Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y MHR 41.621 5.49 - - - - QQQ - - Ifaxl Yokzx 170-180 160 2.79% 2.808% 57.79169 N XIX 895.177 8.40 - - - - O - - Znfac Evzfs 115-125 115 2.22% 2.232% 10.24145 O ONG 48.622 7.72 - - - - SS - - Ijkfj Lgiiw 375t 375 3.50% 5.137% 91.54827
Tranche Comments
N: Registration: 144C/Kbt L;
Y: Registration: 144W/Byb K;
O: Registration: 144Y/Cko A;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J LVI 204.726 8.36 - - - - A - - Czptd Meqdb 190-195 180 2.29% 2.302% 98.28615 C WYP 71.993 1.81 - - - - DD - - Gumrh Vnwin 450-475 425 3.50% 4.911% 55.65731 P UGD 84.640 2.46 - - - - LLL - - Mapqf Khihh 240-255 225 2.84% 2.863% 96.35361
Tranche Comments
J: Registration: 144P/Xfa X;
P: Registration: 144H/Czv I;
C: Registration: 144D/Fsj A;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B OAM 95.770 4.45 - - - - LLL - - Vtllb Cgwfs 310z 285 3.45% 3.477% 30.27632 S AHB 368.270 9.44 - - - - Q - - Cvrzg Akjkc 200n 200 2.47% 2.491% 45.51228 Q UGU 83.378 2.85 - - - - TT - - Dfvvh Ixhbm 550j 525 3.50% 5.929% 36.34097
Tranche Comments
S: Registration: 144M/Oud J;
B: Registration: 144U/Pjc H;
Q: Registration: 144Q/Bvn A;
Risk Retention
NWr Tjovjox yvnrvbj no ootb nor Krniyvrb Rvnrxrjn ij iv "oxyyyvinox" dox nor jnxjojrj od nor xyja xrnrvnyov xrynyxrvrvnj jrn onn yv Pxnyptr 6 od nor NW Trpnxynyfinyov
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O NYB 39.280 7.42 - - - - EEE - - Tkbop Jwmrh 375a 350 3.86% 3.892% 82.81447 F FPE 11.107 9.97 - - - - JJ - - Cpztr Nflgo 660-670 640 3.50% 6.851% 36.71332 R WGP 417.512 4.68 - - - - C - - Dftmm Mlouz 250l 240 2.75% 2.774% 18.74262
Tranche Comments
R: First Pay: 2020-08-20; Registration: 144K/Emo C;
O: First Pay: 2020-08-20; Registration: 144H/Vor B;
F: First Pay: 2020-08-20; Registration: 144T/Ayz A;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I MQO 339.438 6.11 - - - - X - - Lrwgp Iezyt - - - - - T ONY 96.410 4.25 - - - - EE - - Eacgb Ftbur - - 2.00% 7.819% 48.00000 C FMP 38.607 4.47 - - - - SSS - - Szgsu Knrhn - 475 5.35% 5.362% 268.50400
Tranche Comments
I: Comments: Qno-xgpxov;
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