | - | NN | 22.28% | - | Kqjbc | Slelu | 170l | 160 | 2.57% | 2.231% | 396.87660 |
| K | EHF | 45.723 | 9.42 | - | FT | - | VVV | - | UUU+ | 1.42% | - | Mgori | Heubo | 370u | 360 | 2.25% | 4.231% | 26.77967 |
| I-3 | YJW | 57.296 | 5.13 | - | Vmm | - | OOO | - | JJJ | 40.00% | - | Huwzz | Ntnrd | 98i | 98 | 1.88% | 1.371% | 477.62017 |
| U-5 | ZTY | 908.144 | 5.59 | - | Gmm | - | UUU | - | III | 17.00% | - | Hlgtv | Pwhqw | 98c | 98 | 1.93% | 1.581% | 210.20871 |
| J-G | HMX | 68.828 | 2.58 | - | Am2 | - | DDD | - | III | 19.00% | - | Smwzz | Jwhrq | 142e | 138 | 2.34% | 2.001% | 820.35148 |
| X | VTM | 50.968 | 6.68 | - | CX | - | T- | - | W | 61.50% | - | OYP | Oormw | 260z | 250 | 14.63% | 3.131% | 572.24996 |
| Q-TE | TLZ | 1.976 | 7.92 | - | Gpp | - | OOO | - | DDD | 64.00% | - | Zjsvx | Sgnyb | 97d | 97 | 1.88% | 1.432% | 602.62131 |
| E-Q | VIL | 321.730 | 1.91 | - | Eh1 | - | SSS | - | WWW | - | - | Kgska | - | 220t | 190 | - | 2.387% | Int. Only |
| P | OJA | 2.140 | 7.30 | - | UX | - | FFF- | - | QQQ | 6.30% | - | Urzqp | Dbokb | 535i | 535 | 2.25% | 5.981% | 16.20144 |
Tranche Comments
X-1: First Pay: 2020-09-17; Registration: Huxoizuruu;
X-2: First Pay: 2020-09-17; Registration: Giczxtiaii;
I-3: First Pay: 2020-09-17; Registration: Qzhhffzkzh;
Q-TE: First Pay: 2020-09-17; Registration: Mkeyclkgkc;
I-4: First Pay: 2020-09-17; Registration: Tfopzqfifv;
U-5: First Pay: 2020-09-17; Registration: Tucyisuoum;
J-G: First Pay: 2020-09-17; Registration: Jwmxgswpwf;
N: First Pay: 2020-09-17; Registration: Vqwxsbqyqk;
X: First Pay: 2020-09-17; Registration: Auqiioucuv;
K: First Pay: 2020-09-17; Registration: 144Y/Ffg L;
P: First Pay: 2020-09-17; Registration: 144N/Oxg E;
E-Q: First Pay: 2020-09-17;