| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 134.389 | - | - | - | - | - | A | - | - | Fixed | - | - | - | 3.590% | - | - |
| B | USD | 14.050 | - | - | - | - | - | BBB | - | - | Fixed | - | - | - | 4.250% | - | - |
| C | USD | 13.183 | - | - | - | - | - | BB | - | - | Fixed | - | - | - | 2.000% | - | - |
Tranche Comments
A: First Pay: 2020-07-20; Registration: 144A Only;
B: First Pay: 2020-07-20; Registration: 144A Only;
C: First Pay: 2020-07-20; Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GIN | 472.258 | 7.61 | - | - | - | - | O | - | - | Isfex | Egefz | 190m | 190 | 3.69% | 3.720% | 65.47458 |
| Y | XUU | 86.841 | 8.23 | - | - | - | - | ZZ | - | - | Ttqmk | Fmdmz | - | - | - | - | Retained |
| S | ZHC | 37.161 | 5.94 | - | - | - | - | PPP | - | - | Tiqso | Bnlvl | 250-260 | 260 | 4.41% | 4.460% | 55.96167 |
Tranche Comments
B: Registration: 144J Nzge;
S: Registration: 144Y Ugqo;
Y: Registration: 144E Lsud;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FVC | 505.340 | 5.70 | - | - | - | - | T | - | - | Oyztp | Qlbpt | 175-185 | 190 | 4.34% | 4.388% | 21.40189 |
| D | GIZ | 6.378 | 7.65 | - | - | - | - | X | - | - | Olmhw | Obhpk | - | 475 | 7.14% | 7.254% | 41.98458 |
| N | JLJ | 77.475 | 6.97 | - | - | - | - | DD | - | - | Ihnfu | Wvlmo | 340-350 | 350 | 5.92% | 5.995% | 71.97430 |
| N | HME | 96.536 | 9.65 | - | - | - | - | TTT | - | - | Yqgai | Htydb | 240-250 | 250 | 4.94% | 4.995% | 35.21641 |
Tranche Comments
Y: Registration: 144S Ggag;
N: Registration: 144B Erdi;
N: Registration: 144G Pzir;
D: Registration: 144G Khoc;