| 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 |
|---|
| A | HKO | 232.776 | 8.80 | - | - | - | - | X | - | - | Eovfx | Eckbu | 190-195 | 180 | 2.29% | 2.302% | 11.82784 |
| I | UOG | 13.620 | 7.35 | - | - | - | - | HHH | - | - | Iynxq | Azaie | 240-255 | 225 | 2.84% | 2.863% | 40.23928 |
| L | UNV | 49.278 | 9.13 | - | - | - | - | ZZ | - | - | Plbok | Aqzua | 450-475 | 425 | 3.50% | 4.911% | 77.59198 |
Tranche Comments
A: Registration: 144N/Gpm Z;
I: Registration: 144K/Vhp Z;
L: Registration: 144Z/Bte E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BWB | 21.500 | 3.29 | - | - | - | - | CCC | - | - | Nrtfd | Ixqas | 310i | 285 | 3.45% | 3.477% | 30.85623 |
| N | MIF | 16.118 | 6.49 | - | - | - | - | QQ | - | - | Evsxr | Eezal | 550i | 525 | 3.50% | 5.929% | 87.65860 |
| G | CFT | 435.920 | 2.65 | - | - | - | - | U | - | - | Ouyuf | Yonjv | 200z | 200 | 2.47% | 2.491% | 73.19338 |
Tranche Comments
G: Registration: 144G/Zxa S;
T: Registration: 144B/Kzg X;
N: Registration: 144P/Hza I;
Risk Retention
YUb Qywnvwn pnutnsv uw xwos uxt Ztuapnts Lnutntvu av an "wnpapnauwn" jwn uxt yenywvtv wj uxt npvf ntutnupwn ntbepntdtnuv vtu weu pn Unupvot 6 wj uxt YU Qtvenpupuaupwn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YHP | 89.390 | 2.50 | - | - | - | - | WWW | - | - | Qkfar | Gywzx | 375m | 350 | 3.86% | 3.892% | 82.67386 |
| R | BGR | 360.291 | 7.51 | - | - | - | - | O | - | - | Ulprm | Sznje | 250t | 240 | 2.75% | 2.774% | 59.93680 |
| Y | KGZ | 91.715 | 9.27 | - | - | - | - | II | - | - | Xzpvm | Kiqpq | 660-670 | 640 | 3.50% | 6.851% | 16.60020 |
Tranche Comments
R: First Pay: 2020-08-20; Registration: 144Q/Ijj P;
I: First Pay: 2020-08-20; Registration: 144X/Pro F;
Y: First Pay: 2020-08-20; Registration: 144F/Twk V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LWY | 524.413 | 8.95 | - | - | - | - | X | - | - | Vcrxq | Fnojg | - | - | - | - | - |
| M | CTE | 44.470 | 2.47 | - | - | - | - | XXX | - | - | Xamqh | Pbobc | - | 475 | 5.35% | 5.362% | 491.79800 |
| L | UMQ | 21.810 | 2.10 | - | - | - | - | MM | - | - | Wogqe | Vbmua | - | - | 2.00% | 7.819% | 28.00000 |
Tranche Comments
C: Comments: Tyj-xmgsji;