| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-A2 | XRC | 2.741 | 7.60 | - | PP | - | - | - | - | - | Fiarg | Slhyn | - | 170 | 2.13% | 2.141% | 70.61980 |
| L-L2 | YJP | 243.100 | 5.40 | - | MMM | - | - | - | - | - | Oihpl | Pqgxx | - | 140 | 1.83% | 1.841% | 48.95054 |
| U-N2 | TYB | 6.887 | 9.90 | - | F | - | - | - | - | - | Zyvkg | Frxpn | - | 200 | 2.42% | 2.441% | 35.77033 |
| X-Q2 | GJK | 78.532 | 4.40 | - | FFF | - | - | - | - | - | Ycond | Qozxx | - | 275 | 3.16% | 3.191% | 72.40730 |
Tranche Comments
L-L2: First Pay: 2020-11-15; Registration: 144O/Ahh Y;
W-A2: First Pay: 2020-11-15; Registration: 144Q/Pxh X;
U-N2: First Pay: 2020-11-15; Registration: 144Y/Nhj N;
X-Q2: First Pay: 2020-11-15; Registration: 144N/Oic R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-S1 | ICD | 1.889 | 4.30 | - | - | - | - | - | - | - | Pukih | Vdfdr | - | 215 | 2.37% | 2.385% | 88.96106 |
| L-J1 | GIU | 4.673 | 8.10 | - | - | - | - | - | - | - | Vbyng | Myqhz | - | 160 | 1.82% | 1.835% | 58.95577 |
| G-Y1 | ZIO | 7.898 | 5.20 | - | - | - | - | - | - | - | Voyfu | Nobfa | - | 135 | 1.57% | 1.585% | 29.49109 |
| O-B1 | NBI | 724.522 | 5.70 | - | - | - | - | - | - | - | Znbru | Byjpe | - | 105 | 1.28% | 1.285% | 12.96004 |
Tranche Comments
O-B1: First Pay: 2020-11-15; Registration: 144X/Zlq D;
G-Y1: First Pay: 2020-11-15; Registration: 144T/Aqb Q;
L-J1: First Pay: 2020-11-15; Registration: 144O/Afg H;
Y-S1: First Pay: 2020-11-15; Registration: 144Y/Jhc J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QQZ | 2.570 | 2.00 | - | EE | - | - | - | - | - | Rucwa | Qhacu | 100k | 100 | 2.47% | 2.488% | 79.42994 |
| B | LHJ | 705.751 | 8.00 | - | BBB | - | - | - | - | - | Orsbx | Ciqul | 85-90 | 85 | 2.32% | 2.338% | 82.97992 |
| Z | JKW | 20.153 | 4.00 | - | SSS | - | - | - | - | - | Jcubk | Rybbd | 135v | 130 | 2.77% | 2.788% | 58.92134 |
| N | HFS | 1.660 | 4.00 | - | I | - | - | - | - | - | Izpyn | Qrmyz | 105c | 105 | 2.52% | 2.538% | 81.29726 |
Tranche Comments
B: First Pay: 2019-11-15; Registration: 144X/Auw V;
S: First Pay: 2019-11-15; Registration: 144G/Enb Z;
N: First Pay: 2019-11-15; Registration: 144C/Rwm J;
Z: First Pay: 2019-11-15; Registration: 144M/Rtq D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | UIZ | 6.326 | 5.00 | - | SS | - | - | - | - | - | Lbnzn | Afgpl | 80-85 | 80 | 2.34% | 2.354% | 75.92983 |
| M | ZFY | 5.231 | 6.00 | - | BBB | - | - | - | - | - | Fmygv | Jwcpt | 115p | 110 | 2.63% | 2.654% | 86.52474 |
| G | VLN | 193.142 | 7.00 | - | ZZZ | - | - | - | - | - | Ivlpj | Wfkbp | 70r | 70 | 2.24% | 2.254% | 75.27735 |
| O | CLM | 2.510 | 8.00 | - | C | - | - | - | - | - | Hzhgw | Llbka | 85-90 | 85 | 2.39% | 2.404% | 82.54700 |
Tranche Comments
G: First Pay: 2019-11-15; Registration: 144P/Axl L;
K: First Pay: 2019-11-15; Registration: 144J/Hzt P;
O: First Pay: 2019-11-15; Registration: 144U/Gjk H;
M: First Pay: 2019-11-15; Registration: 144A/Hnj T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-X1 | UNN | 65.300 | 1.00 | - | I | - | - | - | - | - | Zyxlv | Phayb | 125d | 115 | 4.16% | 4.200% | 41.80099 |
| D-D1 | ZNY | 76.940 | 1.00 | - | YYY | - | - | - | - | - | Ebaxe | Rdzkc | 160d | 150 | 4.50% | 4.550% | 45.37024 |
| I-S1 | TLF | 989.179 | 7.00 | - | III | - | - | - | - | - | Vkloy | Lyrbi | 70-75 | 60 | 3.62% | 3.650% | 54.61495 |
| P-Q1 | FIN | 78.470 | 1.00 | - | HH | - | - | - | - | - | Vhbgc | Kxzkt | 105-110 | 95 | 3.96% | 4.000% | 62.17583 |
Tranche Comments
I-S1: Registration: 144U Aiay;
P-Q1: Registration: 144U Ptbs;
H-X1: Registration: 144N Iqlc;
D-D1: Registration: 144A Pbot;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-G3 | GIW | 71.858 | 3.66 | - | F | - | - | - | - | - | Noccr | ULCS | - | 300 | 3.91% | 3.944% | 58.63702 |
| N-Y3 | OAV | 97.785 | 4.41 | - | XXX | - | - | - | - | - | Bmrva | WICJ | - | 353 | 4.43% | 4.474% | 77.26527 |
| Z-K3 | MNH | 88.796 | 5.84 | - | WW | - | - | - | - | - | Mrzjc | QBJT | - | 250 | 3.41% | 3.444% | 68.90213 |
| J-Y3 | WZK | 534.205 | 3.22 | - | HHH | - | - | - | - | - | Btuoo | OHWR | - | 200 | 2.92% | 2.944% | 97.61148 |
Tranche Comments
J-Y3: Registration: 144J Ouqo;
Z-K3: Registration: 144C Cbvd;
F-G3: Registration: 144Y Cfka;
N-Y3: Registration: 144Y Odol;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-X2 | OMS | 15.620 | 3.50 | - | ZZ | - | - | - | - | - | Ouzry | LZBL | - | 245 | 3.22% | 3.242% | 89.85910 |
| D-W2 | BOW | 95.132 | 2.30 | - | G | - | - | - | - | - | Szmiz | OKKE | - | 298 | 3.74% | 3.772% | 46.35405 |
| Z-G2 | FGG | 915.526 | 7.20 | - | PPP | - | - | - | - | - | Qsieq | VJCP | - | 185 | 2.62% | 2.642% | 72.29237 |
| Z-F2 | JPQ | 15.478 | 8.60 | - | EEE | - | - | - | - | - | Vblae | PYLO | - | 348 | 4.23% | 4.272% | 27.60504 |
Tranche Comments
Z-G2: Registration: 144W Ikzt;
Y-X2: Registration: 144B Asbf;
D-W2: Registration: 144T Ezkh;
Z-F2: Registration: 144G Qbgu;