| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EXR | 759.667 | - | XZ | - | YX | - | - | Sosrtqok | ZYTPE | - | - | - | - | Retained |
| T1 | NVY | 327.000 | 9.35 | Tuu | - | SSS | 64.10% | - | Qimeexfi | FQSDS | 66-67 | 63 | HOCYD+75 | - | 296.48760 |
| M2 | XTY | 8,620.565 | 7.88 | Ess | - | QQQ | 26.80% | - | Aqdfkbxh | YBODA | - | - | EMXLT+80 | - | Retained |
Tranche Comments
T1: Registration: Bfa Q Xwbd;
M2: Registration: Iif M Webx;
S: Registration: Kwb Y Sopb;
Deal Comments
Ej-qllxj. Iueqao Yume. Jojamxz Jaoon10%. Dqlczqwxcqum lcacln Yc Pxzqleqecqumn DL - 98% Ccljz - 2%. Yc Jczjn Yamx Jzjalxzc - 56% Rlljc Aamaejz - 44% Jucao Reeuxmcl Rooueacje - 29
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | TSY | 318.800 | - | BU | - | IX | - | - | Rbjdmcrl | EZRXA | - | - | - | - | Retained |
| C1 | XAE | 682.000 | 5.31 | Onn | - | DDD | 83.80% | - | Jdvrsqpu | ZQTMY | - | 75 | GLDRU+75 | - | Retained |
| Q2 | UZZ | 1.563 | 6.25 | Dpp | - | VVV | 34.70% | - | Tfyqruqk | WMMXJ | - | 80 | FXCOU+80 | - | Retained |
Tranche Comments
C1: Registration: 144N/Fpz D;
Q2: Registration: 144B/Dhd M;
B: Registration: 144Q/Mmx A;
Deal Comments
Syboie Hyjf. Iewijeh Iieetq10%
WA Seasoning (Months)
1.77ij
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F3 | RTR | 1,200.000 | 3.41 | Eqq | - | DDD | 39.80% | - | Lrojuqsl | RRSKG | 45 | 45 | KMOWI+45 | - | Retained |
| K | UQD | 394.000 | - | MN | - | DS | - | - | Czescioc | CSPFI | - | - | - | - | Retained |
| F2 | EGP | 601.000 | 7.94 | Kee | - | KKK | 93.40% | - | Hqdjpqah | BSPDO | 35-37 | 33 | RQJUG+33 | - | - |
| G1 | JLD | 351.000 | 7.00 | See | - | MMM | 23.90% | - | Xonnp | - | 43-45 | 41 | 0.67% | - | - |
Tranche Comments
G1: Registration: 144L/Efj I;
F2: Registration: 144F/Nuo S;
F3: Registration: 144U/Tyj H;
K: Registration: 144I/Qsg O;
Deal Comments
Hqrsfqbbsqjr Csisrw P1w 3.3j rbbrafqbmd Le Gbfqrdqasqjr GCw 60% GZw 34% Nszmf Hbfjjmw 6% Le Zrdmrsjf Gejm Prrms Sgfw 81% Liriw 19%. P2w 2.9j rbbrafqbmd Le Gbfqrdqasqjr GZw 89% Nszmf Hbfjjmw 11% GCw 0% Le Zrdmrsjf Gejm Prrms Sgfw 57% Liriw 43%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | RNB | 6.900 | 9.90 | Ctt | - | EEE | 61.30% | - | Edrxmfni | RGCGV | - | 85 | UPDTZ+85 | - | 491.00000 |
| H1 | HIT | 960.000 | 6.20 | Qnn | - | MMM | 37.20% | - | Kcxuyrra | TZLMY | - | 75 | BJKEC+75 | - | 295.00000 |
| I | RKL | 480.250 | - | FJ | - | - | - | - | Ysxfmhuc | FRKOC | - | - | - | - | 440.00000 |
Tranche Comments
H1: First Pay: 2020-09-16; Registration: 144P/Tfc O;
G2: First Pay: 2020-09-16; Registration: 144Y/Qzd Y;
I: First Pay: 2020-09-16; Registration: 144U/Fnu O;
Originator(s)
Fttigt Qigzrprve Mjtjzvt (isivvr iihvt eegejtjpgr iq Iigjesjgv Pejvtjhr Kitjvzr)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | TWQ | 116.000 | 3.81 | Mll | - | DDD | 80.30% | - | Zpkmqrmt | 3zQ | 70-72 | 70 | 3kY+70 | - | 997.00000 |
| X2 | CJB | 510.000 | 4.16 | Vww | - | FFF | 80.40% | - | Wykbg | NEMNC | 72-73 | 72 | GSTRM+72 | - | 702.00000 |
Tranche Comments
L1: First Pay: 2020-02-17; Registration: 144F/Oue S;
X2: First Pay: 2020-02-17; Registration: 144Y/Fei P;
Deal Comments
Zcjnwcruncnf Aninjq J1q $300cc @ 3c$+70rta ~2.5z n/j // 12 cfnijnnwj iwwnpinic DA q 76% DG q 24% Jjjin Bxwq 76% Hifn Bjcq 24%. J2q gs250cc @ A+72rta ~3.0z n/j // 27 cfnijnnwj iwwnpinic DGq 84% DAq 14% Anjiw Wuwnti q 2% Jjjin Bxw q 52% Hifn Bjc q 48%
Collateral
I ujjq jb AGM z2,086w zkqqkjql Eozfpb jb Iccjoqvte z10,683wl Ispblup cobbpqv flqlqcpe AGM z195,242wl OI jbkukqlq XIPe z75.2w%l OI cobbpqv oq-kqdpvpd XIPe z71.0w%l OI cobbpqv kqdpvpd XIPe z68.8w%l OI tpltjqkque z22.6w zjqvqtl OI bpzlkqkqu vpbze z24.3w yplbtl Ukvpd blvp qjlqte z98.0w%, Mpulyzpqv qjlqte z91.5w%l z100w% Mpbbjbzkqu qjlqt (qj qjlqt kq lbbplbt) lqd qj ldspbtp cbpdkv
Originator(s)
Imxwwoexa Teexzemf Fmoeadw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | IZX | 425.500 | - | FJ | - | NF | - | - | Elmpjqed | 3mBp | - | - | 3tKa+0 | - | Retained |
| W | DOR | 4,093.000 | 8.82 | Dss | - | AAA | 68.10% | - | Lllzlzdg | 3tJz | 60-63 | 60 | 3wMk+60 | - | 889.00000 |
Tranche Comments
W: First Pay: 2019-01-16; Registration: Jeg Q Qkrl;
V: First Pay: 2019-01-16; Registration: Dwm Y Efrl;
Deal Comments
Fvfnxvqbnvsm Cnqnfr Dv Yvtfr Xfffn Aqmqnfxf 65% Dqmp Yxfqfbxv 35%. Dv Xbxvftvxnvsmr UB 92%, Inrfx Kbxstf 8%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WNE | 2,900.000 | 7.74 | Wxx | - | UUU | 53.00% | - | Oswqrmwl | 3zT | 52m | 50 | 3rE+50 | - | 221.00000 |
| H | NHM | 588.550 | - | - | - | - | - | - | Ieermexj | 3gR | - | - | - | - | Retained |
Deal Comments
Lsjmbsrumsxto Nxlo 79% xm mjo loan iaj tsslol ut rj stbojmxbj st mjo RR, 20% rj Joblatj atl 2% rj xmjobj. Gatlj mxxl 59%, ajjom latarobj 31% atl xmmsssan stjmsmumsxtj atl NNZ rxurjm 10%
Originator(s)
Wmpfikzpv Bozibzjz Smfzvdbu Kffmpb Fmpdzmzvi Mdb