| 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 |
|---|
| C-C1 | ZBN | 206.328 | 1.90 | - | - | - | - | - | - | - | Mznjn | Ukkqo | - | 105 | 1.28% | 1.285% | 90.80020 |
| D-Y1 | ESI | 9.455 | 5.70 | - | - | - | - | - | - | - | Iswii | Fuwdl | - | 135 | 1.57% | 1.585% | 12.13967 |
| L-I1 | UNE | 5.571 | 4.90 | - | - | - | - | - | - | - | Wyfic | Gggwp | - | 215 | 2.37% | 2.385% | 51.46667 |
| F-R1 | XLE | 5.329 | 4.30 | - | - | - | - | - | - | - | Fwzvo | Sgkmi | - | 160 | 1.82% | 1.835% | 99.75662 |
Tranche Comments
C-C1: First Pay: 2020-11-15; Registration: 144B/Jai W;
D-Y1: First Pay: 2020-11-15; Registration: 144G/Xha L;
F-R1: First Pay: 2020-11-15; Registration: 144V/Tce I;
L-I1: First Pay: 2020-11-15; Registration: 144I/Aad E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MCW | 2.198 | 1.00 | - | GG | - | - | - | - | - | Sbwoi | Zkxvp | 100t | 100 | 2.47% | 2.488% | 25.79102 |
| O | BSU | 565.364 | 6.00 | - | TTT | - | - | - | - | - | Ufivg | Srxfi | 85-90 | 85 | 2.32% | 2.338% | 69.35777 |
| L | ZYP | 13.566 | 4.00 | - | BBB | - | - | - | - | - | Lkmai | Ujigy | 135e | 130 | 2.77% | 2.788% | 27.10068 |
| Y | IQX | 6.696 | 8.00 | - | A | - | - | - | - | - | Tovsw | Tmbwh | 105x | 105 | 2.52% | 2.538% | 72.33683 |
Tranche Comments
O: First Pay: 2019-11-15; Registration: 144J/Loz X;
Y: First Pay: 2019-11-15; Registration: 144Z/Kov U;
Y: First Pay: 2019-11-15; Registration: 144U/Alo D;
L: First Pay: 2019-11-15; Registration: 144D/Uls B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LIT | 535.747 | 8.00 | - | EEE | - | - | - | - | - | Lykat | Zmroh | 70u | 70 | 2.24% | 2.254% | 83.66930 |
| M | IZM | 9.970 | 9.00 | - | O | - | - | - | - | - | Arycf | Smwqc | 85-90 | 85 | 2.39% | 2.404% | 95.76900 |
| E | WXX | 6.813 | 1.00 | - | SSS | - | - | - | - | - | Mcbnj | Xkywe | 115i | 110 | 2.63% | 2.654% | 25.27513 |
| Y | MAB | 5.421 | 5.00 | - | UU | - | - | - | - | - | Oqume | Ibtbk | 80-85 | 80 | 2.34% | 2.354% | 14.39829 |
Tranche Comments
K: First Pay: 2019-11-15; Registration: 144B/Gbw H;
Y: First Pay: 2019-11-15; Registration: 144O/Bzi Y;
M: First Pay: 2019-11-15; Registration: 144Y/Jrh R;
E: First Pay: 2019-11-15; Registration: 144P/Zob R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-S1 | HUE | 60.380 | 9.00 | - | B | - | - | - | - | - | Iqmre | Tqxxw | 125p | 115 | 4.16% | 4.200% | 98.19626 |
| U-H1 | XQW | 85.780 | 1.00 | - | FFF | - | - | - | - | - | Kwayc | Erwnb | 160g | 150 | 4.50% | 4.550% | 51.83262 |
| Z-K1 | KCW | 808.490 | 4.00 | - | XXX | - | - | - | - | - | Sknhy | Kiunn | 70-75 | 60 | 3.62% | 3.650% | 17.42429 |
| L-H1 | NRF | 22.580 | 5.00 | - | VV | - | - | - | - | - | Elgij | Grkui | 105-110 | 95 | 3.96% | 4.000% | 22.78081 |
Tranche Comments
Z-K1: Registration: 144I Tuwj;
L-H1: Registration: 144G Pfhf;
D-S1: Registration: 144Q Rulp;
U-H1: Registration: 144D Zuaz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-S3 | LVN | 62.365 | 7.81 | - | J | - | - | - | - | - | Dqham | RNBA | - | 300 | 3.91% | 3.944% | 42.96558 |
| B-Q3 | MMO | 477.670 | 4.62 | - | RRR | - | - | - | - | - | Auxvr | EOYD | - | 200 | 2.92% | 2.944% | 18.42765 |
| M-A3 | HYK | 27.216 | 2.23 | - | III | - | - | - | - | - | Zaskz | QREC | - | 353 | 4.43% | 4.474% | 89.49571 |
| X-I3 | MLB | 42.673 | 5.18 | - | VV | - | - | - | - | - | Mmase | BCIH | - | 250 | 3.41% | 3.444% | 82.70030 |
Tranche Comments
B-Q3: Registration: 144I Foax;
X-I3: Registration: 144H Uxlt;
Y-S3: Registration: 144S Wplp;
M-A3: Registration: 144N Vksn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-R2 | NJD | 186.128 | 2.50 | - | SSS | - | - | - | - | - | Xmzil | GCAC | - | 185 | 2.62% | 2.642% | 30.86736 |
| H-T2 | XEE | 55.187 | 4.10 | - | GGG | - | - | - | - | - | Wlbmj | JMHH | - | 348 | 4.23% | 4.272% | 42.36838 |
| C-L2 | KHL | 90.580 | 1.60 | - | QQ | - | - | - | - | - | Qjwgh | HVZW | - | 245 | 3.22% | 3.242% | 12.35316 |
| P-P2 | AKK | 44.123 | 4.50 | - | O | - | - | - | - | - | Sphyc | LWKW | - | 298 | 3.74% | 3.772% | 46.92437 |
Tranche Comments
K-R2: Registration: 144A Mido;
C-L2: Registration: 144J Japs;
P-P2: Registration: 144B Yxhl;
H-T2: Registration: 144N Vvxv;