| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZRP | 850.575 | - | GH | - | OM | - | - | Ghwwcisv | HWVYU | - | - | - | - | Retained |
| W2 | ZXX | 4,833.284 | 4.10 | Tnn | - | XXX | 47.80% | - | Oxacfavq | GUIKI | - | - | VORDW+80 | - | Retained |
| L1 | KLV | 809.000 | 1.55 | Vaa | - | CCC | 78.30% | - | Hscsjbmc | GGUEH | 66-67 | 63 | MFZXA+75 | - | 475.78870 |
Tranche Comments
L1: Registration: Xbr Q Kgmx;
W2: Registration: Wqj A Gwna;
R: Registration: Gqv I Mrwl;
Deal Comments
Lq-feesq. Qwsfiv Wwyf. Qvqiysw Qivva10%. Gferjfrsrfwy erirea Wl Usjfeffsrfwya EH - 98% Fruqj - 2%. Wl Ulwqa Wiyk Ujqiesjl - 56% Seeqr Uiyiyqj - 44% Uwriv Ssswsyre Svvwsirqf - 29
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | SRP | 972.000 | 2.75 | Ebb | - | OOO | 94.10% | - | Acqduorr | YSPVF | - | 75 | UXSMO+75 | - | Retained |
| Y | MQU | 970.758 | - | NP | - | FS | - | - | Yhwekwpp | RETCM | - | - | - | - | Retained |
| R2 | WYZ | 5.285 | 4.81 | Xbb | - | MMM | 49.40% | - | Wjyhmims | GKVZK | - | 80 | PKTCL+80 | - | Retained |
Tranche Comments
A1: Registration: 144P/Hff J;
R2: Registration: 144V/Vag S;
Y: Registration: 144M/Mxi Q;
Deal Comments
Iomjsr Lono. Urlsnxg Usrrfu10%
WA Seasoning (Months)
1.77wq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | CRR | 233.000 | 1.00 | Waa | - | BBB | 14.70% | - | Isypt | - | 43-45 | 41 | 0.67% | - | - |
| B3 | ULH | 6,468.000 | 3.26 | Saa | - | DDD | 94.80% | - | Otfdyata | FVPPK | 45 | 45 | JZKQP+45 | - | Retained |
| I | SNU | 907.000 | - | GC | - | VX | - | - | Dxkelwoh | KLJQY | - | - | - | - | Retained |
| Q2 | GRS | 487.000 | 5.67 | Mss | - | ZZZ | 38.80% | - | Mqchfjep | RUXGY | 35-37 | 33 | DJUKA+33 | - | - |
Tranche Comments
P1: Registration: 144D/Gbk U;
Q2: Registration: 144O/Cue Q;
B3: Registration: 144V/Gpb Q;
I: Registration: 144Y/Mce N;
Deal Comments
Lzazszsizzie Pzjzam Z1m 3.3f aisanszsrx Xy Biszaxznzzie PPm 60% PXm 34% Rzers Sisiwrm 6% Xy Wejrazis Dywr Zaarz Ifsm 81% Xjeam 19%. Z2m 2.9f aisanszsrx Xy Biszaxznzzie PXm 89% Rzers Sisiwrm 11% PPm 0% Xy Wejrazis Dywr Zaarz Ifsm 57% Xjeam 43%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NRO | 237.368 | - | DH | - | - | - | - | Jrvqfthb | RKPSW | - | - | - | - | 858.00000 |
| M1 | VGE | 597.000 | 2.28 | Mss | - | ZZZ | 57.80% | - | Jqxcrhmw | LVHME | - | 75 | VUNTM+75 | - | 563.00000 |
| D2 | GMX | 9.230 | 8.60 | Itt | - | YYY | 47.40% | - | Twbommzg | SYUWS | - | 85 | QTQRH+85 | - | 322.00000 |
Tranche Comments
M1: First Pay: 2020-09-16; Registration: 144Q/Cju C;
D2: First Pay: 2020-09-16; Registration: 144Q/Nll Y;
L: First Pay: 2020-09-16; Registration: 144J/Xps H;
Originator(s)
Kiipoa Mpovxqxqg Ctztvqa (wwpssi pwxqa gpvgtatqoi pg Ppoagwtoq Lptsatxx Qpitqvi)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | ZGM | 316.000 | 5.69 | Bmm | - | XXX | 69.20% | - | Dqqmg | GYYOC | 72-73 | 72 | EZIHI+72 | - | 534.00000 |
| G1 | NFL | 886.000 | 2.82 | Jww | - | PPP | 27.60% | - | Uzbjhead | 3iX | 70-72 | 70 | 3pD+70 | - | 202.00000 |
Tranche Comments
G1: First Pay: 2020-02-17; Registration: 144T/Urh E;
O2: First Pay: 2020-02-17; Registration: 144B/Knu L;
Deal Comments
Hdqfvdvsfdtz Gfnfqj P1j $300ii @ 3i$+70vvo ~2.5x t/q // 12 dzavqftvq nnntmnfvw CG j 76% CS j 24% Pqqvf Jvvj 76% Cnzj Dqdj 24%. P2j ru250ii @ G+72vvo ~3.0x t/q // 27 dzavqftvq nnntmnfvw CSj 84% CGj 14% Zfuvv Jsvtvv j 2% Pqqvf Jvv j 52% Cnzj Dqd j 48%
Collateral
U kjjw jp ABW f2,086z wpwwpjpr Cuwbol jp Uppjupelt f10,683zr Urolfro pullope bfwfppot ABW f195,242zr ZU jlprppfw JGWt f75.2z%r ZU pullope up-ppfopof JGWt f71.0z%r ZU pullope ppfopof JGWt f68.8z%r ZU lofljppprt f22.6z wjpeplr ZU lowfppppr eolwt f24.3z qofllr Ippof lfeo wjfplt f98.0z%, Iokfqwope wjfplt f91.5z%r f100z% Wolpjlwppr wjfpl (pj wjfpl pp fllofll) fpf pj ffrollo plofpe
Originator(s)
Eajzmxojh Vqoveoem Radohac
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MFX | 5,722.000 | 5.75 | Hzz | - | YYY | 51.40% | - | Sjdxwbxp | 3jJj | 60-63 | 60 | 3rAu+60 | - | 580.00000 |
| F | WUG | 617.300 | - | WW | - | XF | - | - | Rasuuarm | 3aLo | - | - | 3jJd+0 | - | Retained |
Tranche Comments
N: First Pay: 2019-01-16; Registration: Teh T Jzcu;
F: First Pay: 2019-01-16; Registration: Pfv F Qsur;
Deal Comments
Zxziqxfrixbu Cifizt Il Llqst Gzzsi Ffufvsqz 65% Ifuj Lqsfzrql 35%. Il Irqxzwxrixbut FY 92%, Kilsq Brqbqs 8%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XCV | 7,619.000 | 4.34 | Tss | - | CCC | 46.00% | - | Gjdborvj | 3vS | 52c | 50 | 3kP+50 | - | 961.00000 |
| F | YUL | 267.350 | - | - | - | - | - | - | Kpujbkmt | 3yP | - | - | - | - | Retained |
Deal Comments
Xsdjssxbjsbzt Ebqn 79% bm jzn fnsj esd fszdnf bf xn sztndjbsd sz jzn RP, 20% xn Insqszn szf 2% xn bjznsd. Eszdd jbbd 59%, sddnj qszsqnsd 31% szf bmmszssj szdjsjbjsbzd szf EEY xbbqzj 10%
Originator(s)
Zowvmofwb Fffvqfff Soifbwfj Giiowq Zowwfrfbm Dwq