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 |
---|
J | UPG | 88.000 | 3.00 | - | - | DDD- | - | KKK | - | - | - | - | 205-215 | 205 | 4.84% | 4.893% | 576.00000 |
N | WCB | 39.000 | 5.00 | - | - | CC- | - | EE | - | - | - | - | 335h | 335 | 6.12% | 6.193% | 581.00000 |
M | NHR | 998.000 | 2.90 | - | - | B | - | E | - | - | - | - | 130-140 | 130 | 4.10% | 4.138% | 371.00000 |
Tranche Comments
M: Registration: 144E Okzx;
J: Registration: 144M Pzua;
N: Registration: 144E Hpan;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | GBO | 176.500 | 6.00 | - | - | A | - | K | - | - | Brkiu | PMC | - | 130 | 2.88% | 2.900% | 196.00000 |
X | EKN | 88.000 | 4.00 | - | - | MM- | - | AA | - | - | Uzqex | OKN | - | 475 | 6.41% | 6.500% | 214.00000 |
V | ALK | 23.000 | 7.00 | - | - | EEE- | - | YYY | - | - | Uihmn | ACL | - | 290 | 4.56% | 4.600% | 782.00000 |
Tranche Comments
M: Registration: 144M Rmtb;
V: Registration: 144W Tqcp;
X: Registration: 144J Bxqx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | ZMV | 296.500 | - | - | - | BBB | - | - | - | - | Kjsin | - | - | - | - | - | - |
D | EYO | 84.800 | - | - | - | LL- | - | - | - | - | Zzopr | - | - | - | - | - | - |
Y | WLO | 31.000 | - | - | - | EW | - | - | - | - | Tbogq | - | - | - | - | - | - |
Tranche Comments
D: Registration: 144I Jwmw;
D: Registration: 144M Xjni;
Y: Registration: 144C Dpsy;