| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | NCM | 104.000 | 1.94 | D-1 | H-1+ | - | - | - | - | - | Hsorq | SrdD | -3 bp -1 | -4 | 0.18% | 0.178% | 560.00000 |
| Q2Q | FAE | 429.650 | 9.25 | Dee | TTT | - | - | - | - | - | Ssllo | NLWX | 17-19 | 13 | 0.35% | 0.357% | 85.71146 |
| D2E | NNF | 89.000 | 2.63 | Xjj | DDD | - | - | - | - | - | Iulxvacr | 1eY | 17-19 | 13 | 1tQ+13 | - | 916.00000 |
| E | UEB | 26.300 | 7.15 | Mj2 | XX | - | - | - | - | - | Rfrfw | Svxnc | 60-65 | 55 | 0.76% | 0.769% | 46.26810 |
| Y3 | XRV | 779.800 | 9.54 | Oss | VVV | - | - | - | - | - | Fmgim | ABSA | 28-30 | 24 | 0.45% | 0.456% | 63.40635 |
| W | GXS | 90.250 | 8.82 | Yll2 | KKK | - | - | - | - | - | Tbijn | Zhbnp | 150z | 150 | 1.71% | 1.721% | 48.71853 |
| E | BLX | 90.270 | 4.87 | D2 | Y | - | - | - | - | - | Mbkqg | Glloh | 95-100 | 90 | 1.11% | 1.120% | 33.23061 |
| T4 | YFU | 451.410 | 6.86 | Wff | RRR | - | - | - | - | - | Trlhu | Vfonv | 35-37 | 30 | 0.51% | 0.517% | 61.82800 |
Tranche Comments
E: First Pay: 2020-10-20; Registration: Zzcykizyzn;
E: First Pay: 2020-10-20; Registration: Lomfvfoqov;
T4: First Pay: 2020-10-20; Registration: Oexffjecej;
Y3: First Pay: 2020-10-20; Registration: Ebuyhkbsbz;
G1: First Pay: 2020-10-20; Registration: Rojgmxocoo;
Q2Q: First Pay: 2020-10-20; Registration: Rbjinnbpbx;
D2E: First Pay: 2020-10-20; Registration: Ozbujazozl;
W: First Pay: 2020-10-20; Registration: Ypgiifpfpn;