| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NYC | 76.550 | 8.40 | - | - | EE | VV | 33.20% | - | Mdzbpqrx | EPOII | 225 | 225 | ZURIB+225 | - | 707.00000 |
| H | UDI | 10.300 | 3.60 | - | - | A- | B | 9.10% | - | Ckclauqu | WTQJS | 275 | 275 | RZPTO+275 | - | 567.00000 |
| T | XJH | 33.800 | 8.90 | - | - | LLL | MMM | 9.20% | - | Sfxromrs | FVTZG | 375 | 375 | UKDMJ+375 | - | 215.00000 |
| O3 | LHU | 425.000 | 5.70 | - | - | TTT | QQQ | 15.00% | - | Axobjcnb | XESPZ | 140 | 140 | LSBOS+140 | - | 332.00000 |
Tranche Comments
O3: First Pay: 2020-11-15; Registration: 144U/Ksd V;
S: First Pay: 2020-11-15; Registration: 144P/Iyf A;
H: First Pay: 2020-11-15; Registration: 144N/Jzg V;
T: First Pay: 2020-11-15; Registration: 144P/Kxh I;