| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZVP | 491.600 | 4.10 | - | E3 | - | - | X (V) | - | 92.49% | - | HED | Cnmie | 215n | 215 | - | 2.626% | 47.95034 |
| E | YNB | 76.800 | 3.10 | - | MP | - | - | III (U) | - | 2.45% | - | RRO | - | - | - | - | - | Retained |
| GBB | MUF | 17.500 | 4.80 | - | BN | - | - | LL (Q) | - | 9.00% | - | VVY | - | - | - | - | - | Retained |
| D | ZIZ | 546.300 | 7.20 | - | Kww | - | - | MMM | - | 79.21% | - | Tjnkp | Jefvm | 120t | 120 | 2.13% | 1.676% | 414.37144 |
| M | KCA | 285.900 | 1.20 | - | Cu3 | - | - | NN (C) | - | 19.53% | - | XAJ | Yocwn | 165s | 165 | - | 2.126% | 675.20359 |
| B | BWA | 902.600 | 2.30 | - | Npp3 | - | - | UUU (A) | - | 4.51% | - | LSJ | Fbmvn | 260g | 260 | - | 3.076% | 59.12746 |
Tranche Comments
D: First Pay: 2020-09-11; Registration: 144V/Yzh W;
M: First Pay: 2020-09-11; Registration: 144L/Njw J;
A: First Pay: 2020-09-11; Registration: 144L/Odt M;
B: First Pay: 2020-09-11; Registration: 144W/Dfo J;
E: First Pay: 2020-09-11; Registration: 144V/Lfy B; Comments: Rbg-ryqygq;
GBB: First Pay: 2020-09-11; Registration: 144V/Qmu X; Comments: Dhs-itpnsu;
Collateral
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