| 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 |
|---|
| F | VOL | 999.000 | 4.70 | - | - | D | - | T | - | - | - | - | 130-140 | 130 | 4.10% | 4.138% | 120.00000 |
| E | EKP | 93.000 | 9.00 | - | - | HHH- | - | BBB | - | - | - | - | 205-215 | 205 | 4.84% | 4.893% | 857.00000 |
| I | QNU | 89.000 | 7.00 | - | - | UU- | - | LL | - | - | - | - | 335h | 335 | 6.12% | 6.193% | 190.00000 |
Tranche Comments
F: Registration: 144Q Nvxu;
E: Registration: 144V Lqhq;
I: Registration: 144D Liev;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ARR | 59.000 | 8.00 | - | - | PPP- | - | ZZZ | - | - | Fvaxx | ARS | - | 290 | 4.56% | 4.600% | 956.00000 |
| Z | CFB | 42.000 | 4.00 | - | - | JJ- | - | ZZ | - | - | Pplqu | ZKN | - | 475 | 6.41% | 6.500% | 878.00000 |
| C | CNR | 993.800 | 6.00 | - | - | A | - | V | - | - | Buwen | XPI | - | 130 | 2.88% | 2.900% | 514.00000 |
Tranche Comments
C: Registration: 144D Kprp;
X: Registration: 144Z Jklu;
Z: Registration: 144C Jbmx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CMR | 64.000 | - | - | - | LF | - | - | - | - | Yjtjk | - | - | - | - | - | - |
| D | AWU | 15.400 | - | - | - | XX- | - | - | - | - | Upsaz | - | - | - | - | - | - |
| K | EMC | 762.100 | - | - | - | MMM | - | - | - | - | Ezzee | - | - | - | - | - | - |
Tranche Comments
K: Registration: 144X Kjwy;
D: Registration: 144J Pbuq;
G: Registration: 144Y Dmhv;