| 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 |
|---|
| I | UFD | 212.000 | 9.10 | - | - | U | - | I | - | - | - | - | 130-140 | 130 | 4.10% | 4.138% | 939.00000 |
| C | ZUA | 71.000 | 2.00 | - | - | NNN- | - | GGG | - | - | - | - | 205-215 | 205 | 4.84% | 4.893% | 918.00000 |
| H | WHI | 53.000 | 6.00 | - | - | ZZ- | - | BB | - | - | - | - | 335v | 335 | 6.12% | 6.193% | 735.00000 |
Tranche Comments
I: Registration: 144P Wxmu;
C: Registration: 144A Zcnt;
H: Registration: 144V Aeav;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | THF | 71.000 | 1.00 | - | - | DD- | - | EE | - | - | Xvqfs | WXC | - | 475 | 6.41% | 6.500% | 539.00000 |
| Z | VMU | 39.000 | 7.00 | - | - | SSS- | - | EEE | - | - | Uvgxj | IRZ | - | 290 | 4.56% | 4.600% | 925.00000 |
| D | NLA | 902.500 | 3.00 | - | - | E | - | R | - | - | Tklkv | WRY | - | 130 | 2.88% | 2.900% | 634.00000 |
Tranche Comments
D: Registration: 144D Rphw;
Z: Registration: 144Z Ugcz;
Z: Registration: 144U Esbj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PMZ | 60.500 | - | - | - | NN- | - | - | - | - | Hmcly | - | - | - | - | - | - |
| S | FIE | 657.800 | - | - | - | HHH | - | - | - | - | Szwor | - | - | - | - | - | - |
| T | WRZ | 30.000 | - | - | - | SK | - | - | - | - | Rtswv | - | - | - | - | - | - |
Tranche Comments
S: Registration: 144U Rsbg;
N: Registration: 144Z Urtb;
T: Registration: 144M Meiw;