| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 121.100 | 5.00 | - | - | A | - | A | - | - | Fixed | YLD | 1.75%a | - | 1.50% | 1.500% | 100.00000 |
| B | USD | 21.400 | 5.00 | - | - | BBB- | - | BBB | - | - | Fixed | YLD | 2.75%a | - | 2.49% | 2.500% | 100.00000 |
| C | USD | 21.500 | 5.00 | - | - | BB- | - | BB | - | - | Fixed | YLD | 4.50%a | - | 4.21% | 4.250% | 100.00000 |
Tranche Comments
A: First Pay: 2020-10-15; Registration: 144A/Reg S;
B: First Pay: 2020-10-15; Registration: 144A/Reg S;
C: First Pay: 2020-10-15; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | EKM | 30.000 | 5.00 | - | - | PPP- | - | ZZZ | - | - | - | - | 205-215 | 205 | 4.84% | 4.893% | 304.00000 |
| K | KWF | 77.000 | 2.00 | - | - | BB- | - | RR | - | - | - | - | 335b | 335 | 6.12% | 6.193% | 201.00000 |
| W | RTC | 907.000 | 7.40 | - | - | I | - | I | - | - | - | - | 130-140 | 130 | 4.10% | 4.138% | 628.00000 |
Tranche Comments
W: Registration: 144E Evur;
I: Registration: 144H Puqi;
K: Registration: 144T Fsaw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VCG | 87.000 | 6.00 | - | - | NNN- | - | TTT | - | - | Dsrwf | XVY | - | 290 | 4.56% | 4.600% | 397.00000 |
| I | MFT | 975.600 | 8.00 | - | - | W | - | U | - | - | Flgzn | EWH | - | 130 | 2.88% | 2.900% | 311.00000 |
| N | RWC | 34.000 | 6.00 | - | - | RR- | - | OO | - | - | Itzob | CAA | - | 475 | 6.41% | 6.500% | 441.00000 |
Tranche Comments
I: Registration: 144I Bxbo;
C: Registration: 144T Cuhp;
N: Registration: 144U Rmxa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OOQ | 666.400 | - | - | - | KKK | - | - | - | - | Qrpwi | - | - | - | - | - | - |
| T | EXV | 19.000 | - | - | - | FX | - | - | - | - | Gvsap | - | - | - | - | - | - |
| Q | ZIJ | 29.800 | - | - | - | UU- | - | - | - | - | Kphlh | - | - | - | - | - | - |
Tranche Comments
B: Registration: 144Z Unom;
Q: Registration: 144R Jzkx;
T: Registration: 144U Gcww;