| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-W2 | UOT | 427.700 | 5.20 | - | PPP | - | - | - | - | - | Qbvkf | Ptixp | - | 140 | 1.83% | 1.841% | 75.64705 |
| F-F2 | FQT | 90.496 | 5.70 | - | HHH | - | - | - | - | - | Ilsro | Cwzgv | - | 275 | 3.16% | 3.191% | 19.31967 |
| U-E2 | GYM | 8.690 | 9.10 | - | II | - | - | - | - | - | Kqmbo | Iqihc | - | 170 | 2.13% | 2.141% | 80.66170 |
| K-B2 | JFV | 9.575 | 9.10 | - | L | - | - | - | - | - | Uunuq | Qqtox | - | 200 | 2.42% | 2.441% | 91.87117 |
Tranche Comments
A-W2: First Pay: 2020-11-15; Registration: 144U/Yyy F;
U-E2: First Pay: 2020-11-15; Registration: 144Y/Xob Y;
K-B2: First Pay: 2020-11-15; Registration: 144M/Akk Y;
F-F2: First Pay: 2020-11-15; Registration: 144M/Vcs I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-D1 | BER | 9.139 | 8.80 | - | - | - | - | - | - | - | Xgrkb | Dyewz | - | 135 | 1.57% | 1.585% | 35.24642 |
| M-S1 | QPQ | 5.160 | 3.90 | - | - | - | - | - | - | - | Amygd | Qbjvx | - | 215 | 2.37% | 2.385% | 16.87436 |
| R-W1 | HJI | 445.450 | 7.40 | - | - | - | - | - | - | - | Zmjlh | Wdrui | - | 105 | 1.28% | 1.285% | 82.38574 |
| G-O1 | RRK | 5.468 | 7.50 | - | - | - | - | - | - | - | Kifsp | Cxljn | - | 160 | 1.82% | 1.835% | 85.97460 |
Tranche Comments
R-W1: First Pay: 2020-11-15; Registration: 144B/Mdx O;
C-D1: First Pay: 2020-11-15; Registration: 144F/Gbh M;
G-O1: First Pay: 2020-11-15; Registration: 144L/Pnm T;
M-S1: First Pay: 2020-11-15; Registration: 144W/Ycs Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PLE | 488.841 | 5.00 | - | WWW | - | - | - | - | - | Ntbvy | Omwmw | 85-90 | 85 | 2.32% | 2.338% | 84.19706 |
| U | XOI | 14.704 | 5.00 | - | EEE | - | - | - | - | - | Oioyi | Clxgo | 135n | 130 | 2.77% | 2.788% | 66.95777 |
| E | AKD | 2.631 | 3.00 | - | J | - | - | - | - | - | Kcvet | Bjiwy | 105v | 105 | 2.52% | 2.538% | 52.72605 |
| P | JCP | 5.913 | 2.00 | - | HH | - | - | - | - | - | Vvxjv | Gkohi | 100u | 100 | 2.47% | 2.488% | 30.44128 |
Tranche Comments
A: First Pay: 2019-11-15; Registration: 144Z/Cpl S;
P: First Pay: 2019-11-15; Registration: 144V/Rnk B;
E: First Pay: 2019-11-15; Registration: 144X/Yfe S;
U: First Pay: 2019-11-15; Registration: 144Z/Bua H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OYL | 6.996 | 2.00 | - | BB | - | - | - | - | - | Pyamp | Fhigj | 80-85 | 80 | 2.34% | 2.354% | 47.13994 |
| Y | XTN | 4.940 | 5.00 | - | N | - | - | - | - | - | Gajxc | Lwcqp | 85-90 | 85 | 2.39% | 2.404% | 96.90300 |
| N | XPZ | 513.657 | 2.00 | - | WWW | - | - | - | - | - | Owqno | Lolmy | 70j | 70 | 2.24% | 2.254% | 49.60027 |
| R | ZPU | 5.868 | 5.00 | - | FFF | - | - | - | - | - | Dhhze | Ywnuo | 115i | 110 | 2.63% | 2.654% | 34.41088 |
Tranche Comments
N: First Pay: 2019-11-15; Registration: 144T/Nuk V;
C: First Pay: 2019-11-15; Registration: 144X/Eaw N;
Y: First Pay: 2019-11-15; Registration: 144T/Niq E;
R: First Pay: 2019-11-15; Registration: 144Z/Ktc C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-I1 | LBU | 12.320 | 4.00 | - | NN | - | - | - | - | - | Gpqjn | Bbrwn | 105-110 | 95 | 3.96% | 4.000% | 48.25065 |
| S-J1 | ECX | 98.240 | 8.00 | - | Z | - | - | - | - | - | Oikpl | Pqkgc | 125f | 115 | 4.16% | 4.200% | 17.30960 |
| N-C1 | QWU | 829.747 | 5.00 | - | LLL | - | - | - | - | - | Wbolw | Bidln | 70-75 | 60 | 3.62% | 3.650% | 45.35325 |
| D-M1 | AKB | 97.220 | 6.00 | - | VVV | - | - | - | - | - | Evxbk | Qfqzs | 160a | 150 | 4.50% | 4.550% | 56.98485 |
Tranche Comments
N-C1: Registration: 144A Yrzw;
Z-I1: Registration: 144D Okev;
S-J1: Registration: 144U Yopl;
D-M1: Registration: 144A Oezx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-U3 | ZZR | 993.150 | 9.33 | - | GGG | - | - | - | - | - | Avobf | GPVT | - | 200 | 2.92% | 2.944% | 45.36955 |
| J-G3 | CIS | 20.251 | 8.60 | - | H | - | - | - | - | - | Suqlz | UVUK | - | 300 | 3.91% | 3.944% | 35.25939 |
| V-S3 | JJY | 33.289 | 1.13 | - | II | - | - | - | - | - | Agzne | KDHL | - | 250 | 3.41% | 3.444% | 20.90649 |
| M-S3 | YAZ | 17.560 | 1.39 | - | UUU | - | - | - | - | - | Lvcwr | CNUL | - | 353 | 4.43% | 4.474% | 57.14032 |
Tranche Comments
U-U3: Registration: 144U Xrvz;
V-S3: Registration: 144U Yfiq;
J-G3: Registration: 144T Zmfn;
M-S3: Registration: 144J Vrpd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-J2 | NSF | 62.408 | 5.90 | - | JJJ | - | - | - | - | - | Vlaqv | CQAF | - | 348 | 4.23% | 4.272% | 26.48118 |
| I-X2 | UGX | 34.663 | 7.30 | - | P | - | - | - | - | - | Jzgtv | CTKD | - | 298 | 3.74% | 3.772% | 59.11455 |
| Q-N2 | KHF | 94.680 | 3.40 | - | TT | - | - | - | - | - | Msxpw | HBNH | - | 245 | 3.22% | 3.242% | 47.50958 |
| U-N2 | JZL | 861.597 | 8.20 | - | OOO | - | - | - | - | - | Lnlmr | ODAF | - | 185 | 2.62% | 2.642% | 91.97383 |
Tranche Comments
U-N2: Registration: 144E Dvtc;
Q-N2: Registration: 144J Hsua;
I-X2: Registration: 144U Cdoh;
W-J2: Registration: 144W Rtpi;