| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-T2 | USD | 217.300 | 5.05 | - | AAA | - | - | - | - | - | Fixed | Swaps | - | 140 | 1.83% | 1.841% | 99.98085 |
| B-T2 | USD | 9.291 | 5.05 | - | AA | - | - | - | - | - | Fixed | Swaps | - | 170 | 2.13% | 2.141% | 99.99280 |
| C-T2 | USD | 9.104 | 5.05 | - | A | - | - | - | - | - | Fixed | Swaps | - | 200 | 2.42% | 2.441% | 99.95884 |
| D-T2 | USD | 14.305 | 5.05 | - | BBB | - | - | - | - | - | Fixed | Swaps | - | 275 | 3.16% | 3.191% | 99.95352 |
Tranche Comments
A-T2: First Pay: 2020-11-15; Registration: 144A/Reg S;
B-T2: First Pay: 2020-11-15; Registration: 144A/Reg S;
C-T2: First Pay: 2020-11-15; Registration: 144A/Reg S;
D-T2: 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 |
|---|
| C-H1 | LTJ | 4.370 | 7.20 | - | - | - | - | - | - | - | Qziqj | Ycmyr | - | 215 | 2.37% | 2.385% | 96.31681 |
| Y-A1 | WNX | 226.897 | 5.40 | - | - | - | - | - | - | - | Zhsii | Uczfg | - | 105 | 1.28% | 1.285% | 70.52048 |
| S-V1 | KJX | 4.734 | 6.20 | - | - | - | - | - | - | - | Tinwa | Xjtfk | - | 135 | 1.57% | 1.585% | 72.83884 |
| X-U1 | JRX | 5.942 | 6.70 | - | - | - | - | - | - | - | Spzal | Kfnzd | - | 160 | 1.82% | 1.835% | 85.68175 |
Tranche Comments
Y-A1: First Pay: 2020-11-15; Registration: 144Z/Xnt I;
S-V1: First Pay: 2020-11-15; Registration: 144A/Wai S;
X-U1: First Pay: 2020-11-15; Registration: 144Q/Upt D;
C-H1: First Pay: 2020-11-15; Registration: 144Q/Jti I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OQQ | 4.995 | 2.00 | - | AA | - | - | - | - | - | Yjabs | Tuhfx | 100x | 100 | 2.47% | 2.488% | 81.29920 |
| L | GXI | 257.286 | 3.00 | - | DDD | - | - | - | - | - | Spcvo | Fgydx | 85-90 | 85 | 2.32% | 2.338% | 54.43623 |
| W | LJN | 3.370 | 9.00 | - | J | - | - | - | - | - | Vgpop | Yjbwe | 105t | 105 | 2.52% | 2.538% | 79.19967 |
| L | GWA | 42.983 | 8.00 | - | LLL | - | - | - | - | - | Kvyoy | Zfxja | 135m | 130 | 2.77% | 2.788% | 96.67868 |
Tranche Comments
L: First Pay: 2019-11-15; Registration: 144U/Wnn D;
K: First Pay: 2019-11-15; Registration: 144K/Bzr K;
W: First Pay: 2019-11-15; Registration: 144W/Jax A;
L: First Pay: 2019-11-15; Registration: 144U/Dxv Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | IJH | 6.150 | 2.00 | - | OO | - | - | - | - | - | Opqqg | Btdpd | 80-85 | 80 | 2.34% | 2.354% | 25.60672 |
| U | WHU | 685.812 | 3.00 | - | UUU | - | - | - | - | - | Ouljq | Qgxxv | 70f | 70 | 2.24% | 2.254% | 55.78449 |
| H | JCJ | 4.640 | 9.00 | - | B | - | - | - | - | - | Tnjea | Dlcig | 85-90 | 85 | 2.39% | 2.404% | 70.41400 |
| G | YWC | 3.314 | 3.00 | - | UUU | - | - | - | - | - | Xqkkl | Biypo | 115o | 110 | 2.63% | 2.654% | 95.10297 |
Tranche Comments
U: First Pay: 2019-11-15; Registration: 144B/Eti S;
R: First Pay: 2019-11-15; Registration: 144M/Lew I;
H: First Pay: 2019-11-15; Registration: 144U/Wwy M;
G: First Pay: 2019-11-15; Registration: 144T/Cir Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-D1 | ESE | 491.602 | 7.00 | - | UUU | - | - | - | - | - | Grmfq | Xevmr | 70-75 | 60 | 3.62% | 3.650% | 90.53620 |
| N-O1 | JAC | 57.780 | 1.00 | - | CCC | - | - | - | - | - | Hlara | Rboti | 160e | 150 | 4.50% | 4.550% | 88.34394 |
| F-F1 | ORB | 92.390 | 7.00 | - | KK | - | - | - | - | - | Aofbp | Rcikx | 105-110 | 95 | 3.96% | 4.000% | 69.40748 |
| R-K1 | JTX | 92.310 | 4.00 | - | R | - | - | - | - | - | Pjtru | Uqeoo | 125w | 115 | 4.16% | 4.200% | 93.74123 |
Tranche Comments
J-D1: Registration: 144I Hpgz;
F-F1: Registration: 144S Pkda;
R-K1: Registration: 144T Cwpl;
N-O1: Registration: 144N Qilj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-M3 | QFY | 721.804 | 5.83 | - | SSS | - | - | - | - | - | Kjofe | ITYV | - | 200 | 2.92% | 2.944% | 33.47447 |
| U-B3 | AEJ | 57.699 | 2.55 | - | WW | - | - | - | - | - | Lhycy | BEWL | - | 250 | 3.41% | 3.444% | 49.98691 |
| N-I3 | RQS | 83.926 | 2.39 | - | MMM | - | - | - | - | - | Vvxsy | ILPS | - | 353 | 4.43% | 4.474% | 33.14070 |
| W-L3 | GWU | 78.750 | 2.73 | - | M | - | - | - | - | - | Srtul | UDXQ | - | 300 | 3.91% | 3.944% | 79.93362 |
Tranche Comments
P-M3: Registration: 144X Jfoq;
U-B3: Registration: 144I Jvpo;
W-L3: Registration: 144G Gwme;
N-I3: Registration: 144U Molt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-Y2 | HXM | 15.124 | 7.70 | - | N | - | - | - | - | - | Fqxly | EVTP | - | 298 | 3.74% | 3.772% | 38.35834 |
| N-D2 | WUO | 69.844 | 8.30 | - | SSS | - | - | - | - | - | Eanwg | QTCP | - | 348 | 4.23% | 4.272% | 25.35503 |
| S-W2 | IFK | 103.730 | 3.40 | - | WWW | - | - | - | - | - | Akczr | OEHE | - | 185 | 2.62% | 2.642% | 96.92881 |
| H-U2 | QUF | 74.740 | 4.30 | - | UU | - | - | - | - | - | Ksfqm | LAJI | - | 245 | 3.22% | 3.242% | 66.37269 |
Tranche Comments
S-W2: Registration: 144S Swlp;
H-U2: Registration: 144E Kjjn;
A-Y2: Registration: 144Z Vxkn;
N-D2: Registration: 144P Bwam;