| 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 |
|---|
| X | IIU | 414.745 | 7.11 | Kzz | - | - | - | - | 27.00% | - | Cukak | VNUI | 65-70 | 60 | 2.27% | 2.283% | 63.71790 |
| I1 | VUW | 89.806 | 9.78 | Ip3 | - | - | - | - | 82.40% | - | Tnozg | Rubwl | 85f | 80 | 2.36% | 2.371% | 78.42751 |
| P3 | FFI | 64.287 | 7.14 | Zbb3 | - | - | - | - | 5.80% | - | Chyfe | Fjefp | 150f | 160 | 3.13% | 3.152% | 76.11246 |
| N4 | OPP | 18.770 | 9.16 | O3 | - | - | - | - | 3.40% | - | Qjspj | SEC | 5.75% | - | 5.68% | 5.750% | 91.58098 |
| K5 | ZKX | 3.917 | 1.84 | MC | - | - | - | - | 7.00% | - | Ssfix | JEQ | - | - | 6.00% | 6.890% | 73.41415 |
| Q2 | JNU | 80.888 | 5.70 | I3 | - | - | - | - | 29.10% | - | Ojocn | Zeoak | 115z | 110 | 2.65% | 2.660% | 92.70387 |
Tranche Comments
X: First Pay: 2019-12-26; Registration: 144G Znft;
I1: First Pay: 2019-12-26; Registration: 144T Ihja;
Q2: First Pay: 2019-12-26; Registration: 144C Vrzj;
P3: First Pay: 2019-12-26; Registration: 144C Vrae;
N4: First Pay: 2019-12-26; Registration: 144B/Mif Q;
K5: First Pay: 2019-12-26; Registration: 144K/Xcq V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I3 | MRZ | 77.629 | 6.70 | Exx3 | - | - | - | - | 9.00% | - | Nzuvs | Uxtdx | 150c | 150 | 3.28% | 3.298% | 49.89504 |
| K5 | KXM | 6.347 | 2.70 | WE | - | - | - | - | 4.00% | - | Fmhfu | IKV | 7.25%z | - | 6.00% | 6.976% | 65.91500 |
| Q1 | TYG | 65.118 | 9.37 | Qr3 | - | - | - | - | 64.10% | - | Rhatc | Rnkkl | 90-95 | 85 | 2.66% | 2.679% | 74.25142 |
| O | OTS | 975.309 | 7.10 | Pee | - | - | - | - | 81.91% | - | Xipcd | NQTC | 70p | 65 | 2.65% | 2.666% | 55.78758 |
| L2 | ZBA | 52.490 | 6.69 | N3 | - | - | - | - | 37.80% | - | Voacn | Pddck | 120-125 | 115 | 2.94% | 2.959% | 87.12869 |
| I4 | VNF | 16.669 | 3.77 | M3 | - | - | - | - | 8.40% | - | Bspwx | NBM | 6.00%c | - | 5.80% | 5.875% | 57.82187 |
Tranche Comments
O: First Pay: 2019-07-25; Registration: 144T Vgml;
Q1: First Pay: 2019-07-25; Registration: 144J Yuhb;
L2: First Pay: 2019-07-25; Registration: 144I Skga;
I3: First Pay: 2019-07-25; Registration: 144D Ustu;
I4: First Pay: 2019-07-25;
K5: 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 |
|---|
| C-1 | NOV | 35.612 | 1.33 | Vh3 | - | - | - | - | - | - | Ulqoe | Nkzyu | 95t | 95 | 3.90% | 3.935% | 82.45406 |
| B-5 | HTS | 61.950 | 6.90 | HR | - | - | - | - | - | - | Xboip | Hnhrr | 425b | 425 | 6.00% | 7.246% | 94.95053 |
| J-4 | ZWM | 69.917 | 5.60 | Ca3 | - | - | - | - | - | - | Fuomy | Kqdln | 225k | 250 | 5.43% | 5.495% | 66.13550 |
| N | BBD | 772.641 | 3.90 | Wtt | - | - | - | - | - | - | Dhujo | CJSN | 70 | 70 | 3.55% | 3.581% | 90.55662 |
| H-3 | VVN | 70.752 | 2.42 | Cdd3 | - | - | - | - | - | - | Mjzlx | Dbgab | 140w | 140 | 4.35% | 4.393% | 18.12461 |
| S-2 | NYX | 92.830 | 7.48 | P3 | - | - | - | - | - | - | Fmtji | Xcvry | 120l | 120 | 4.15% | 4.191% | 99.64131 |
Tranche Comments
N: Registration: 144I Dhvs;
C-1: Registration: 144R Pndf;
S-2: Registration: 144C Gzvn;
H-3: Registration: 144Z Icrr;
J-4: Registration: 144V Wzkd;
B-5: Registration: 144V Urol;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-4 | AXY | 88.340 | 5.92 | Bh3 | - | - | - | - | - | - | Crmuk | Lddlb | 225o | 220 | 5.06% | 5.114% | 50.77810 |
| A-5 | UOM | 76.756 | 5.55 | VO | - | - | - | - | - | - | Lqpvj | GZK | 7.25%p | - | 6.00% | 7.125% | 79.81250 |
| W-2 | HLH | 66.128 | 9.20 | A3 | - | - | - | - | - | - | Lapzq | Jlahe | 100-105 | 95 | 3.82% | 3.847% | 308.00000 |
| H | GKE | 497.553 | 7.21 | Vmm | - | - | - | - | - | - | Bsyjq | AGEV | 50-55 | 45 | 3.19% | 3.209% | 74.33984 |
| G-1 | NJF | 76.802 | 5.83 | Ll3 | - | - | - | - | - | - | Bmteg | Iwydj | 75-80 | 70 | 3.55% | 3.578% | 78.49884 |
| V-3 | LYD | 75.793 | 9.83 | Kqq3 | - | - | - | - | - | - | Zjjcu | Dzowa | 130-140 | 130 | 4.17% | 4.207% | 29.82183 |
Tranche Comments
H: Registration: 144G Yxrs;
G-1: Registration: 144J Ozpd;
W-2: Registration: 144U Ovzc;
V-3: Registration: 144Q Tkin;
N-4: Registration: 144F Qzto;
A-5: Registration: 144Q Vkzl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D3 | TJI | 46.494 | - | Sdd3 | - | - | - | - | - | - | Amwvu | Kuipw | 125g | 120 | 3.787% | 3.817% | 83.71420 |
| A1 | HNK | 69.759 | - | Mo3 | - | - | - | - | - | - | Mqkmb | Ektft | 75-80 | 70 | 3.238% | 3.260% | 59.94404 |
| P5 | JQM | 60.217 | - | WJ | - | - | - | - | - | - | Erjly | IVC | 7.125-.25% | - | 6.000% | 7.000% | 19.23865 |
| M | VHV | 335.486 | - | Voo | - | - | - | - | - | - | Bajia | UCNI | 47-50 | 45 | 2.760% | 2.776% | 95.60754 |
| U4 | VUH | 46.399 | - | St3 | - | - | - | - | - | - | Rcawx | Tugid | 215-225 | 210 | 4.705% | 4.751% | 19.49635 |
| E2 | LBG | 55.299 | - | E3 | - | - | - | - | - | - | Znntv | Rrzzo | 95-100 | 90 | 3.469% | 3.494% | 35.90064 |
Tranche Comments
M: Registration: 144N Bwjz;
A1: Registration: 144W Kszw;
E2: Registration: 144Q Cezj;
D3: Registration: 144L Bcqm;
U4: Registration: 144P Zgqi;
P5: Registration: 144C Sseh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | XMD | 76.410 | 1.64 | Jm3 | - | - | - | - | - | - | Uycyg | - | - | - | 3.97% | 4.000% | 21.94475 |
| N1 | VKM | 66.770 | 6.85 | F3 | - | - | - | - | - | - | Nhszj | Euxyk | 120-125 | 110 | 2.82% | 2.832% | 14.15109 |
| X | TOQ | 239.530 | 9.86 | Dqq | - | - | - | - | - | - | Olmkf | YUOQ | 55c | 50 | 2.04% | 2.047% | 29.56859 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | HXA | 93.200 | 7.45 | Q3 | - | - | - | - | - | - | Nwcxq | Mzrnc | 150-160 | 140 | 2.94% | 2.960% | 30.65362 |
| N | IZO | 766.200 | 2.84 | Nee | - | - | - | - | - | - | Ltjqy | GMOY | 65-75 | 60 | 1.97% | 1.976% | 60.70547 |
| L2 | UJV | 70.150 | 2.76 | Hm3 | - | - | - | - | - | - | Jligw | HSZ | 5.00-.25% | - | 4.70% | 4.750% | 76.80810 |
Tranche Comments
N: Registration: 144P Tqnz;
K1: Registration: 144Z Asol;
L2: Registration: 144G Zuwb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | PZP | 46.740 | 2.13 | Vw3 | - | - | - | - | - | - | - | - | - | - | 5.68% | 5.750% | 17.47090 |
| S1 | NJB | 85.730 | 1.41 | N3 | - | - | - | - | - | - | - | - | - | 220 | 3.15% | 3.168% | 17.97800 |
| F | MMO | 167.130 | 1.80 | Pbb | - | - | - | - | - | - | - | - | - | 115 | 2.01% | 2.021% | 17.13140 |
Tranche Comments
F: Registration: 144Y Ihja;
S1: Registration: 144H Nggz;
H2: Registration: 144I Roev;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | EAF | 50.430 | 7.22 | K3 | - | - | - | - | - | - | Cayuq | UVV | - | - | 3.60% | 3.625% | 17.11216 |
| R | UYM | 786.600 | 6.47 | Att | - | - | - | - | - | - | Ewqqn | ZEU | - | - | 2.24% | 2.250% | 83.61600 |
| Q2 | YNT | 38.360 | 2.21 | Gd3 | - | - | - | - | - | - | Snvws | XTE | - | - | 6.54% | 6.625% | 68.42919 |
Tranche Comments
R: Registration: 144P Qqur;
E1: Registration: 144N Pdwp;
Q2: Registration: 144B Iaoy;