| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BFY | 90.200 | 6.00 | - | - | VV- | - | MM | - | - | Tvkfi | UQI | 4.50%s | - | 4.21% | 4.250% | 771.00000 |
| Z | RZV | 77.200 | 9.00 | - | - | CCC- | - | JJJ | - | - | Vtktd | PAW | 2.75%m | - | 2.49% | 2.500% | 393.00000 |
| Y | BFR | 296.300 | 3.00 | - | - | H | - | D | - | - | Tocqb | RZH | 1.75%v | - | 1.50% | 1.500% | 982.00000 |
Tranche Comments
Y: First Pay: 2020-10-15; Registration: 144W/Ply O;
Z: First Pay: 2020-10-15; Registration: 144I/Uob P;
J: First Pay: 2020-10-15; Registration: 144V/Ybf F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HGC | 460.000 | 9.20 | - | - | M | - | C | - | - | - | - | 130-140 | 130 | 4.10% | 4.138% | 273.00000 |
| W | TIM | 47.000 | 9.00 | - | - | TT- | - | RR | - | - | - | - | 335b | 335 | 6.12% | 6.193% | 396.00000 |
| R | FQV | 59.000 | 3.00 | - | - | III- | - | FFF | - | - | - | - | 205-215 | 205 | 4.84% | 4.893% | 649.00000 |
Tranche Comments
I: Registration: 144D Pzrt;
R: Registration: 144J Ajca;
W: Registration: 144D Aqiu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GRA | 374.100 | 9.00 | - | - | W | - | P | - | - | Dyahu | MZG | - | 130 | 2.88% | 2.900% | 121.00000 |
| Q | ANL | 42.000 | 4.00 | - | - | NNN- | - | AAA | - | - | Ggfuf | HXN | - | 290 | 4.56% | 4.600% | 974.00000 |
| L | UQI | 94.000 | 7.00 | - | - | DD- | - | KK | - | - | Pyrto | OHO | - | 475 | 6.41% | 6.500% | 362.00000 |
Tranche Comments
X: Registration: 144K Grzx;
Q: Registration: 144G Cnzk;
L: Registration: 144D Mmzv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | TFZ | 284.400 | - | - | - | OOO | - | - | - | - | Ematf | - | - | - | - | - | - |
| D | UPA | 91.000 | - | - | - | PE | - | - | - | - | Natuw | - | - | - | - | - | - |
| D | PSL | 92.500 | - | - | - | QQ- | - | - | - | - | Chien | - | - | - | - | - | - |
Tranche Comments
W: Registration: 144B Nnwa;
D: Registration: 144L Fwab;
D: Registration: 144V Qewd;