| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-Q2 | RXC | 249.700 | 9.30 | - | ZZZ | - | - | - | - | - | Ihpky | Hqtlq | - | 140 | 1.83% | 1.841% | 71.95286 |
| O-N2 | BRI | 11.860 | 3.70 | - | LLL | - | - | - | - | - | Aytbh | Bnjtn | - | 275 | 3.16% | 3.191% | 26.10851 |
| N-C2 | WKZ | 8.516 | 5.90 | - | SS | - | - | - | - | - | Nvuic | Tickr | - | 170 | 2.13% | 2.141% | 87.93220 |
| P-C2 | RCE | 6.593 | 9.60 | - | P | - | - | - | - | - | Esteh | Ldlab | - | 200 | 2.42% | 2.441% | 40.38578 |
Tranche Comments
C-Q2: First Pay: 2020-11-15; Registration: 144M/Lry K;
N-C2: First Pay: 2020-11-15; Registration: 144Y/Ofq Z;
P-C2: First Pay: 2020-11-15; Registration: 144W/Pwo J;
O-N2: First Pay: 2020-11-15; Registration: 144N/Piu Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-D1 | RGG | 4.382 | 6.40 | - | - | - | - | - | - | - | Erxqe | Avrjr | - | 215 | 2.37% | 2.385% | 12.24475 |
| J-S1 | MHX | 4.992 | 1.20 | - | - | - | - | - | - | - | Aansg | Eyryl | - | 160 | 1.82% | 1.835% | 74.54174 |
| N-U1 | RKR | 5.725 | 3.90 | - | - | - | - | - | - | - | Qnzub | Wchgo | - | 135 | 1.57% | 1.585% | 39.35053 |
| S-E1 | ULP | 406.203 | 5.10 | - | - | - | - | - | - | - | Gmsid | Ngwnn | - | 105 | 1.28% | 1.285% | 36.26830 |
Tranche Comments
S-E1: First Pay: 2020-11-15; Registration: 144W/Tzr L;
N-U1: First Pay: 2020-11-15; Registration: 144F/Aqk M;
J-S1: First Pay: 2020-11-15; Registration: 144Z/Woo Q;
K-D1: First Pay: 2020-11-15; Registration: 144K/Fcc N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZEY | 96.863 | 8.00 | - | AAA | - | - | - | - | - | Pvcqk | Bcfic | 135b | 130 | 2.77% | 2.788% | 55.85365 |
| J | KIA | 9.155 | 5.00 | - | YY | - | - | - | - | - | Qyxtj | Njmto | 100n | 100 | 2.47% | 2.488% | 50.71739 |
| T | AQN | 2.144 | 8.00 | - | T | - | - | - | - | - | Mqmvx | Tocak | 105s | 105 | 2.52% | 2.538% | 22.88431 |
| I | MPA | 918.802 | 1.00 | - | CCC | - | - | - | - | - | Ocrqc | Wugkm | 85-90 | 85 | 2.32% | 2.338% | 34.22105 |
Tranche Comments
I: First Pay: 2019-11-15; Registration: 144Y/Feh U;
J: First Pay: 2019-11-15; Registration: 144L/Mih X;
T: First Pay: 2019-11-15; Registration: 144O/Aah P;
U: First Pay: 2019-11-15; Registration: 144L/Jbo S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | QGG | 3.825 | 6.00 | - | PPP | - | - | - | - | - | Bykej | Lfnbh | 115t | 110 | 2.63% | 2.654% | 75.60134 |
| Z | RJD | 5.810 | 7.00 | - | D | - | - | - | - | - | Jfyfp | Emyym | 85-90 | 85 | 2.39% | 2.404% | 50.34900 |
| Z | RMC | 756.304 | 7.00 | - | WWW | - | - | - | - | - | Jkcxr | Mcnxo | 70h | 70 | 2.24% | 2.254% | 30.88887 |
| Z | KPX | 6.280 | 5.00 | - | HH | - | - | - | - | - | Pmlfn | Bverc | 80-85 | 80 | 2.34% | 2.354% | 28.77164 |
Tranche Comments
Z: First Pay: 2019-11-15; Registration: 144X/Vev O;
Z: First Pay: 2019-11-15; Registration: 144Q/Udz Z;
Z: First Pay: 2019-11-15; Registration: 144C/Qxb O;
J: First Pay: 2019-11-15; Registration: 144Z/Gtp Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-V1 | FQS | 17.290 | 5.00 | - | WW | - | - | - | - | - | Zshcm | Iukuf | 105-110 | 95 | 3.96% | 4.000% | 17.18072 |
| Q-E1 | MYA | 307.179 | 2.00 | - | ZZZ | - | - | - | - | - | Lpimj | Yukye | 70-75 | 60 | 3.62% | 3.650% | 91.39745 |
| U-O1 | ABR | 23.800 | 6.00 | - | P | - | - | - | - | - | Sfpya | Imedo | 125x | 115 | 4.16% | 4.200% | 63.62101 |
| C-H1 | GMK | 38.960 | 8.00 | - | III | - | - | - | - | - | Jtlwv | Wytay | 160q | 150 | 4.50% | 4.550% | 45.15697 |
Tranche Comments
Q-E1: Registration: 144B Lusk;
J-V1: Registration: 144Y Qznv;
U-O1: Registration: 144T Tsxk;
C-H1: Registration: 144E Notx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-T3 | LQC | 33.637 | 2.14 | - | RR | - | - | - | - | - | Jygmb | ELBI | - | 250 | 3.41% | 3.444% | 92.78288 |
| S-X3 | VVC | 954.635 | 1.26 | - | BBB | - | - | - | - | - | Rofqf | UMRX | - | 200 | 2.92% | 2.944% | 20.12388 |
| J-Q3 | HYZ | 95.107 | 8.18 | - | W | - | - | - | - | - | Mvoky | NTNK | - | 300 | 3.91% | 3.944% | 30.11243 |
| V-D3 | BIH | 25.502 | 5.42 | - | AAA | - | - | - | - | - | Rbnrg | KEQQ | - | 353 | 4.43% | 4.474% | 40.37717 |
Tranche Comments
S-X3: Registration: 144Z Uxpk;
N-T3: Registration: 144H Eeqz;
J-Q3: Registration: 144L Cobf;
V-D3: Registration: 144U Wany;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-I2 | XWJ | 54.480 | 7.50 | - | II | - | - | - | - | - | Pqghk | KVKA | - | 245 | 3.22% | 3.242% | 35.58779 |
| N-R2 | GMX | 69.395 | 8.60 | - | Y | - | - | - | - | - | Yzigs | OLJK | - | 298 | 3.74% | 3.772% | 52.16022 |
| G-W2 | NYW | 757.387 | 3.10 | - | MMM | - | - | - | - | - | Rwgnv | JOXX | - | 185 | 2.62% | 2.642% | 38.66113 |
| W-P2 | YOZ | 29.780 | 8.90 | - | JJJ | - | - | - | - | - | Hqrge | LWAQ | - | 348 | 4.23% | 4.272% | 73.47590 |
Tranche Comments
G-W2: Registration: 144F Aogh;
J-I2: Registration: 144I Rgdj;
N-R2: Registration: 144F Yjjh;
W-P2: Registration: 144J Yjdw;