| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IOC | 889.366 | 7.85 | - | - | - | - | U | - | - | Xsvat | Ocabd | 115-125 | 115 | 2.22% | 2.232% | 86.20221 |
| B | ZQA | 99.686 | 8.23 | - | - | - | - | WW | - | - | Zwmvs | Wgdtl | 375u | 375 | 3.50% | 5.137% | 49.29494 |
| F | UYL | 40.882 | 8.42 | - | - | - | - | YYY | - | - | Zytwv | Kixgc | 170-180 | 160 | 2.79% | 2.808% | 40.37669 |
Tranche Comments
L: Registration: 144F/Oni E;
F: Registration: 144X/Vvm C;
B: Registration: 144B/Qna F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | JEV | 22.977 | 6.12 | - | - | - | - | MM | - | - | Kvknv | Kbhxq | 450-475 | 425 | 3.50% | 4.911% | 14.79189 |
| R | JBI | 87.740 | 7.89 | - | - | - | - | DDD | - | - | Ntnya | Klvjd | 240-255 | 225 | 2.84% | 2.863% | 38.77987 |
| J | TRC | 239.116 | 9.91 | - | - | - | - | A | - | - | Mmwhw | Yklhy | 190-195 | 180 | 2.29% | 2.302% | 88.45517 |
Tranche Comments
J: Registration: 144Y/Wbr K;
R: Registration: 144Q/Uim V;
R: Registration: 144V/Brd M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OMX | 36.150 | 7.58 | - | - | - | - | III | - | - | Qntox | Duqlc | 310f | 285 | 3.45% | 3.477% | 40.29328 |
| A | JYG | 22.282 | 7.65 | - | - | - | - | EE | - | - | Zgmcd | Qywrc | 550s | 525 | 3.50% | 5.929% | 61.60211 |
| E | VZR | 193.710 | 9.56 | - | - | - | - | F | - | - | Aqhzt | Fbxhf | 200q | 200 | 2.47% | 2.491% | 32.96234 |
Tranche Comments
E: Registration: 144K/Dme Y;
I: Registration: 144P/Dkd A;
A: Registration: 144E/Qos Y;
Risk Retention
TVw Lvgrpgy grywrrp yg ngkr ynw Fwyxgrwr Prywywpy xp xr "gyglgrxygy" fgy ynw vgyvgpwp gf ynw ygps ywywryggr ywpggywkwryp pwy ggy gr Qyygskw 6 gf ynw TV Lwsgygygaxyggr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PWE | 266.455 | 7.61 | - | - | - | - | M | - | - | Esfnw | Qvegz | 250o | 240 | 2.75% | 2.774% | 35.14728 |
| A | BKN | 53.351 | 8.52 | - | - | - | - | II | - | - | Xsomb | Dhgux | 660-670 | 640 | 3.50% | 6.851% | 64.93700 |
| H | MRJ | 14.860 | 4.61 | - | - | - | - | NNN | - | - | Vqbne | Kqbkx | 375j | 350 | 3.86% | 3.892% | 91.53426 |
Tranche Comments
O: First Pay: 2020-08-20; Registration: 144F/Fcz A;
H: First Pay: 2020-08-20; Registration: 144C/Jqn Z;
A: First Pay: 2020-08-20; Registration: 144C/Yhl X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MLP | 41.110 | 1.28 | - | - | - | - | PP | - | - | Vsttg | Ybqis | - | - | 2.00% | 7.819% | 17.00000 |
| L | UPJ | 361.565 | 6.58 | - | - | - | - | U | - | - | Ypxzx | Jglol | - | - | - | - | - |
| J | ZLC | 23.820 | 1.19 | - | - | - | - | WWW | - | - | Tfqis | Bkckq | - | 475 | 5.35% | 5.362% | 822.63000 |
Tranche Comments
L: Comments: Awq-fxbcqp;