| 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 | SGS | 43.000 | 1.00 | - | - | III- | - | WWW | - | - | - | - | 205-215 | 205 | 4.84% | 4.893% | 487.00000 |
| W | IZI | 67.000 | 9.00 | - | - | EE- | - | XX | - | - | - | - | 335v | 335 | 6.12% | 6.193% | 977.00000 |
| Z | JHB | 301.000 | 1.90 | - | - | O | - | Y | - | - | - | - | 130-140 | 130 | 4.10% | 4.138% | 230.00000 |
Tranche Comments
Z: Registration: 144E Phlm;
I: Registration: 144E Ftqe;
W: Registration: 144Q Ungz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ELA | 769.900 | 3.00 | - | - | J | - | K | - | - | Amtxb | TNC | - | 130 | 2.88% | 2.900% | 773.00000 |
| D | PXC | 92.000 | 1.00 | - | - | III- | - | NNN | - | - | Ufgzq | ERZ | - | 290 | 4.56% | 4.600% | 474.00000 |
| E | ZQB | 78.000 | 2.00 | - | - | CC- | - | YY | - | - | Jvmlo | WIE | - | 475 | 6.41% | 6.500% | 213.00000 |
Tranche Comments
I: Registration: 144P Onbs;
D: Registration: 144J Mpom;
E: Registration: 144B Aswh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | MPJ | 359.700 | - | - | - | AAA | - | - | - | - | Dgzuc | - | - | - | - | - | - |
| E | RNF | 62.800 | - | - | - | PP- | - | - | - | - | Oshfo | - | - | - | - | - | - |
| P | VAK | 41.000 | - | - | - | MK | - | - | - | - | Lclaj | - | - | - | - | - | - |
Tranche Comments
Z: Registration: 144S Sgmp;
E: Registration: 144B Sxgy;
P: Registration: 144S Khxk;