| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KVU | 128.600 | 1.00 | - | - | N | - | D | - | - | Tfqxu | XLF | 1.75%p | - | 1.50% | 1.500% | 558.00000 |
| N | PYJ | 87.900 | 2.00 | - | - | HH- | - | SS | - | - | Kykqw | NVX | 4.50%j | - | 4.21% | 4.250% | 200.00000 |
| X | BQB | 99.900 | 8.00 | - | - | KKK- | - | EEE | - | - | Itxxy | JTX | 2.75%d | - | 2.49% | 2.500% | 693.00000 |
Tranche Comments
O: First Pay: 2020-10-15; Registration: 144H/Rvx X;
X: First Pay: 2020-10-15; Registration: 144N/Rdh G;
N: First Pay: 2020-10-15; Registration: 144U/Nsq L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JBM | 21.000 | 6.00 | - | - | FFF- | - | ZZZ | - | - | - | - | 205-215 | 205 | 4.84% | 4.893% | 380.00000 |
| R | POT | 548.000 | 2.60 | - | - | P | - | G | - | - | - | - | 130-140 | 130 | 4.10% | 4.138% | 260.00000 |
| W | VYT | 26.000 | 4.00 | - | - | NN- | - | ZZ | - | - | - | - | 335e | 335 | 6.12% | 6.193% | 926.00000 |
Tranche Comments
R: Registration: 144B Tadw;
P: Registration: 144L Chpw;
W: Registration: 144B Ikub;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | EAQ | 11.000 | 5.00 | - | - | OO- | - | QQ | - | - | Hzaqh | YTD | - | 475 | 6.41% | 6.500% | 913.00000 |
| R | LOV | 51.000 | 7.00 | - | - | HHH- | - | QQQ | - | - | Atuiy | WKZ | - | 290 | 4.56% | 4.600% | 804.00000 |
| J | BVL | 874.700 | 6.00 | - | - | X | - | V | - | - | Kcqzo | HED | - | 130 | 2.88% | 2.900% | 201.00000 |
Tranche Comments
J: Registration: 144R Mqwt;
R: Registration: 144S Izfl;
T: Registration: 144E Wtrc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | FON | 137.200 | - | - | - | EEE | - | - | - | - | Thpgo | - | - | - | - | - | - |
| V | NMK | 92.400 | - | - | - | PP- | - | - | - | - | Ulviw | - | - | - | - | - | - |
| S | FNB | 43.000 | - | - | - | DD | - | - | - | - | Thped | - | - | - | - | - | - |
Tranche Comments
S: Registration: 144Q Bnce;
V: Registration: 144Q Aqbd;
S: Registration: 144K Oznt;