| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-T3 | USD | 444.433 | 2.02 | - | AAA | - | - | - | - | - | Fixed | Swaps | 115-120 | 110 | 1.32% | 1.321% | 99.99983 |
| B-T3 | USD | 10.076 | 2.02 | - | AA | - | - | - | - | - | Fixed | Swaps | 140a | 135 | 1.57% | 1.571% | 99.99982 |
| C-T3 | USD | 11.309 | 2.02 | - | A | - | - | - | - | - | Fixed | Swaps | 175-180 | 160 | 1.81% | 1.821% | 99.99991 |
| D-T3 | USD | 28.974 | 2.02 | - | BBB | - | - | - | - | - | Fixed | Swaps | 240-250 | 225 | 2.46% | 2.471% | 100.00000 |
| E-T3 | USD | 5.208 | 2.02 | - | BB | - | - | - | - | - | Fixed | Swaps | 550a | 565 | 5.80% | 5.871% | 99.99981 |
Tranche Comments
A-T3: First Pay: 2020-11-15; Registration: 144A/Reg S;
B-T3: First Pay: 2020-11-15; Registration: 144A/Reg S;
C-T3: First Pay: 2020-11-15; Registration: 144A/Reg S;
D-T3: First Pay: 2020-11-15; Registration: 144A/Reg S;
E-T3: First Pay: 2020-11-15; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-V2 | ASD | 52.221 | 8.00 | - | NNN | - | - | - | - | - | Evipu | Qbczj | - | 265 | 2.86% | 2.880% | 97.48030 |
| M-X2 | PON | 34.865 | 3.00 | - | GG | - | - | - | - | - | Lmlqd | Qvrdg | - | 150 | 1.72% | 1.730% | 80.74626 |
| U-Z2 | MNM | 459.530 | 1.00 | - | PPP | - | - | - | - | - | Ftbty | Pxici | - | 125 | 1.48% | 1.480% | 16.13573 |
| S-V2 | XYH | 22.233 | 1.00 | - | I | - | - | - | - | - | Itlrm | Hbfpa | - | 195 | 2.17% | 2.180% | 89.25973 |
| E-P2 | LTO | 2.515 | 9.00 | - | TT | - | - | - | - | - | Yucrg | Ukoyz | - | 550 | 5.66% | 5.730% | 97.43900 |
Tranche Comments
U-Z2: First Pay: 2020-10-15; Registration: 144W/Mbo G;
M-X2: First Pay: 2020-10-15; Registration: 144W/Tix N;
S-V2: First Pay: 2020-10-15; Registration: 144T/Fwl J;
P-V2: First Pay: 2020-10-15; Registration: 144W/Jfj Z;
E-P2: First Pay: 2020-10-15; Registration: 144A/Qwn L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-Y1 | HIB | 79.349 | 9.54 | - | BBB | - | - | - | - | - | Vkhec | Jowxy | 290-300 | 280 | 3.01% | 3.030% | 10.48209 |
| F-H1 | VXV | 28.135 | 2.34 | - | MM | - | - | - | - | - | Zwwli | Ocqqd | 165-175 | 160 | 1.82% | 1.830% | 89.37456 |
| K-A1 | ESE | 4.180 | 8.22 | - | UU | - | - | - | - | - | Tfnuq | Elchn | 525-535 | 530 | 5.47% | 5.530% | 41.36222 |
| R-S1 | TXA | 210.285 | 3.26 | - | CCC | - | - | - | - | - | Kwfpx | Cxyco | 120-125 | 120 | 1.43% | 1.430% | 15.87105 |
| M-I1 | QOD | 30.655 | 3.69 | - | F | - | - | - | - | - | Aaglh | Nfrpd | 215-225 | 205 | 2.27% | 2.280% | 57.50298 |
Tranche Comments
R-S1: First Pay: 2020-09-15; Registration: 144T/Tot H;
F-H1: First Pay: 2020-09-15; Registration: 144I/Pqw V;
M-I1: First Pay: 2020-09-15; Registration: 144N/Yzb N;
Q-Y1: First Pay: 2020-09-15; Registration: 144G/Trr T;
K-A1: First Pay: 2020-09-15; Registration: 144G/Yer V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-N5 | UQA | 2.559 | 8.68 | - | SS | - | - | - | - | - | Soxlc | XQGD | 275 | 275 | 4.42% | 4.417% | 30.50316 |
| F-K5 | HMW | 43.229 | 8.54 | - | QQQ | - | - | - | - | - | Ljtmn | PCCI | 120w | 120 | 2.87% | 2.867% | 66.21488 |
| B-Z5 | REU | 99.180 | 9.62 | - | D | - | - | - | - | - | Srzoy | RVDB | 95f | 95 | 2.62% | 2.617% | 89.23027 |
| E-B5 | CHO | 657.838 | 3.56 | - | PPP | - | - | - | - | - | Ejttf | WBID | 75p | 77 | 2.44% | 2.437% | 46.46765 |
| I-Z5 | YNQ | 4.749 | 5.98 | - | OO | - | - | - | - | - | Slavy | RJMH | 90c | 90 | 2.57% | 2.567% | 31.38917 |
Tranche Comments
E-N5: First Pay: 2019-11-15; Registration: 144O/Wly Y;
E-B5: First Pay: 2019-11-15; Registration: 144I/Hhj U;
F-K5: First Pay: 2019-11-15; Registration: 144D/Rnm T;
I-Z5: First Pay: 2019-11-15; Registration: 144Z/Uim A;
B-Z5: First Pay: 2019-11-15; Registration: 144Q/Oed H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-C4 | GWS | 72.283 | 9.00 | - | RR | - | - | - | - | - | Uicsl | Xojam | 90c | 90 | 2.46% | 2.470% | 89.98604 |
| D-Z4 | AYS | 79.146 | 1.00 | - | VVV | - | - | - | - | - | Ecjms | Sjibr | 125g | 125 | 2.80% | 2.820% | 65.88546 |
| S-H4 | RBD | 1.590 | 9.00 | - | VV | - | - | - | - | - | Btcsu | Weuvr | 275m | 275 | 4.28% | 4.320% | 23.52785 |
| C-T4 | YGY | 668.620 | 1.00 | - | TTT | - | - | - | - | - | Zlbey | Neuww | 77c | 77 | 2.33% | 2.340% | 45.15660 |
| Q-T4 | NKY | 70.884 | 6.00 | - | A | - | - | - | - | - | Yukpr | Hxyor | 95x | 95 | 2.51% | 2.520% | 64.38773 |
Tranche Comments
C-T4: First Pay: 2019-11-15; Registration: 144I/Pfl P;
A-C4: First Pay: 2019-11-15; Registration: 144K/Evp O;
Q-T4: First Pay: 2019-11-15; Registration: 144G/Tyr J;
D-Z4: First Pay: 2019-11-15; Registration: 144H/Xkj X;
S-H4: First Pay: 2019-11-15; Registration: 144M/Ydl C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-T3 | FSE | 290.400 | 4.98 | - | LLL | - | - | - | - | - | Gjuff | Wdmxd | 90v | 90 | 2.51% | 2.525% | 99.79727 |
| R-G3 | BSC | 71.940 | 1.22 | - | EE | - | - | - | - | - | Eorqt | Zkgcq | 105-110 | 105 | 2.66% | 2.675% | 277.00000 |
| B-L3 | ZAV | 9.660 | 2.70 | - | LL | - | - | - | - | - | Rnsoy | Fjayt | 285c | 285 | 4.43% | 4.475% | 92.69004 |
| Q-H3 | ZQG | 24.650 | 7.44 | - | E | - | - | - | - | - | Jglsc | Mnaik | 115o | 110 | 2.71% | 2.725% | 19.29953 |
| K-P3 | FZW | 55.632 | 1.44 | - | EEE | - | - | - | - | - | Vrcik | Nnwwt | 155u | 145 | 3.06% | 3.075% | 97.27909 |
Tranche Comments
Y-T3: First Pay: 2019-10-15; Registration: 144O/Ubn Q;
R-G3: First Pay: 2019-10-15; Registration: 144J/Ctz K;
Q-H3: First Pay: 2019-10-15; Registration: 144M/Qkf F;
K-P3: First Pay: 2019-10-15; Registration: 144V/Qps G;
B-L3: First Pay: 2019-10-15; Registration: 144M/Lea C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-I2 | NTA | 567.326 | 8.00 | - | XXX | - | - | - | - | - | Wpuuo | Wojkh | 105-110 | 110 | 2.52% | 2.539% | 73.91605 |
| S-K2 | RHJ | 14.359 | 9.00 | - | QQ | - | - | - | - | - | Clwuw | Dvozu | 130-135 | 135 | 2.77% | 2.789% | 25.45063 |
| X-V2 | JOY | 41.260 | 1.00 | - | LLL | - | - | - | - | - | Vpcta | Owtlc | 170-175 | 165 | 3.06% | 3.089% | 20.62378 |
| E-F2 | BMV | 9.296 | 4.00 | - | RR | - | - | - | - | - | Eopjr | Mctkr | 290-300 | 300 | 4.39% | 4.439% | 63.75117 |
| W-X2 | UYS | 11.651 | 8.00 | - | G | - | - | - | - | - | Epcjk | Hbibb | 140l | 140 | 2.82% | 2.839% | 74.42163 |
Tranche Comments
O-I2: First Pay: 2019-09-16; Registration: 144X Nazj;
S-K2: First Pay: 2019-09-16; Registration: 144B Lucl;
W-X2: First Pay: 2019-09-16; Registration: 144Q Lkps;
X-V2: First Pay: 2019-09-16; Registration: 144T Irln;
E-F2: First Pay: 2019-09-16; Registration: 144T Ghtm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-A1 | CJF | 20.849 | 3.59 | - | K | - | - | - | - | - | Sfwsb | Wfztl | 130q | 120 | 2.93% | 2.958% | 89.35091 |
| P-G1 | OYC | 7.270 | 7.28 | - | TT | - | - | - | - | - | Vhayu | Zlfva | 280-290 | 275 | 4.46% | 4.508% | 43.48320 |
| Z-L1 | ZLQ | 404.277 | 6.83 | - | WWW | - | - | - | - | - | Cjcjt | Endmo | 90-95 | 85 | 2.59% | 2.608% | 53.34165 |
| L-H1 | PNN | 42.522 | 2.56 | - | UUU | - | - | - | - | - | Zzbfw | Lydvf | 170k | 160 | 3.33% | 3.358% | 25.67084 |
| Q-S1 | VBP | 68.451 | 8.63 | - | JJ | - | - | - | - | - | Ibkiw | Zeffa | 110-115 | 110 | 2.84% | 2.858% | 18.94045 |
Tranche Comments
Z-L1: First Pay: 2019-08-15; Registration: 144Y Tsry;
Q-S1: First Pay: 2019-08-15; Registration: 144I Goxh;
H-A1: First Pay: 2019-08-15; Registration: 144Z Qqri;
L-H1: First Pay: 2019-08-15; Registration: 144K Jnau;
P-G1: First Pay: 2019-08-15; Registration: 144H Fniz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-Z1 | YVN | 83.704 | 3.50 | - | M | - | - | - | - | - | Vrjqw | Tiyvd | - | 185 | 3.71% | 3.736% | 24.71431 |
| K-D1 | ULA | 71.324 | 4.70 | - | AAA | - | - | - | - | - | Dzzkn | Wccyl | - | 215 | 4.00% | 4.036% | 35.16882 |
| U-R1 | PXR | 84.441 | 8.50 | - | RR | - | - | - | - | - | Auwjo | Pvqdz | - | 145 | 3.31% | 3.336% | 72.30069 |
| M-O1 | AIH | 4.202 | 5.30 | - | ZZ | - | - | - | - | - | Zhxbv | Wuovg | - | 400 | 5.82% | 5.886% | 72.29499 |
| Z-V1 | AZS | 456.634 | 3.40 | - | VVV | - | - | - | - | - | Szyqf | Etyuc | - | 135 | 3.21% | 3.236% | 86.64773 |
Tranche Comments
Z-V1: Registration: 144S Nero;
U-R1: Registration: 144G Ujhn;
D-Z1: Registration: 144C Ltlf;
K-D1: Registration: 144D Zwfv;
M-O1: Registration: 144E Gqwd;
Deal Comments
OXQMFz Lupvvtv F-T c Wtv Lupvv Oc Yn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | AVE | 61.510 | 2.00 | - | FF | - | - | - | - | - | - | - | - | - | 3.58% | 3.604% | 83.42134 |
| V | LKN | 777.730 | 3.00 | - | TTT | - | - | - | - | - | - | - | - | - | 3.33% | 3.354% | 16.23624 |
| Z | ORX | 11.269 | 1.00 | - | Y | - | - | - | - | - | - | - | - | - | 3.97% | 4.004% | 48.57446 |
| R | MZV | 12.972 | 9.00 | - | GGG | - | - | - | - | - | - | - | - | - | 4.61% | 4.654% | 99.71873 |
| F | QEZ | 3.652 | 9.00 | - | CC | - | - | - | - | - | - | - | - | - | 6.42% | 6.504% | 50.37011 |