| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-M2 | TGL | 8.285 | 4.60 | - | KK | - | - | - | - | - | Aryhz | Afrtb | - | 170 | 2.13% | 2.141% | 26.39220 |
| D-N2 | ICK | 5.129 | 5.90 | - | A | - | - | - | - | - | Sqtyf | Lkjmo | - | 200 | 2.42% | 2.441% | 87.49576 |
| I-B2 | EEJ | 833.200 | 1.30 | - | MMM | - | - | - | - | - | Ajzjf | Ieeok | - | 140 | 1.83% | 1.841% | 81.53089 |
| M-K2 | URB | 10.764 | 5.70 | - | EEE | - | - | - | - | - | Uswek | Wllis | - | 275 | 3.16% | 3.191% | 42.78355 |
Tranche Comments
I-B2: First Pay: 2020-11-15; Registration: 144K/Wry A;
O-M2: First Pay: 2020-11-15; Registration: 144B/Inb G;
D-N2: First Pay: 2020-11-15; Registration: 144Q/Kkv E;
M-K2: First Pay: 2020-11-15; Registration: 144Y/Kvt R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-B1 | JAM | 2.251 | 3.90 | - | - | - | - | - | - | - | Ncack | Bixxi | - | 215 | 2.37% | 2.385% | 49.16244 |
| I-F1 | CAP | 9.312 | 9.40 | - | - | - | - | - | - | - | Olkab | Qyxpu | - | 135 | 1.57% | 1.585% | 20.36510 |
| N-S1 | TFX | 725.489 | 5.90 | - | - | - | - | - | - | - | Ynflp | Pzruw | - | 105 | 1.28% | 1.285% | 34.55618 |
| A-C1 | IQJ | 1.127 | 7.90 | - | - | - | - | - | - | - | Ghzbp | Idvtq | - | 160 | 1.82% | 1.835% | 58.73747 |
Tranche Comments
N-S1: First Pay: 2020-11-15; Registration: 144D/Pub F;
I-F1: First Pay: 2020-11-15; Registration: 144V/Lxs G;
A-C1: First Pay: 2020-11-15; Registration: 144W/Xhu N;
A-B1: First Pay: 2020-11-15; Registration: 144Y/Btu X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OVP | 9.697 | 5.00 | - | LL | - | - | - | - | - | Hubrr | Dilcs | 100q | 100 | 2.47% | 2.488% | 24.16966 |
| R | NKZ | 966.280 | 6.00 | - | LLL | - | - | - | - | - | Cfgzs | Jfxji | 85-90 | 85 | 2.32% | 2.338% | 60.82674 |
| H | JWK | 88.390 | 5.00 | - | FFF | - | - | - | - | - | Sljru | Jwnns | 135q | 130 | 2.77% | 2.788% | 28.59049 |
| C | FKB | 1.273 | 2.00 | - | V | - | - | - | - | - | Vaibj | Bofiu | 105b | 105 | 2.52% | 2.538% | 68.73644 |
Tranche Comments
R: First Pay: 2019-11-15; Registration: 144I/Azm E;
S: First Pay: 2019-11-15; Registration: 144P/Dur E;
C: First Pay: 2019-11-15; Registration: 144W/Lbv B;
H: First Pay: 2019-11-15; Registration: 144T/Gyh B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YSP | 172.324 | 4.00 | - | VVV | - | - | - | - | - | Youwg | Txuex | 70z | 70 | 2.24% | 2.254% | 39.84418 |
| V | ZGJ | 2.489 | 8.00 | - | YY | - | - | - | - | - | Kcwve | Fbgwz | 80-85 | 80 | 2.34% | 2.354% | 98.44964 |
| J | LLQ | 1.419 | 1.00 | - | ZZZ | - | - | - | - | - | Awhur | Woihy | 115m | 110 | 2.63% | 2.654% | 48.71282 |
| W | LSN | 1.210 | 1.00 | - | R | - | - | - | - | - | Ybafq | Hfdwl | 85-90 | 85 | 2.39% | 2.404% | 82.36300 |
Tranche Comments
D: First Pay: 2019-11-15; Registration: 144E/Vrg I;
V: First Pay: 2019-11-15; Registration: 144E/Waz P;
W: First Pay: 2019-11-15; Registration: 144M/Oug V;
J: First Pay: 2019-11-15; Registration: 144F/Gyw Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-W1 | RKA | 33.570 | 9.00 | - | Y | - | - | - | - | - | Zqsnt | Mwixt | 125f | 115 | 4.16% | 4.200% | 48.95990 |
| D-Z1 | NFT | 264.301 | 5.00 | - | GGG | - | - | - | - | - | Agwfk | Rxuvv | 70-75 | 60 | 3.62% | 3.650% | 60.91579 |
| N-A1 | HHK | 88.340 | 6.00 | - | DD | - | - | - | - | - | Cfgbw | Iugrz | 105-110 | 95 | 3.96% | 4.000% | 57.82642 |
| L-C1 | HZD | 25.220 | 8.00 | - | NNN | - | - | - | - | - | Thhlb | Nhwym | 160y | 150 | 4.50% | 4.550% | 90.66949 |
Tranche Comments
D-Z1: Registration: 144K Nvdv;
N-A1: Registration: 144E Xgdy;
C-W1: Registration: 144I Lzww;
L-C1: Registration: 144C Ougr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-K3 | PQI | 684.579 | 6.69 | - | YYY | - | - | - | - | - | Qbild | UWBP | - | 200 | 2.92% | 2.944% | 26.89451 |
| D-R3 | GXA | 14.374 | 3.64 | - | CC | - | - | - | - | - | Haooc | RLAG | - | 250 | 3.41% | 3.444% | 41.18619 |
| E-Y3 | NCQ | 54.881 | 8.37 | - | QQQ | - | - | - | - | - | Cphls | PUHG | - | 353 | 4.43% | 4.474% | 36.65447 |
| M-B3 | PLG | 98.775 | 9.92 | - | F | - | - | - | - | - | Dufgn | QRHV | - | 300 | 3.91% | 3.944% | 48.34347 |
Tranche Comments
P-K3: Registration: 144Q Zfto;
D-R3: Registration: 144B Vxac;
M-B3: Registration: 144A Bdor;
E-Y3: Registration: 144Z Idqo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-U2 | KFF | 89.346 | 7.10 | - | S | - | - | - | - | - | Rfwhe | KLUB | - | 298 | 3.74% | 3.772% | 72.86534 |
| N-V2 | ERQ | 11.120 | 6.90 | - | HH | - | - | - | - | - | Gkmvm | RZOK | - | 245 | 3.22% | 3.242% | 52.38456 |
| R-L2 | UXL | 47.323 | 4.90 | - | UUU | - | - | - | - | - | Shcwu | VOLS | - | 348 | 4.23% | 4.272% | 51.94866 |
| D-E2 | NYJ | 325.167 | 5.10 | - | JJJ | - | - | - | - | - | Ecyqc | PUPU | - | 185 | 2.62% | 2.642% | 83.82437 |
Tranche Comments
D-E2: Registration: 144Y Awey;
N-V2: Registration: 144L Nowk;
X-U2: Registration: 144G Conm;
R-L2: Registration: 144U Ifso;