| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | URA | 82.800 | 8.00 | - | - | BBB- | - | III | - | - | Dsoab | KYW | 2.75%o | - | 2.49% | 2.500% | 782.00000 |
| R | EBO | 125.500 | 5.00 | - | - | N | - | Z | - | - | Iykji | MTW | 1.75%w | - | 1.50% | 1.500% | 686.00000 |
| T | IXN | 36.600 | 9.00 | - | - | RR- | - | AA | - | - | Zayfo | KLC | 4.50%n | - | 4.21% | 4.250% | 675.00000 |
Tranche Comments
R: First Pay: 2020-10-15; Registration: 144C/Mar Q;
V: First Pay: 2020-10-15; Registration: 144E/Imq J;
T: First Pay: 2020-10-15; Registration: 144D/Ctd X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | XZC | 289.000 | 6.70 | - | - | R | - | X | - | - | - | - | 130-140 | 130 | 4.10% | 4.138% | 869.00000 |
| L | MCA | 46.000 | 2.00 | - | - | BBB- | - | AAA | - | - | - | - | 205-215 | 205 | 4.84% | 4.893% | 195.00000 |
| H | LNL | 30.000 | 2.00 | - | - | MM- | - | NN | - | - | - | - | 335o | 335 | 6.12% | 6.193% | 538.00000 |
Tranche Comments
O: Registration: 144B Beaj;
L: Registration: 144C Qtgh;
H: Registration: 144I Fapl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BLW | 11.000 | 2.00 | - | - | RR- | - | LL | - | - | Vkupd | YYM | - | 475 | 6.41% | 6.500% | 926.00000 |
| K | GNH | 752.300 | 7.00 | - | - | L | - | N | - | - | Vltlp | ECM | - | 130 | 2.88% | 2.900% | 523.00000 |
| J | PKI | 20.000 | 7.00 | - | - | EEE- | - | OOO | - | - | Dyxkz | RHS | - | 290 | 4.56% | 4.600% | 986.00000 |
Tranche Comments
K: Registration: 144V Osbu;
J: Registration: 144G Yvcn;
F: Registration: 144H Ugmu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MXL | 719.900 | - | - | - | GGG | - | - | - | - | Ahmvz | - | - | - | - | - | - |
| G | RGZ | 62.900 | - | - | - | DD- | - | - | - | - | Abcwv | - | - | - | - | - | - |
| O | ERH | 44.000 | - | - | - | VU | - | - | - | - | Gvqbi | - | - | - | - | - | - |
Tranche Comments
X: Registration: 144A Pvsv;
G: Registration: 144H Rpzm;
O: Registration: 144L Puzf;