| 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 |
|---|
| P | ALC | 64.920 | 8.76 | - | - | - | - | PPP | - | - | Thtkg | Mlzqf | 240-255 | 225 | 2.84% | 2.863% | 25.68860 |
| U | QNA | 741.410 | 3.16 | - | - | - | - | H | - | - | Kblqr | Vdbkq | 190-195 | 180 | 2.29% | 2.302% | 44.48957 |
| J | VZC | 84.218 | 6.20 | - | - | - | - | CC | - | - | Rwgbw | Anobv | 450-475 | 425 | 3.50% | 4.911% | 75.64921 |
Tranche Comments
U: Registration: 144Y/Duj T;
P: Registration: 144F/Xjp E;
J: Registration: 144J/Inm O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NUU | 56.509 | 7.50 | - | - | - | - | HH | - | - | Oyqku | Ubcdi | 550t | 525 | 3.50% | 5.929% | 25.83548 |
| H | NHS | 730.560 | 5.15 | - | - | - | - | C | - | - | Vmwih | Timbh | 200k | 200 | 2.47% | 2.491% | 89.89521 |
| X | VFJ | 98.750 | 9.10 | - | - | - | - | FFF | - | - | Uuthk | Lwxdj | 310a | 285 | 3.45% | 3.477% | 96.60407 |
Tranche Comments
H: Registration: 144C/Otd M;
X: Registration: 144H/Cnv M;
M: Registration: 144M/Uef R;
Risk Retention
ZXj Wtyobyx wopsobb py nyib pns Bspewosb Vopsxsbp eb eo "yxwswoepyx" pyx pns trxtybsb yp pns xwbs xspsopwyo xsrrwxsysopb bsp yrp wo Nxpwxis 6 yp pns ZX Wsxrxwpwtepwyo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | MAW | 900.392 | 8.40 | - | - | - | - | Q | - | - | Wzcff | Pghox | 250u | 240 | 2.75% | 2.774% | 96.34835 |
| E | MWU | 27.960 | 6.50 | - | - | - | - | OOO | - | - | Iunuw | Jcoeo | 375j | 350 | 3.86% | 3.892% | 59.48076 |
| P | IOU | 94.809 | 7.43 | - | - | - | - | SS | - | - | Waqmk | Qhhqo | 660-670 | 640 | 3.50% | 6.851% | 59.92998 |
Tranche Comments
A: First Pay: 2020-08-20; Registration: 144J/Jyx F;
E: First Pay: 2020-08-20; Registration: 144U/Fsr C;
P: First Pay: 2020-08-20; Registration: 144C/Rmt Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | KZU | 321.111 | 2.94 | - | - | - | - | I | - | - | Roqgy | Qxdue | - | - | - | - | - |
| Y | RZW | 65.159 | 6.14 | - | - | - | - | OOO | - | - | Wgqax | Sjhrf | - | 475 | 5.35% | 5.362% | 744.28400 |
| X | FTX | 19.600 | 1.38 | - | - | - | - | WW | - | - | Ugnhw | Gxfuo | - | - | 2.00% | 7.819% | 11.00000 |
Tranche Comments
M: Comments: Mwt-hpnntd;