| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | LNK | 499.700 | 9.00 | - | - | G | - | N | - | - | Dmsou | JAV | 1.75%i | - | 1.50% | 1.500% | 926.00000 |
| D | MSS | 22.400 | 5.00 | - | - | XX- | - | II | - | - | Xklwl | ZON | 4.50%u | - | 4.21% | 4.250% | 306.00000 |
| A | NJR | 25.100 | 9.00 | - | - | OOO- | - | SSS | - | - | Ivmfd | IVE | 2.75%d | - | 2.49% | 2.500% | 817.00000 |
Tranche Comments
V: First Pay: 2020-10-15; Registration: 144W/Reg M;
A: First Pay: 2020-10-15; Registration: 144U/Vwe O;
D: First Pay: 2020-10-15; Registration: 144L/Cbr F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | TQS | 43.000 | 2.00 | - | - | HHH- | - | SSS | - | - | - | - | 205-215 | 205 | 4.84% | 4.893% | 367.00000 |
| D | YQK | 921.000 | 1.60 | - | - | E | - | Q | - | - | - | - | 130-140 | 130 | 4.10% | 4.138% | 351.00000 |
| U | RZU | 32.000 | 8.00 | - | - | FF- | - | MM | - | - | - | - | 335h | 335 | 6.12% | 6.193% | 702.00000 |
Tranche Comments
D: Registration: 144K Irdd;
Y: Registration: 144B Rois;
U: Registration: 144N Xkjw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | PPH | 69.000 | 7.00 | - | - | DDD- | - | EEE | - | - | Cirzw | FWJ | - | 290 | 4.56% | 4.600% | 917.00000 |
| Q | KYH | 477.900 | 5.00 | - | - | N | - | P | - | - | Cobhn | FPO | - | 130 | 2.88% | 2.900% | 346.00000 |
| Y | VCH | 44.000 | 3.00 | - | - | MM- | - | MM | - | - | Ozcsw | HVB | - | 475 | 6.41% | 6.500% | 615.00000 |
Tranche Comments
Q: Registration: 144A Dukc;
G: Registration: 144P Xumr;
Y: Registration: 144F Uhuw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | OXV | 865.100 | - | - | - | NNN | - | - | - | - | Rwpir | - | - | - | - | - | - |
| B | LKD | 97.000 | - | - | - | EF | - | - | - | - | Thsgz | - | - | - | - | - | - |
| L | AYV | 85.500 | - | - | - | WW- | - | - | - | - | Tkutk | - | - | - | - | - | - |
Tranche Comments
R: Registration: 144R Bqnd;
L: Registration: 144B Vdiy;
B: Registration: 144R Apea;