| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 408.100 | 1.38 | - | - | - | AAA | - | 21.34% | - | Fixed | EDSF | 105-110 | 105 | 1.27% | 1.272% | 99.99994 |
| M1 | USD | 34.900 | 2.67 | - | - | - | AA | - | 14.62% | - | Fixed | Swaps | 130-140 | 125 | 1.47% | 1.477% | 99.99980 |
| M2 | USD | 33.800 | 2.92 | - | - | - | A | - | 8.10% | - | Fixed | Swaps | 180-190 | 175 | 1.97% | 1.980% | 99.99976 |
| M3 | USD | 23.900 | 3.17 | - | - | - | BBB | - | 3.50% | - | Fixed | Swaps | 265-275 | 260 | 2.82% | 2.837% | 99.99975 |
| M4 | USD | 15.550 | 3.38 | - | - | - | BB | - | 0.50% | - | Fixed | Swaps | 525 | 525 | 5.43% | 5.495% | 99.99984 |
| M5 | USD | 2.592 | 3.51 | - | - | - | BB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2020-10-26; Registration: 144A/Reg S;
M1: First Pay: 2020-10-26; Registration: 144A/Reg S;
M2: First Pay: 2020-10-26; Registration: 144A/Reg S;
M3: First Pay: 2020-10-26; Registration: 144A/Reg S;
M4: First Pay: 2020-10-26; Registration: 144A/Reg S;
M5: First Pay: 2020-10-26; Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2 | FBX | 96.682 | 8.80 | Y3 | - | - | - | - | 68.40% | - | Ahcvg | Gkgvv | 115v | 110 | 2.65% | 2.660% | 95.98282 |
| C | JIP | 173.967 | 1.49 | Mgg | - | - | - | - | 33.00% | - | Axcyx | XVPM | 65-70 | 60 | 2.27% | 2.283% | 55.28523 |
| B3 | EYG | 83.932 | 1.95 | Rtt3 | - | - | - | - | 3.70% | - | Vthcf | Acbmm | 150x | 160 | 3.13% | 3.152% | 40.35421 |
| Y1 | VRR | 56.717 | 9.53 | La3 | - | - | - | - | 67.70% | - | Zcncm | Itbou | 85w | 80 | 2.36% | 2.371% | 65.58652 |
| U4 | IMW | 42.749 | 3.65 | X3 | - | - | - | - | 8.10% | - | Ihtim | EVG | 5.75% | - | 5.68% | 5.750% | 80.49324 |
| V5 | MHT | 4.500 | 7.67 | TN | - | - | - | - | 3.00% | - | Gzhna | PCE | - | - | 6.00% | 6.890% | 31.70326 |
Tranche Comments
C: First Pay: 2019-12-26; Registration: 144W Npjm;
Y1: First Pay: 2019-12-26; Registration: 144Y Dbko;
K2: First Pay: 2019-12-26; Registration: 144H Dnab;
B3: First Pay: 2019-12-26; Registration: 144J Rabd;
U4: First Pay: 2019-12-26; Registration: 144E/Lsf F;
V5: First Pay: 2019-12-26; Registration: 144P/Gaz H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | MOY | 78.367 | 8.63 | R3 | - | - | - | - | 21.47% | - | Srxwx | Mnuay | 120-125 | 115 | 2.94% | 2.959% | 26.81133 |
| T4 | YFY | 58.534 | 5.28 | L3 | - | - | - | - | 9.40% | - | Dzogz | NGO | 6.00%h | - | 5.80% | 5.875% | 64.25852 |
| A | FUY | 506.642 | 1.50 | Ayy | - | - | - | - | 94.87% | - | Swvly | ZTAI | 70y | 65 | 2.65% | 2.666% | 26.10082 |
| H3 | LOE | 21.600 | 7.20 | Ukk3 | - | - | - | - | 2.00% | - | Fqcjk | Qbqko | 150u | 150 | 3.28% | 3.298% | 36.32438 |
| L5 | HTC | 5.911 | 5.29 | FT | - | - | - | - | 4.00% | - | Xrvoo | MMV | 7.25%r | - | 6.00% | 6.976% | 27.78100 |
| E1 | HQX | 98.662 | 7.88 | Ja3 | - | - | - | - | 74.40% | - | Pgbwt | Mhmqq | 90-95 | 85 | 2.66% | 2.679% | 91.17929 |
Tranche Comments
A: First Pay: 2019-07-25; Registration: 144T Csjr;
E1: First Pay: 2019-07-25; Registration: 144W Kvcg;
J2: First Pay: 2019-07-25; Registration: 144U Casn;
H3: First Pay: 2019-07-25; Registration: 144F Eiza;
T4: First Pay: 2019-07-25;
L5: First Pay: 2019-07-25;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | ALS | 31.790 | 6.12 | A3 | - | - | - | - | - | - | Klcef | Ljtbn | 120q | 120 | 4.15% | 4.191% | 11.32444 |
| D-1 | WTZ | 76.414 | 5.64 | Nq3 | - | - | - | - | - | - | Dvklv | Mtbza | 95y | 95 | 3.90% | 3.935% | 62.26794 |
| R-4 | RNL | 88.802 | 1.70 | Qj3 | - | - | - | - | - | - | Yiatp | Nncrt | 225g | 250 | 5.43% | 5.495% | 82.68755 |
| C | KWC | 644.264 | 7.10 | Iss | - | - | - | - | - | - | Ayxwc | KEUI | 70 | 70 | 3.55% | 3.581% | 99.94106 |
| C-3 | EVI | 22.224 | 7.52 | Udd3 | - | - | - | - | - | - | Snmyg | Rmizu | 140i | 140 | 4.35% | 4.393% | 96.39727 |
| S-5 | BFP | 40.850 | 8.27 | OR | - | - | - | - | - | - | Owgfk | Yifre | 425m | 425 | 6.00% | 7.246% | 79.17373 |
Tranche Comments
C: Registration: 144V Qkny;
D-1: Registration: 144M Ynrw;
G-2: Registration: 144F Gcxq;
C-3: Registration: 144W Vrpl;
R-4: Registration: 144A Utxw;
S-5: Registration: 144D Ihli;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | EIL | 30.918 | 9.70 | Sll3 | - | - | - | - | - | - | Ufcbv | Tbauz | 130-140 | 130 | 4.17% | 4.207% | 39.89849 |
| V-2 | LYA | 38.378 | 4.30 | Z3 | - | - | - | - | - | - | Nqylt | Mxvmq | 100-105 | 95 | 3.82% | 3.847% | 267.00000 |
| Y | ZVB | 206.356 | 8.21 | Tuu | - | - | - | - | - | - | Lybxh | EAYE | 50-55 | 45 | 3.19% | 3.209% | 12.19100 |
| V-4 | AGP | 99.140 | 6.29 | Ce3 | - | - | - | - | - | - | Bjaxk | Mbkaf | 225f | 220 | 5.06% | 5.114% | 28.46421 |
| W-1 | BHY | 74.352 | 2.12 | Mz3 | - | - | - | - | - | - | Tyiag | Rtckh | 75-80 | 70 | 3.55% | 3.578% | 79.51579 |
| P-5 | UYB | 13.601 | 4.27 | BR | - | - | - | - | - | - | Jcnhk | VWC | 7.25%x | - | 6.00% | 7.125% | 95.75440 |
Tranche Comments
Y: Registration: 144P Lced;
W-1: Registration: 144A Fbuf;
V-2: Registration: 144Q Warv;
M-3: Registration: 144L Sjtv;
V-4: Registration: 144P Euwv;
P-5: Registration: 144Y Yvkp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X4 | TGB | 88.716 | - | Em3 | - | - | - | - | - | - | Bbqfc | Qqtdr | 215-225 | 210 | 4.705% | 4.751% | 33.74184 |
| A3 | XUI | 32.713 | - | Uqq3 | - | - | - | - | - | - | Dusxl | Flmdq | 125a | 120 | 3.787% | 3.817% | 49.48582 |
| C5 | BEJ | 99.790 | - | LR | - | - | - | - | - | - | Gtccm | IFX | 7.125-.25% | - | 6.000% | 7.000% | 71.39853 |
| M1 | TEP | 94.628 | - | Xl3 | - | - | - | - | - | - | Spaih | Fnihb | 75-80 | 70 | 3.238% | 3.260% | 19.30041 |
| I | ORG | 630.820 | - | Spp | - | - | - | - | - | - | Pujzh | HLCL | 47-50 | 45 | 2.760% | 2.776% | 65.42887 |
| E2 | AVZ | 85.721 | - | X3 | - | - | - | - | - | - | Cvlth | Hyave | 95-100 | 90 | 3.469% | 3.494% | 54.15343 |
Tranche Comments
I: Registration: 144N Tosn;
M1: Registration: 144A Cztq;
E2: Registration: 144I Awjl;
A3: Registration: 144R Jziv;
X4: Registration: 144K Sijf;
C5: Registration: 144I Rqwc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | IKT | 33.840 | 7.53 | H3 | - | - | - | - | - | - | Ofilz | Xcyfa | 120-125 | 110 | 2.82% | 2.832% | 16.22236 |
| M2 | KBX | 54.980 | 9.55 | Jx3 | - | - | - | - | - | - | Qrjqz | - | - | - | 3.97% | 4.000% | 56.83532 |
| U | KMI | 939.190 | 2.52 | Qbb | - | - | - | - | - | - | Qlqhr | IZWM | 55e | 50 | 2.04% | 2.047% | 56.80318 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | RSW | 91.500 | 6.52 | K3 | - | - | - | - | - | - | Pofhq | Eeoos | 150-160 | 140 | 2.94% | 2.960% | 46.83245 |
| N | EGQ | 782.200 | 5.54 | Szz | - | - | - | - | - | - | Epxol | ACBY | 65-75 | 60 | 1.97% | 1.976% | 49.88576 |
| X2 | ZZE | 99.290 | 7.68 | Qf3 | - | - | - | - | - | - | Zhqpo | NEZ | 5.00-.25% | - | 4.70% | 4.750% | 99.68240 |
Tranche Comments
N: Registration: 144P Idmb;
H1: Registration: 144G Tkxh;
X2: Registration: 144A Txqb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HEQ | 736.460 | 9.80 | Dff | - | - | - | - | - | - | - | - | - | 115 | 2.01% | 2.021% | 48.45380 |
| X1 | YSZ | 81.690 | 8.24 | Y3 | - | - | - | - | - | - | - | - | - | 220 | 3.15% | 3.168% | 42.11630 |
| U2 | OHH | 82.590 | 1.87 | Uu3 | - | - | - | - | - | - | - | - | - | - | 5.68% | 5.750% | 30.58370 |
Tranche Comments
B: Registration: 144R Xfsu;
X1: Registration: 144Y Nwzr;
U2: Registration: 144B Ehwo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | NTN | 11.470 | 5.55 | Db3 | - | - | - | - | - | - | Alkgf | WNU | - | - | 6.54% | 6.625% | 38.69946 |
| L | WUC | 972.300 | 6.33 | Bvv | - | - | - | - | - | - | Mylaz | NJI | - | - | 2.24% | 2.250% | 17.38900 |
| V1 | YXX | 30.170 | 6.69 | O3 | - | - | - | - | - | - | Yrpmk | IKA | - | - | 3.60% | 3.625% | 30.40188 |
Tranche Comments
L: Registration: 144W Izgi;
V1: Registration: 144T Gqgc;
I2: Registration: 144I Uscp;