| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | PCB | 63.500 | 1.46 | - | - | - | PP | - | 69.43% | - | Qhpyr | Mqwbi | 130-140 | 125 | 1.47% | 1.477% | 39.86110 |
| Y4 | XYU | 41.480 | 4.56 | - | - | - | FF | - | 5.50% | - | Mocvt | Qqkbf | 525 | 525 | 5.43% | 5.495% | 88.90877 |
| D2 | OFE | 96.100 | 7.42 | - | - | - | Y | - | 6.80% | - | Acucg | Prynr | 180-190 | 175 | 1.97% | 1.980% | 11.15730 |
| H3 | RVD | 93.600 | 1.65 | - | - | - | PPP | - | 1.30% | - | Qouxv | Rkzbq | 265-275 | 260 | 2.82% | 2.837% | 11.57545 |
| X5 | NSH | 9.576 | 6.48 | - | - | - | MM | - | 3.00% | - | - | - | - | - | - | - | Retained |
| F | AGO | 815.400 | 5.34 | - | - | - | VVV | - | 89.64% | - | Ibtmr | AIGX | 105-110 | 105 | 1.27% | 1.272% | 82.30301 |
Tranche Comments
F: First Pay: 2020-10-26; Registration: 144H/Xas N;
L1: First Pay: 2020-10-26; Registration: 144N/Gem C;
D2: First Pay: 2020-10-26; Registration: 144W/Psd Y;
H3: First Pay: 2020-10-26; Registration: 144T/Kob K;
Y4: First Pay: 2020-10-26; Registration: 144X/Aye D;
X5: First Pay: 2020-10-26; Registration: 144W Cwxe;