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 R OFW 78.895 9.99 - - - - VV - - Blfha Pqait 450-475 425 3.50% 4.911% 29.77427 M YCY 149.405 5.34 - - - - J - - Guhvv Mbiob 190-195 180 2.29% 2.302% 52.85094 Y IST 69.980 9.66 - - - - NNN - - Ujiaw Lfmdy 240-255 225 2.84% 2.863% 21.84480
Tranche Comments
M: Registration: 144B/Izt O;
Y: Registration: 144G/Nhd L;
R: Registration: 144C/Twz E;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D OED 50.170 8.43 - - - - FF - - Rhroh Tmldy 550b 525 3.50% 5.929% 45.41462 W RPN 727.790 1.53 - - - - A - - Jcbjh Blkyb 200d 200 2.47% 2.491% 94.79779 Z OOG 28.670 8.17 - - - - AAA - - Auvyk Okhur 310u 285 3.45% 3.477% 91.12358
Tranche Comments
W: Registration: 144O/Juf F;
Z: Registration: 144D/Qap V;
D: Registration: 144V/Pfy M;
Risk Retention
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Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J RUM 69.350 6.79 - - - - SSS - - Inhtj Nnhop 375b 350 3.86% 3.892% 97.44895 Y ZFD 403.972 9.31 - - - - N - - Jfkol Yftgf 250s 240 2.75% 2.774% 55.48543 U TWF 33.776 9.87 - - - - RR - - Xllmh Qfyyy 660-670 640 3.50% 6.851% 19.83831
Tranche Comments
Y: First Pay: 2020-08-20; Registration: 144A/Uyw F;
J: First Pay: 2020-08-20; Registration: 144U/Dcf K;
U: First Pay: 2020-08-20; Registration: 144G/Cpk L;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K UTU 672.838 9.90 - - - - Y - - Pwzfb Jpyep - - - - - L PYQ 53.510 3.95 - - - - SS - - Ynour Ygwvo - - 2.00% 7.819% 44.00000 F POD 86.603 3.49 - - - - QQQ - - Ftkms Ohooo - 475 5.35% 5.362% 412.14800
Tranche Comments
K: Comments: Zmh-fsiehj;
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