| 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 |
|---|
| R-K1 | APC | 529.511 | 9.90 | - | - | - | - | - | - | - | Hspkf | Cneuy | - | 105 | 1.28% | 1.285% | 87.74435 |
| J-O1 | CQP | 2.277 | 1.80 | - | - | - | - | - | - | - | Xbvol | Zbfby | - | 215 | 2.37% | 2.385% | 42.70690 |
| I-C1 | OWF | 4.572 | 7.90 | - | - | - | - | - | - | - | Qptmx | Etyep | - | 160 | 1.82% | 1.835% | 80.21558 |
| G-I1 | VXD | 5.953 | 3.50 | - | - | - | - | - | - | - | Uqkbs | Fflzz | - | 135 | 1.57% | 1.585% | 96.41471 |
Tranche Comments
R-K1: First Pay: 2020-11-15; Registration: 144J/Pbi Y;
G-I1: First Pay: 2020-11-15; Registration: 144Q/Btx X;
I-C1: First Pay: 2020-11-15; Registration: 144B/Wnu W;
J-O1: First Pay: 2020-11-15; Registration: 144V/Hic G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MND | 747.827 | 8.00 | - | QQQ | - | - | - | - | - | Vukqk | Qvbft | 85-90 | 85 | 2.32% | 2.338% | 46.46479 |
| K | ZXQ | 3.101 | 2.00 | - | WW | - | - | - | - | - | Xlgth | Dfyfz | 100b | 100 | 2.47% | 2.488% | 73.98497 |
| J | NTD | 87.189 | 9.00 | - | SSS | - | - | - | - | - | Mgbfk | Awwdp | 135b | 130 | 2.77% | 2.788% | 73.84816 |
| X | UPH | 6.376 | 5.00 | - | O | - | - | - | - | - | Ncksp | Xnbtj | 105m | 105 | 2.52% | 2.538% | 78.33091 |
Tranche Comments
L: First Pay: 2019-11-15; Registration: 144H/Pft G;
K: First Pay: 2019-11-15; Registration: 144A/Pij O;
X: First Pay: 2019-11-15; Registration: 144K/Fmo S;
J: First Pay: 2019-11-15; Registration: 144P/Hvj Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QID | 679.428 | 1.00 | - | NNN | - | - | - | - | - | Zctiu | Dvalw | 70z | 70 | 2.24% | 2.254% | 51.31447 |
| Y | JTN | 6.925 | 2.00 | - | HH | - | - | - | - | - | Zbutt | Xefad | 80-85 | 80 | 2.34% | 2.354% | 72.58530 |
| E | ZAX | 1.675 | 3.00 | - | WWW | - | - | - | - | - | Nytqk | Pcjit | 115j | 110 | 2.63% | 2.654% | 32.22970 |
| W | PXH | 3.670 | 9.00 | - | D | - | - | - | - | - | Djbnk | Aykge | 85-90 | 85 | 2.39% | 2.404% | 56.57400 |
Tranche Comments
X: First Pay: 2019-11-15; Registration: 144L/Qlu R;
Y: First Pay: 2019-11-15; Registration: 144B/Pid X;
W: First Pay: 2019-11-15; Registration: 144Z/Wlw U;
E: First Pay: 2019-11-15; Registration: 144N/Byj V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-S1 | UKR | 309.794 | 8.00 | - | VVV | - | - | - | - | - | Pnbmz | Dkbnc | 70-75 | 60 | 3.62% | 3.650% | 84.67063 |
| C-T1 | YRH | 86.140 | 8.00 | - | ZZZ | - | - | - | - | - | Xzfbt | Cjkpq | 160w | 150 | 4.50% | 4.550% | 51.67226 |
| N-G1 | FWA | 19.190 | 1.00 | - | F | - | - | - | - | - | Znihe | Nngpe | 125z | 115 | 4.16% | 4.200% | 89.12135 |
| A-V1 | GFL | 32.170 | 5.00 | - | QQ | - | - | - | - | - | Ewwje | Uqiac | 105-110 | 95 | 3.96% | 4.000% | 33.44519 |
Tranche Comments
B-S1: Registration: 144Q Pgua;
A-V1: Registration: 144F Jwws;
N-G1: Registration: 144W Vwri;
C-T1: Registration: 144N Kqxm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-Q3 | LXG | 59.971 | 1.40 | - | P | - | - | - | - | - | Ziaoi | MRTX | - | 300 | 3.91% | 3.944% | 40.22359 |
| I-L3 | YWY | 41.617 | 6.73 | - | KKK | - | - | - | - | - | Dlgso | EYAU | - | 353 | 4.43% | 4.474% | 24.18602 |
| X-Y3 | BAX | 914.564 | 8.72 | - | OOO | - | - | - | - | - | Lhrix | PKXT | - | 200 | 2.92% | 2.944% | 32.92253 |
| U-L3 | VYC | 58.608 | 7.15 | - | XX | - | - | - | - | - | Jupcd | BBBB | - | 250 | 3.41% | 3.444% | 78.91160 |
Tranche Comments
X-Y3: Registration: 144H Xeth;
U-L3: Registration: 144M Rpmx;
V-Q3: Registration: 144I Dbmh;
I-L3: Registration: 144G Odzu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-U2 | AED | 518.927 | 5.70 | - | PPP | - | - | - | - | - | Rsbzb | EVBU | - | 185 | 2.62% | 2.642% | 89.91154 |
| O-W2 | CRI | 35.660 | 1.70 | - | UU | - | - | - | - | - | Rvixz | JJSE | - | 245 | 3.22% | 3.242% | 13.51582 |
| E-R2 | VYN | 64.818 | 7.50 | - | ZZZ | - | - | - | - | - | Xpclm | RGGQ | - | 348 | 4.23% | 4.272% | 65.51530 |
| J-B2 | PRW | 84.930 | 8.10 | - | U | - | - | - | - | - | Srohm | MEJL | - | 298 | 3.74% | 3.772% | 82.29291 |
Tranche Comments
N-U2: Registration: 144J Adkp;
O-W2: Registration: 144T Ikhp;
J-B2: Registration: 144U Nqvk;
E-R2: Registration: 144E Ichi;