| 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 |
|---|
| C | NQM | 68.000 | 1.00 | - | - | WW- | - | RR | - | - | - | - | 335a | 335 | 6.12% | 6.193% | 265.00000 |
| B | YWQ | 236.000 | 6.40 | - | - | K | - | I | - | - | - | - | 130-140 | 130 | 4.10% | 4.138% | 496.00000 |
| T | QOV | 60.000 | 5.00 | - | - | XXX- | - | KKK | - | - | - | - | 205-215 | 205 | 4.84% | 4.893% | 396.00000 |
Tranche Comments
B: Registration: 144J Hzsx;
T: Registration: 144F Bcmr;
C: Registration: 144H Escp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TYD | 451.700 | 9.00 | - | - | R | - | L | - | - | Otnij | OKH | - | 130 | 2.88% | 2.900% | 837.00000 |
| A | NUK | 62.000 | 6.00 | - | - | DD- | - | YY | - | - | Xkvci | WGV | - | 475 | 6.41% | 6.500% | 984.00000 |
| Q | RRV | 72.000 | 8.00 | - | - | ZZZ- | - | BBB | - | - | Zcyvs | FKY | - | 290 | 4.56% | 4.600% | 160.00000 |
Tranche Comments
J: Registration: 144Y Zzrd;
Q: Registration: 144I Nrox;
A: Registration: 144T Esoa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BEE | 77.400 | - | - | - | LL- | - | - | - | - | Laryo | - | - | - | - | - | - |
| I | ABC | 947.100 | - | - | - | III | - | - | - | - | Lyncu | - | - | - | - | - | - |
| G | KNZ | 87.000 | - | - | - | YD | - | - | - | - | Xfcxt | - | - | - | - | - | - |
Tranche Comments
I: Registration: 144D Ctls;
A: Registration: 144Z Yjma;
G: Registration: 144Z Vaxh;