| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X5 | PVM | 1.400 | 9.47 | - | - | - | K (I) | - | 5.00% | - | Ifvol | XIG | - | - | - | - | - |
| H | ZUC | 952.100 | 9.13 | - | - | - | VVV | - | 74.77% | - | Fhjjr | VVUI | - | - | - | - | - |
| E1 | CHO | 54.500 | 7.65 | - | - | - | AA | - | 77.26% | - | Yaazs | Hwztk | - | - | - | - | - |
| M4 | MGT | 34.900 | 2.77 | - | - | - | GG | - | 8.80% | - | Sgcmi | SAO | - | - | - | - | - |
| K3 | AMW | 12.700 | 8.80 | - | - | - | QQQ | - | 7.11% | - | Iimpm | Vetka | - | - | - | - | - |
| P2 | YZE | 51.000 | 3.45 | - | - | - | D | - | 4.12% | - | Iwalq | Hmndc | - | - | - | - | - |
Tranche Comments
H: First Pay: 2020-08-25; Registration: 144I/Hjf F;
E1: First Pay: 2020-08-25; Registration: 144I/Tib F;
P2: First Pay: 2020-08-25; Registration: 144J/Uil D;
K3: First Pay: 2020-08-25; Registration: 144B/Czv X;
M4: First Pay: 2020-08-25; Registration: 144U/Wht K;
X5: First Pay: 2020-08-25; Registration: 144S Vthv;
Deal Comments
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