| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HTE | 39.500 | 1.00 | - | - | HHH- | - | TTT | - | - | Utwek | MPJ | 2.75%n | - | 2.49% | 2.500% | 314.00000 |
| W | XGK | 60.200 | 2.00 | - | - | BB- | - | QQ | - | - | Mmunx | SHX | 4.50%p | - | 4.21% | 4.250% | 480.00000 |
| A | QRN | 306.600 | 5.00 | - | - | W | - | Z | - | - | Xvxjc | OOQ | 1.75%g | - | 1.50% | 1.500% | 156.00000 |
Tranche Comments
A: First Pay: 2020-10-15; Registration: 144V/Txo K;
L: First Pay: 2020-10-15; Registration: 144B/Gom R;
W: First Pay: 2020-10-15; Registration: 144Q/Oqh G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EVD | 451.000 | 3.70 | - | - | K | - | Q | - | - | - | - | 130-140 | 130 | 4.10% | 4.138% | 282.00000 |
| Z | NLY | 29.000 | 2.00 | - | - | WWW- | - | DDD | - | - | - | - | 205-215 | 205 | 4.84% | 4.893% | 888.00000 |
| N | UNJ | 98.000 | 1.00 | - | - | DD- | - | OO | - | - | - | - | 335i | 335 | 6.12% | 6.193% | 994.00000 |
Tranche Comments
O: Registration: 144A Dhqd;
Z: Registration: 144R Mvtj;
N: Registration: 144B Dvja;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | QSW | 774.700 | 5.00 | - | - | N | - | R | - | - | Lgxkw | RVA | - | 130 | 2.88% | 2.900% | 408.00000 |
| Y | UXX | 72.000 | 9.00 | - | - | QQQ- | - | SSS | - | - | Qcbss | HED | - | 290 | 4.56% | 4.600% | 904.00000 |
| F | FOP | 41.000 | 9.00 | - | - | DD- | - | LL | - | - | Cubcw | BGH | - | 475 | 6.41% | 6.500% | 680.00000 |
Tranche Comments
Y: Registration: 144E Ddgg;
Y: Registration: 144Y Aivs;
F: Registration: 144P Mhto;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MXO | 323.900 | - | - | - | CCC | - | - | - | - | Ncybh | - | - | - | - | - | - |
| X | KHY | 22.000 | - | - | - | TD | - | - | - | - | Hapal | - | - | - | - | - | - |
| Y | NSH | 88.600 | - | - | - | LL- | - | - | - | - | Hkuml | - | - | - | - | - | - |
Tranche Comments
U: Registration: 144L Psut;
Y: Registration: 144C Miwp;
X: Registration: 144V Rcrw;