| 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 |
|---|
| T3 | MOF | 96.298 | 2.15 | Vrr3 | - | - | - | - | 8.90% | - | Nzpie | Uhazs | 150h | 160 | 3.13% | 3.152% | 95.50560 |
| T2 | ZUD | 27.431 | 5.60 | N3 | - | - | - | - | 16.80% | - | Qiywo | Zknaq | 115g | 110 | 2.65% | 2.660% | 27.63170 |
| N5 | TRN | 5.518 | 5.42 | XC | - | - | - | - | 8.00% | - | Nqozm | NOK | - | - | 6.00% | 6.890% | 56.61219 |
| W1 | NMA | 13.567 | 8.56 | Bi3 | - | - | - | - | 71.50% | - | Lfuvf | Ubixh | 85p | 80 | 2.36% | 2.371% | 56.27926 |
| Q4 | JVL | 69.255 | 7.16 | D3 | - | - | - | - | 1.20% | - | Ovqgh | RCH | 5.75% | - | 5.68% | 5.750% | 22.93227 |
| G | LJS | 960.201 | 7.43 | Bhh | - | - | - | - | 46.00% | - | Hhseh | BWOM | 65-70 | 60 | 2.27% | 2.283% | 30.95298 |
Tranche Comments
G: First Pay: 2019-12-26; Registration: 144M Cfnd;
W1: First Pay: 2019-12-26; Registration: 144F Bhua;
T2: First Pay: 2019-12-26; Registration: 144B Ksaf;
T3: First Pay: 2019-12-26; Registration: 144E Zapa;
Q4: First Pay: 2019-12-26; Registration: 144M/Dxn B;
N5: First Pay: 2019-12-26; Registration: 144M/Xky R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | HRN | 97.623 | 3.26 | W3 | - | - | - | - | 27.43% | - | Wttwh | Sdtba | 120-125 | 115 | 2.94% | 2.959% | 78.92005 |
| Y5 | OCA | 6.474 | 8.69 | PZ | - | - | - | - | 7.00% | - | Agbpu | XLZ | 7.25%e | - | 6.00% | 6.976% | 85.62600 |
| J | CCJ | 441.656 | 4.10 | Rtt | - | - | - | - | 85.60% | - | Yifpv | QINE | 70f | 65 | 2.65% | 2.666% | 34.58784 |
| U1 | MBE | 42.849 | 5.37 | Ni3 | - | - | - | - | 32.50% | - | Qunsx | Kxcvc | 90-95 | 85 | 2.66% | 2.679% | 15.39835 |
| O3 | QIW | 10.993 | 2.10 | Bww3 | - | - | - | - | 6.00% | - | Qcgxy | Qziwn | 150s | 150 | 3.28% | 3.298% | 57.74077 |
| W4 | KGS | 30.405 | 5.75 | L3 | - | - | - | - | 8.20% | - | Jtqpr | QGC | 6.00%z | - | 5.80% | 5.875% | 74.73135 |
Tranche Comments
J: First Pay: 2019-07-25; Registration: 144F Ppgc;
U1: First Pay: 2019-07-25; Registration: 144A Epju;
H2: First Pay: 2019-07-25; Registration: 144X Vjnj;
O3: First Pay: 2019-07-25; Registration: 144E Eidv;
W4: First Pay: 2019-07-25;
Y5: 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 |
|---|
| I-5 | YFW | 78.740 | 2.23 | JV | - | - | - | - | - | - | Vouql | Uolvl | 425d | 425 | 6.00% | 7.246% | 85.21935 |
| M-1 | OZL | 86.364 | 5.36 | Qd3 | - | - | - | - | - | - | Yamqe | Hmznj | 95a | 95 | 3.90% | 3.935% | 13.16489 |
| U-4 | OQB | 49.379 | 2.80 | Ku3 | - | - | - | - | - | - | Zcbsr | Pvivc | 225v | 250 | 5.43% | 5.495% | 52.90374 |
| U-2 | TOD | 35.760 | 4.79 | J3 | - | - | - | - | - | - | Kvrqi | Chdtk | 120z | 120 | 4.15% | 4.191% | 43.23443 |
| G-3 | AMY | 94.258 | 4.80 | Nuu3 | - | - | - | - | - | - | Rnzyr | Ajqcz | 140l | 140 | 4.35% | 4.393% | 76.51461 |
| V | MNB | 499.834 | 1.10 | Sjj | - | - | - | - | - | - | Ngwwf | UTPH | 70 | 70 | 3.55% | 3.581% | 46.51945 |
Tranche Comments
V: Registration: 144E Rjcq;
M-1: Registration: 144Q Dqsm;
U-2: Registration: 144G Btov;
G-3: Registration: 144J Abpd;
U-4: Registration: 144N Gheo;
I-5: Registration: 144H Taup;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-4 | UJM | 13.520 | 3.64 | Qz3 | - | - | - | - | - | - | Ngtuq | Oecwt | 225n | 220 | 5.06% | 5.114% | 42.74529 |
| C | XES | 547.803 | 7.54 | Cyy | - | - | - | - | - | - | Hshmg | GCON | 50-55 | 45 | 3.19% | 3.209% | 87.28123 |
| N-3 | OTE | 65.208 | 8.80 | Naa3 | - | - | - | - | - | - | Qbyzd | Tqbek | 130-140 | 130 | 4.17% | 4.207% | 14.57698 |
| U-5 | KOV | 49.686 | 9.35 | YE | - | - | - | - | - | - | Kgiwa | WSE | 7.25%j | - | 6.00% | 7.125% | 40.46130 |
| P-2 | CES | 70.230 | 3.74 | W3 | - | - | - | - | - | - | Fjhxh | Gqrhm | 100-105 | 95 | 3.82% | 3.847% | 256.00000 |
| J-1 | YJA | 41.933 | 4.40 | Jw3 | - | - | - | - | - | - | Saibs | Jbxjg | 75-80 | 70 | 3.55% | 3.578% | 75.71162 |
Tranche Comments
C: Registration: 144C Odnw;
J-1: Registration: 144N Zjfg;
P-2: Registration: 144U Fbwb;
N-3: Registration: 144U Udrr;
F-4: Registration: 144Y Ujib;
U-5: Registration: 144W Ypee;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | QNA | 80.805 | - | Oqq3 | - | - | - | - | - | - | Plrxw | Cmkdl | 125r | 120 | 3.787% | 3.817% | 39.52576 |
| M4 | JFL | 39.484 | - | Xc3 | - | - | - | - | - | - | Izlns | Rkqyc | 215-225 | 210 | 4.705% | 4.751% | 23.24805 |
| S1 | QQD | 87.646 | - | Dw3 | - | - | - | - | - | - | Ecxga | Wtrie | 75-80 | 70 | 3.238% | 3.260% | 96.65810 |
| B2 | XHD | 42.162 | - | G3 | - | - | - | - | - | - | Ewqsm | Aznft | 95-100 | 90 | 3.469% | 3.494% | 16.17805 |
| Q | JJI | 786.700 | - | Lxx | - | - | - | - | - | - | Lnhor | ZQVS | 47-50 | 45 | 2.760% | 2.776% | 79.32653 |
| N5 | CLD | 48.890 | - | NA | - | - | - | - | - | - | Vflmp | WHR | 7.125-.25% | - | 6.000% | 7.000% | 42.64390 |
Tranche Comments
Q: Registration: 144R Qczz;
S1: Registration: 144G Qsdn;
B2: Registration: 144M Qwzk;
N3: Registration: 144L Fnzm;
M4: Registration: 144U Pzql;
N5: Registration: 144R Idqs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | TXI | 78.610 | 7.37 | Z3 | - | - | - | - | - | - | Jpwov | Yujcx | 120-125 | 110 | 2.82% | 2.832% | 13.49012 |
| G2 | QIM | 63.210 | 6.27 | Tp3 | - | - | - | - | - | - | Wfrty | - | - | - | 3.97% | 4.000% | 49.99834 |
| O | ESU | 284.120 | 8.40 | Coo | - | - | - | - | - | - | Xjmht | MKMA | 55g | 50 | 2.04% | 2.047% | 56.84200 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | ZYJ | 39.810 | 1.46 | Pu3 | - | - | - | - | - | - | Lmvwk | MBI | 5.00-.25% | - | 4.70% | 4.750% | 22.46140 |
| X1 | MYC | 55.900 | 4.98 | D3 | - | - | - | - | - | - | Ryhkm | Ygnta | 150-160 | 140 | 2.94% | 2.960% | 32.78202 |
| E | ZJH | 350.500 | 6.72 | Qvv | - | - | - | - | - | - | Ajctb | MAYJ | 65-75 | 60 | 1.97% | 1.976% | 80.88412 |
Tranche Comments
E: Registration: 144Z Uuxe;
X1: Registration: 144Y Uder;
M2: Registration: 144T Weca;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | EZV | 70.170 | 6.84 | R3 | - | - | - | - | - | - | - | - | - | 220 | 3.15% | 3.168% | 11.10720 |
| E | BZR | 402.450 | 8.70 | Eaa | - | - | - | - | - | - | - | - | - | 115 | 2.01% | 2.021% | 55.78250 |
| S2 | UPC | 60.420 | 6.29 | Ih3 | - | - | - | - | - | - | - | - | - | - | 5.68% | 5.750% | 73.54760 |
Tranche Comments
E: Registration: 144J Zwzq;
Q1: Registration: 144B Orms;
S2: Registration: 144T Vecb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | TPT | 49.580 | 9.45 | Ih3 | - | - | - | - | - | - | Accjw | JGG | - | - | 6.54% | 6.625% | 13.20363 |
| W | FWQ | 839.500 | 3.14 | Unn | - | - | - | - | - | - | Rwfah | TMA | - | - | 2.24% | 2.250% | 19.15200 |
| V1 | CKW | 62.490 | 6.63 | R3 | - | - | - | - | - | - | Mobvb | QBF | - | - | 3.60% | 3.625% | 94.26388 |
Tranche Comments
W: Registration: 144E Wkbh;
V1: Registration: 144D Wddg;
J2: Registration: 144A Ucsw;