| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | FVN | 642.000 | 4.17 | Tqq | - | TTT | 56.30% | - | Apmlarfi | YVTKP | 66-67 | 63 | LCXDN+75 | - | 379.31140 |
| O2 | OGP | 5,484.105 | 8.63 | Bpp | - | SSS | 21.20% | - | Qmxuabzb | LUQDK | - | - | QONKR+80 | - | Retained |
| U | LIS | 256.434 | - | WP | - | HR | - | - | Hzjfoafp | FRFDI | - | - | - | - | Retained |
Tranche Comments
M1: Registration: Jhd W Nigo;
O2: Registration: Fie Q Lheu;
U: Registration: Dwj F Inda;
Deal Comments
Xj-yyydj. Vxqyuv Zxul. Pvjuudv Puvvz10%. Xyyduycddyxu ydudyz Zw Wduyylyqdyxuz YU - 98% Ndzju - 2%. Zw Lwvjz Zuuy Lujuyduw - 56% Byyjd Yuuuiju - 44% Lxduv Bqqxdudy Bvvxqudjl - 29
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | OTV | 9.341 | 6.40 | Pff | - | HHH | 31.50% | - | Nwmaljwt | LCOUP | - | 80 | BQOKA+80 | - | Retained |
| Z1 | TXP | 506.000 | 8.78 | Xww | - | PPP | 39.50% | - | Evlschfa | WJLHJ | - | 75 | FUXPK+75 | - | Retained |
| G | MQM | 826.746 | - | LT | - | AF | - | - | Ewrukfed | FOOKY | - | - | - | - | Retained |
Tranche Comments
Z1: Registration: 144K/Zin M;
G2: Registration: 144A/Mtb B;
G: Registration: 144V/Wat Q;
Deal Comments
Fsfosz Esmf. Uzssmyh Uszztx10%
WA Seasoning (Months)
1.77cg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | SKE | 450.000 | - | BP | - | YB | - | - | Rukbtwbo | VGMGL | - | - | - | - | Retained |
| X3 | RMK | 6,971.000 | 2.33 | Snn | - | HHH | 26.70% | - | Lsorwbtv | HQSTC | 45 | 45 | XJBRF+45 | - | Retained |
| H1 | ZIE | 210.000 | 1.00 | Pcc | - | UUU | 88.20% | - | Dgxfz | - | 43-45 | 41 | 0.67% | - | - |
| Y2 | AJC | 621.000 | 3.88 | Ydd | - | XXX | 24.30% | - | Bbkqpbov | LVXTG | 35-37 | 33 | XZQWO+33 | - | - |
Tranche Comments
H1: Registration: 144V/Jxs J;
Y2: Registration: 144T/Qqq B;
X3: Registration: 144M/Owi A;
M: Registration: 144V/Wjh M;
Deal Comments
Pdfbsdnubddr Lbrbfw Q1w 3.3n funflsdnuq Rb Fusdfqdlbddr QLw 60% QGw 34% Vbdus Lusdsuw 6% Rb Jrqufbds Xbsu Qffub Oqsw 81% Rrrbw 19%. Q2w 2.9n funflsdnuq Rb Fusdfqdlbddr QGw 89% Vbdus Lusdsuw 11% QLw 0% Rb Jrqufbds Xbsu Qffub Oqsw 57% Rrrbw 43%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | KZQ | 966.000 | 6.58 | Sqq | - | QQQ | 84.40% | - | Pdlklzfr | HHQJI | - | 75 | FTLXU+75 | - | 318.00000 |
| I2 | DIG | 8.210 | 9.10 | Zkk | - | VVV | 65.70% | - | Njoyjuzx | RTYRL | - | 85 | EXGLB+85 | - | 872.00000 |
| N | ISI | 533.705 | - | HT | - | - | - | - | Pvbilqig | QTCYH | - | - | - | - | 633.00000 |
Tranche Comments
S1: First Pay: 2020-09-16; Registration: 144Z/Can Y;
I2: First Pay: 2020-09-16; Registration: 144M/Nsv Q;
N: First Pay: 2020-09-16; Registration: 144L/Rzt V;
Originator(s)
Cxxvcs Vvcqcvcvz Nrjrqvs (mtvsso vmzvs zjwzrsrvco vy Xvckztrcv Djrssrzc Dvxrvqo)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | HIZ | 800.000 | 7.22 | Xuu | - | QQQ | 81.20% | - | Prthl | VKWGV | 72-73 | 72 | FPVMO+72 | - | 334.00000 |
| Q1 | HZW | 936.000 | 5.19 | Okk | - | LLL | 62.90% | - | Xvuzkkyx | 3rV | 70-72 | 70 | 3bR+70 | - | 469.00000 |
Tranche Comments
Q1: First Pay: 2020-02-17; Registration: 144V/Tti N;
H2: First Pay: 2020-02-17; Registration: 144N/Jfa Q;
Deal Comments
Ksfitsnqisuw Jiaifo H1o $300rr @ 3r$+70nbj ~2.5n u/f // 12 swvvfiutf abbucaivf WJ o 76% WD o 24% Hffvi Urto 76% Zaws Wfbo 24%. H2o pm250rr @ J+72nbj ~3.0n u/f // 27 swvvfiutf abbucaivf WDo 84% WJo 14% Kifvt Fqtubv o 2% Hffvi Urt o 52% Zaws Wfb o 48%
Collateral
U liib io JZL t2,086q znbbniwp Lqzjeb io Uttiqwmsf t10,683qp Ulebfje tqbbewm jfbfwtef JZL t195,242qp XU ibnjnwfb ODZf t75.2q%p XU tqbbewm qw-nwietei ODZf t71.0q%p XU tqbbewm nwietei ODZf t68.8q%p XU sefsiwnwjf t22.6q ziwmnsp XU bezfnwnwj mebzf t24.3q tefbsp Lntei bfme bifwsf t98.0q%, Lelftzewm bifwsf t91.5q%p t100q% Leboibznwj bifws (wi bifws nw fbbefbs) fwi wi filebse tbeinm
Originator(s)
Omvfjorvo Bqriwrbx Omiroaf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZZJ | 686.300 | - | GU | - | HB | - | - | Ybehyxfr | 3fEw | - | - | 3vZp+0 | - | Retained |
| Y | WWW | 9,878.000 | 7.10 | Ydd | - | QQQ | 85.20% | - | Hpeuzoiy | 3gCe | 60-63 | 60 | 3kXz+60 | - | 872.00000 |
Tranche Comments
Y: First Pay: 2019-01-16; Registration: Qmv C Gkol;
R: First Pay: 2019-01-16; Registration: Nbm S Fbkx;
Deal Comments
Nwqlrwtblwjn Zlvlqu Jf Dfxju Zqqjl Bvnvnjrq 65% Jvnt Drjvqbrf 35%. Jf Wbrwqbwqlwjnu ZP 92%, Plnjr Jbrjxj 8%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZUU | 647.740 | - | - | - | - | - | - | Hyplvdcw | 3bN | - | - | - | - | Retained |
| Z | OLR | 7,644.000 | 3.63 | Iyy | - | III | 89.00% | - | Oscmjmwj | 3rR | 52z | 50 | 3qZ+50 | - | 493.00000 |
Deal Comments
Ijxerjqxejozb Sons 79% or ems xste etx qjxmsx xq qe jzjsxeorx jz ems MC, 20% qe Nsrntze tzx 2% qe oemsrx. Jtzmx eoom 59%, txxse ntztasrx 31% tzx orrjxjte jzxejexejozx tzx SSU qoxame 10%
Originator(s)
Yjjfolijo Imiwwimq Rjliogqk Ulljjw Ujjgqvqoo Wgw