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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XHZ | 38.100 | 4.00 | - | - | VVV- | - | GGG | - | - | Xrmey | IEV | 2.75%t | - | 2.49% | 2.500% | 673.00000 |
| C | JSG | 49.900 | 9.00 | - | - | OO- | - | HH | - | - | Oovzx | RTA | 4.50%v | - | 4.21% | 4.250% | 745.00000 |
| Z | NNE | 581.100 | 6.00 | - | - | H | - | N | - | - | Erruc | YRB | 1.75%l | - | 1.50% | 1.500% | 251.00000 |
Tranche Comments
Z: First Pay: 2020-10-15; Registration: 144G/Okz U;
B: First Pay: 2020-10-15; Registration: 144V/Lat K;
C: First Pay: 2020-10-15; Registration: 144N/Bpe J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YXM | 905.000 | 8.30 | - | - | G | - | Q | - | - | - | - | 130-140 | 130 | 4.10% | 4.138% | 281.00000 |
| F | YZL | 98.000 | 3.00 | - | - | YY- | - | KK | - | - | - | - | 335y | 335 | 6.12% | 6.193% | 850.00000 |
| J | UKI | 28.000 | 2.00 | - | - | BBB- | - | NNN | - | - | - | - | 205-215 | 205 | 4.84% | 4.893% | 111.00000 |
Tranche Comments
Y: Registration: 144P Vdwo;
J: Registration: 144S Ufdq;
F: Registration: 144N Bcml;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KYG | 12.000 | 4.00 | - | - | YYY- | - | ZZZ | - | - | Sxzxk | VIC | - | 290 | 4.56% | 4.600% | 942.00000 |
| X | WUB | 387.900 | 9.00 | - | - | N | - | I | - | - | Xajuj | RHO | - | 130 | 2.88% | 2.900% | 740.00000 |
| O | MXP | 24.000 | 6.00 | - | - | DD- | - | KK | - | - | Vtxkk | TOR | - | 475 | 6.41% | 6.500% | 735.00000 |
Tranche Comments
X: Registration: 144U Vnkb;
E: Registration: 144P Vghn;
O: Registration: 144R Rjar;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | JLB | 247.900 | - | - | - | XXX | - | - | - | - | Oqftp | - | - | - | - | - | - |
| S | GYZ | 11.100 | - | - | - | KK- | - | - | - | - | Wvkcd | - | - | - | - | - | - |
| G | BFD | 73.000 | - | - | - | XF | - | - | - | - | Mbcxr | - | - | - | - | - | - |
Tranche Comments
R: Registration: 144E Uhnx;
S: Registration: 144V Zctw;
G: Registration: 144F Wrzp;