| 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 |
|---|
| Y1 | OSY | 66.522 | 7.44 | Yi3 | - | - | - | - | 95.30% | - | Vwoty | Fnhxs | 85d | 80 | 2.36% | 2.371% | 87.99077 |
| W4 | EYS | 25.261 | 2.31 | B3 | - | - | - | - | 7.10% | - | Fwnhj | JRO | 5.75% | - | 5.68% | 5.750% | 45.92141 |
| N2 | JSQ | 76.911 | 6.10 | L3 | - | - | - | - | 95.10% | - | Qpgth | Weqmt | 115q | 110 | 2.65% | 2.660% | 18.10644 |
| T5 | IAI | 8.154 | 6.79 | MV | - | - | - | - | 4.00% | - | Crgit | WYL | - | - | 6.00% | 6.890% | 67.14587 |
| Z | WXN | 674.971 | 7.81 | Npp | - | - | - | - | 67.00% | - | Eqray | LWTW | 65-70 | 60 | 2.27% | 2.283% | 83.60003 |
| D3 | KXK | 92.983 | 4.68 | Hvv3 | - | - | - | - | 6.80% | - | Qyhmm | Mrvxp | 150i | 160 | 3.13% | 3.152% | 46.45176 |
Tranche Comments
Z: First Pay: 2019-12-26; Registration: 144R Iudv;
Y1: First Pay: 2019-12-26; Registration: 144K Kros;
N2: First Pay: 2019-12-26; Registration: 144Q Mesg;
D3: First Pay: 2019-12-26; Registration: 144J Oqnc;
W4: First Pay: 2019-12-26; Registration: 144N/Kvf S;
T5: First Pay: 2019-12-26; Registration: 144Q/Lur H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | ZPK | 49.261 | 7.43 | Ls3 | - | - | - | - | 30.50% | - | Wsmee | Nyqjo | 90-95 | 85 | 2.66% | 2.679% | 63.93375 |
| N2 | JXW | 30.403 | 1.59 | P3 | - | - | - | - | 48.59% | - | Mlvxd | Kfnko | 120-125 | 115 | 2.94% | 2.959% | 83.86301 |
| O4 | OES | 52.775 | 9.87 | W3 | - | - | - | - | 9.50% | - | Yrbtd | JXP | 6.00%a | - | 5.80% | 5.875% | 35.73256 |
| K | GEX | 674.565 | 5.10 | Ugg | - | - | - | - | 37.28% | - | Gmnef | UIYR | 70t | 65 | 2.65% | 2.666% | 56.68722 |
| H3 | HSK | 63.443 | 4.70 | Omm3 | - | - | - | - | 4.00% | - | Fjfoa | Adeux | 150u | 150 | 3.28% | 3.298% | 56.28780 |
| P5 | VGQ | 9.934 | 2.60 | UM | - | - | - | - | 1.00% | - | Jsrmp | VAQ | 7.25%g | - | 6.00% | 6.976% | 95.84900 |
Tranche Comments
K: First Pay: 2019-07-25; Registration: 144K Xrhj;
G1: First Pay: 2019-07-25; Registration: 144Q Rcvl;
N2: First Pay: 2019-07-25; Registration: 144C Zthh;
H3: First Pay: 2019-07-25; Registration: 144E Ahrc;
O4: First Pay: 2019-07-25;
P5: 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 |
|---|
| O | VFD | 947.362 | 4.40 | Paa | - | - | - | - | - | - | Dburr | YUIS | 70 | 70 | 3.55% | 3.581% | 85.62605 |
| F-3 | QEQ | 40.689 | 6.36 | Qff3 | - | - | - | - | - | - | Gmtvw | Qfyrh | 140w | 140 | 4.35% | 4.393% | 14.77404 |
| U-1 | UYG | 55.272 | 4.89 | Li3 | - | - | - | - | - | - | Haivg | Yoqbb | 95j | 95 | 3.90% | 3.935% | 51.27305 |
| F-5 | QLP | 32.380 | 9.84 | HG | - | - | - | - | - | - | Cphmn | Dwjpq | 425r | 425 | 6.00% | 7.246% | 92.83127 |
| E-4 | CKZ | 67.104 | 6.40 | Gh3 | - | - | - | - | - | - | Jwwtk | Ughot | 225t | 250 | 5.43% | 5.495% | 40.39677 |
| K-2 | YPM | 38.760 | 3.17 | U3 | - | - | - | - | - | - | Kazhn | Qydxg | 120d | 120 | 4.15% | 4.191% | 95.54459 |
Tranche Comments
O: Registration: 144E Umbv;
U-1: Registration: 144M Trnj;
K-2: Registration: 144N Psfw;
F-3: Registration: 144P Lvck;
E-4: Registration: 144C Wrwd;
F-5: Registration: 144F Perb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | ZEV | 29.263 | 3.35 | F3 | - | - | - | - | - | - | Qnhfp | Uydgh | 100-105 | 95 | 3.82% | 3.847% | 967.00000 |
| S-5 | FXP | 49.247 | 7.84 | VH | - | - | - | - | - | - | Tpyee | OEK | 7.25%u | - | 6.00% | 7.125% | 70.92270 |
| O | NRI | 837.128 | 6.87 | Gqq | - | - | - | - | - | - | Lnzsq | HTAO | 50-55 | 45 | 3.19% | 3.209% | 55.48749 |
| P-4 | CRX | 45.130 | 4.10 | Oq3 | - | - | - | - | - | - | Ttlwy | Znxxw | 225b | 220 | 5.06% | 5.114% | 88.33687 |
| S-1 | ANS | 22.712 | 7.94 | Zk3 | - | - | - | - | - | - | Suyew | Lnola | 75-80 | 70 | 3.55% | 3.578% | 44.27068 |
| H-3 | XFH | 33.942 | 2.74 | Ann3 | - | - | - | - | - | - | Efgwe | Dindm | 130-140 | 130 | 4.17% | 4.207% | 26.23956 |
Tranche Comments
O: Registration: 144J Tzxb;
S-1: Registration: 144I Bane;
X-2: Registration: 144X Venr;
H-3: Registration: 144U Fulj;
P-4: Registration: 144V Vfnk;
S-5: Registration: 144V Wetr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X4 | VIW | 77.961 | - | Li3 | - | - | - | - | - | - | Xqgab | Gydfj | 215-225 | 210 | 4.705% | 4.751% | 78.89556 |
| W3 | FZQ | 39.927 | - | Mtt3 | - | - | - | - | - | - | Jgwhj | Gczon | 125t | 120 | 3.787% | 3.817% | 38.50421 |
| U5 | NAX | 78.622 | - | AD | - | - | - | - | - | - | Lwumb | FQC | 7.125-.25% | - | 6.000% | 7.000% | 81.88787 |
| E2 | OBG | 67.297 | - | F3 | - | - | - | - | - | - | Tgneb | Uqbjr | 95-100 | 90 | 3.469% | 3.494% | 61.18391 |
| E1 | TZF | 58.399 | - | Ha3 | - | - | - | - | - | - | Zkkhk | Idagy | 75-80 | 70 | 3.238% | 3.260% | 88.82023 |
| D | FSE | 495.223 | - | Pww | - | - | - | - | - | - | Frfam | LYUN | 47-50 | 45 | 2.760% | 2.776% | 89.25091 |
Tranche Comments
D: Registration: 144M Izfe;
E1: Registration: 144V Ksvk;
E2: Registration: 144V Qris;
W3: Registration: 144J Tdvc;
X4: Registration: 144K Bimi;
U5: Registration: 144E Mhfi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | WFW | 32.860 | 1.36 | Db3 | - | - | - | - | - | - | Ammer | - | - | - | 3.97% | 4.000% | 74.50174 |
| W | ZXD | 259.970 | 8.20 | Zss | - | - | - | - | - | - | Cjoyv | ERJH | 55y | 50 | 2.04% | 2.047% | 47.58097 |
| W1 | YED | 98.230 | 3.58 | F3 | - | - | - | - | - | - | Krheb | Szuui | 120-125 | 110 | 2.82% | 2.832% | 81.16931 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | GSQ | 919.500 | 3.61 | Jpp | - | - | - | - | - | - | Iqrlo | YPBI | 65-75 | 60 | 1.97% | 1.976% | 36.63933 |
| H1 | BCG | 77.200 | 4.30 | M3 | - | - | - | - | - | - | Hzvgu | Tkbrm | 150-160 | 140 | 2.94% | 2.960% | 10.79398 |
| I2 | TJZ | 25.840 | 8.65 | Dx3 | - | - | - | - | - | - | Vqlaf | ZBT | 5.00-.25% | - | 4.70% | 4.750% | 57.30410 |
Tranche Comments
S: Registration: 144K Spcd;
H1: Registration: 144L Nube;
I2: Registration: 144Z Imqs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | CCW | 710.710 | 6.60 | Pdd | - | - | - | - | - | - | - | - | - | 115 | 2.01% | 2.021% | 46.51130 |
| U2 | HHY | 62.940 | 3.10 | Zf3 | - | - | - | - | - | - | - | - | - | - | 5.68% | 5.750% | 70.21770 |
| K1 | MVI | 95.220 | 9.98 | I3 | - | - | - | - | - | - | - | - | - | 220 | 3.15% | 3.168% | 86.70220 |
Tranche Comments
N: Registration: 144J Acrl;
K1: Registration: 144W Rbbg;
U2: Registration: 144S Axmc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | ETL | 97.310 | 7.64 | Pf3 | - | - | - | - | - | - | Fqmek | QJN | - | - | 6.54% | 6.625% | 80.20016 |
| P1 | QHH | 98.480 | 2.77 | T3 | - | - | - | - | - | - | Fzqtv | TYE | - | - | 3.60% | 3.625% | 91.90264 |
| X | UNT | 614.500 | 8.87 | Iaa | - | - | - | - | - | - | Ookhu | WCE | - | - | 2.24% | 2.250% | 60.91350 |
Tranche Comments
X: Registration: 144W Qdpp;
P1: Registration: 144L Dptk;
X2: Registration: 144J Icxo;