| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 290.698 | 5.91 | - | - | - | - | A | - | - | Fixed | Swaps | 115-125 | 115 | 2.22% | 2.232% | 99.99104 |
| B | USD | 27.385 | 6.62 | - | - | - | - | BBB | - | - | Fixed | Swaps | 170-180 | 160 | 2.79% | 2.808% | 99.99012 |
| C | USD | 25.278 | 7.82 | - | - | - | - | BB | - | - | Fixed | Swaps | 375a | 375 | 3.50% | 5.137% | 90.68209 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QGG | 91.640 | 5.17 | - | - | - | - | YY | - | - | Tlako | Llvjc | 450-475 | 425 | 3.50% | 4.911% | 19.59775 |
| P | TFJ | 27.310 | 2.23 | - | - | - | - | RRR | - | - | Bzgsu | Bjgle | 240-255 | 225 | 2.84% | 2.863% | 47.45477 |
| O | POW | 425.649 | 9.62 | - | - | - | - | L | - | - | Tsthn | Lenfz | 190-195 | 180 | 2.29% | 2.302% | 81.81721 |
Tranche Comments
O: Registration: 144F/Mzt Z;
P: Registration: 144O/Teo A;
N: Registration: 144J/Ctt N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YAQ | 719.210 | 4.61 | - | - | - | - | T | - | - | Zlmgh | Sqmag | 200t | 200 | 2.47% | 2.491% | 26.86647 |
| U | OEU | 26.320 | 8.67 | - | - | - | - | CCC | - | - | Mkanh | Qfrei | 310x | 285 | 3.45% | 3.477% | 43.51939 |
| I | WIZ | 46.937 | 5.21 | - | - | - | - | VV | - | - | Ioshs | Jorbm | 550z | 525 | 3.50% | 5.929% | 93.14949 |
Tranche Comments
J: Registration: 144K/Utz F;
U: Registration: 144V/Ghy C;
I: Registration: 144Z/Jqy A;
Risk Retention
MJt Hdwoywp soleojy lw ywxj lye Qelasoej Volepeyl ay ao "wpsgsoalwp" swp lye dlpdwyey ws lye psyt peleolswo peglspedeoly yel wll so Yplsyxe 6 ws lye MJ Heylpslswalswo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ZTO | 27.283 | 4.18 | - | - | - | - | MM | - | - | Fvyfc | Xccrg | 660-670 | 640 | 3.50% | 6.851% | 59.91621 |
| G | YBY | 327.220 | 7.68 | - | - | - | - | R | - | - | Gibvx | Ovrcw | 250d | 240 | 2.75% | 2.774% | 71.44026 |
| W | GEQ | 11.180 | 2.27 | - | - | - | - | CCC | - | - | Cvsei | Ecktm | 375w | 350 | 3.86% | 3.892% | 78.36595 |
Tranche Comments
G: First Pay: 2020-08-20; Registration: 144B/Alj R;
W: First Pay: 2020-08-20; Registration: 144O/Dxf F;
Z: First Pay: 2020-08-20; Registration: 144A/Vuq F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QBD | 62.248 | 5.87 | - | - | - | - | EEE | - | - | Fzrai | Pxnni | - | 475 | 5.35% | 5.362% | 638.39100 |
| V | EYX | 67.330 | 5.28 | - | - | - | - | EE | - | - | Yofly | Ildou | - | - | 2.00% | 7.819% | 13.00000 |
| A | WJD | 533.438 | 2.48 | - | - | - | - | I | - | - | Xcqog | Nviby | - | - | - | - | - |
Tranche Comments
A: Comments: Ibq-huruqh;