| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ATC | 91.330 | - | - | J- | N- | 5.19% | - | Nmbxtbpz | 3eTc | 930-950 | 930 | 3fZo+824 | - | 10.00000 |
| N | KNH | 19.900 | - | - | DD | OO | 50.00% | - | Dmkozpum | 3tDf | - | 205 | 3bLe+205 | - | 385.00000 |
| W | VMG | 96.000 | - | - | L | X | 35.00% | - | Scrskrla | 3sDa | - | 250 | 3gJl+250 | - | 637.00000 |
| X | DHR | 44.700 | - | - | KK- | XX- | 15.00% | - | Zhyaqtuw | 3wUc | - | 670 | 3yFl+662 | - | 28.90000 |
| F | PYG | 99.200 | - | - | KKK- | GGG- | 32.30% | - | Qfjmyllc | 3rRo | - | 360 | 3iYj+360 | - | 872.00000 |
| Nfg | HQZ | 33.100 | - | - | IJ | PY | - | - | - | - | - | - | - | - | Retained |
| J | SCS | 424.200 | - | - | VVV | BBB | 46.60% | - | Mkdaputk | 3pVm | - | 145 | 3iKc+145 | - | 179.00000 |
Tranche Comments
J: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144L/Ncy F;
N: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144V/Duh F;
W: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144N/Fce I;
F: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144K/Cag Q;
X: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144B/Lhy H;
B: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Q/Nor F;
Nfg: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Z/Iac X;
Deal Comments
Ebu-Hhpp Ayyhbnl 1.75
Risk Retention
TP/PC - Yczp PO - Ek
Reinvestment Period (YRS)
8.7
Reinvestment Period End Date
Aug 24, 2020