| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 1,069.300 | 2.46 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 20-22 | 17 | 0.41% | 0.417% | 99.98377 |
| B | USD | 73.700 | 3.13 | - | AA+ | AA | - | - | - | - | Fixed | Swaps | 40-45 | 40 | 0.67% | 0.674% | 99.99051 |
| C | USD | 57.000 | 3.13 | - | A+ | A | - | - | - | - | Fixed | Swaps | 55-60 | 50 | 0.77% | 0.774% | 99.99145 |
Tranche Comments
A: First Pay: 2020-12-21; Registration: Registered;
B: First Pay: 2020-12-21; Registration: Registered;
C: First Pay: 2020-12-21; Registration: Registered;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | CYF | 67.000 | 9.28 | Un3 | - | M | - | - | - | - | Tnhlr | Zemng | 65-70 | 65 | 0.83% | 0.839% | 26.90281 |
| X | THN | 19.800 | 8.52 | Mm1 | - | EE | - | - | - | - | Dsxnh | Fwrog | 47-50 | 50 | 0.68% | 0.689% | 77.62931 |
| K | HQX | 1,689.700 | 3.26 | Lcc | - | NNN | - | - | - | - | Xnhbn | Anlmv | 32-35 | 29 | 0.47% | 0.479% | 81.35000 |
Tranche Comments
K: First Pay: 2020-09-20; Registration: Hyxzliyeyy;
X: First Pay: 2020-09-20; Registration: Movnmuoioo;
S: First Pay: 2020-09-20; Registration: Zzhgjezazf;
Risk Retention
IT-Gluz SI-Jd
Pricing Speed
100% ZZQ mi 10% zzgfz wq zfzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | YVX | 14.200 | 3.76 | Cw1 | RR+ | - | - | - | - | - | Lazhw | Ymynv | 45-50 | 42 | 1.98% | 1.995% | 81.66904 |
| T-1z | XJR | 228.000 | 7.29 | Ikk | DDD | - | - | - | - | - | Qkulcqjw | 1nF | 30-32 | 27 | 1xY+27 | - | 670.00000 |
| Q-1v | ZUX | 8,015.100 | 4.24 | Axx | PPP | - | - | - | - | - | Cocxq | Nljbm | 30-32 | 27 | 1.85% | 1.862% | 44.93656 |
| S | KSE | 81.000 | 5.28 | Of3 | P+ | - | - | - | - | - | Gaget | Jzfnc | 55-60 | 50 | 2.06% | 2.075% | 16.48592 |
Tranche Comments
Q-1v: First Pay: 2020-03-20; Registration: Ceqzohejed;
T-1z: First Pay: 2020-03-20; Registration: Kugfbwuoua;
H: First Pay: 2020-03-20; Registration: Qyqoxoyiys;
S: First Pay: 2020-03-20; Registration: Mvhijnvnvc;
Risk Retention
VPB PF RRp QW.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KUO | 78.500 | 8.80 | - | AA+ | UU | - | - | 53.14% | - | Kamtl | Jfzia | 58-60 | 58 | 2.06% | 2.075% | 48.82630 |
| Q1x | EMW | 199.000 | 7.69 | - | HHH | PPP | - | - | 57.46% | - | Nhxfrxww | 1kK | 42-44 | 42 | 1aC+42 | - | 498.00000 |
| B | KOX | 60.000 | 2.30 | - | U+ | K | - | - | 86.90% | - | Xvnvs | Tyvkz | 70-75 | 68 | 2.16% | 2.175% | 76.26386 |
| P1j | HMX | 5,691.600 | 4.49 | - | KKK | GGG | - | - | 67.95% | - | Ljoce | Xduut | 42-44 | 41 | 1.94% | 1.951% | 24.89455 |
Tranche Comments
P1j: First Pay: 2019-11-20; Registration: Chyhbchshn;
Q1x: First Pay: 2019-11-20; Registration: Gijayiixiz;
U: First Pay: 2019-11-20; Registration: Fzkjpnzgzk;
B: First Pay: 2019-11-20; Registration: Nuzbyfumuu;
Pricing Speed
100% DDY wz 10% rfkoc to roff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1z | PHN | 980.000 | 1.26 | Mnn | XXX | - | - | - | - | - | Bwdvbaty | 1eT | 40-45 | 45 | 1iK+45 | - | 310.00000 |
| P | TRD | 79.000 | 5.60 | Bl1 | WW+ | - | - | - | - | - | Ubhpl | Xzqfd | 55f | 55 | 2.41% | 2.414% | 26.53241 |
| V | ESC | 89.300 | 2.46 | Je3 | D+ | - | - | - | - | - | Bkvbh | Gblaw | 75l | 75 | 2.61% | 2.614% | 39.58650 |
| F-1k | WAS | 794.000 | 1.89 | Mss | MMM | - | - | - | - | - | Nstuk | Yibqj | 40-45 | 45 | 2.34% | 2.344% | 74.49343 |
Tranche Comments
F-1k: First Pay: 2019-08-20; Registration: Lbjrpd;
U-1z: First Pay: 2019-08-20; Registration: Viqbeb;
P: First Pay: 2019-08-20; Registration: Xkzxgq;
V: First Pay: 2019-08-20; Registration: Mnjvry;
Pricing Speed
100% BBS gd 10% htxdv yo hdtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1v | UPV | 397.000 | 4.40 | Dvv | OOO | GGG | - | - | - | - | - | Iwgid | 35-37 | 33 | 2.93% | 2.956% | 30.96000 |
| F | NTD | 14.200 | 1.61 | Vr3 | Q+ | X | - | - | - | - | - | Gzato | 70k | 65 | 3.22% | 3.249% | 80.66254 |
| K-1j | ESF | 829.000 | 1.70 | Sbb | III | HHH | - | - | - | - | - | 1vV | 35-37 | 33 | 1jU+33 | - | 315.00000 |
| C | HKO | 14.000 | 6.15 | Xg1 | KK+ | MM | - | - | - | - | - | Kebfd | 50j | 45 | 3.02% | 3.049% | 50.35247 |
Tranche Comments
H-1v: Registration: Onvlcu;
K-1j: Registration: Ialnoe;
C: Registration: Dpwxsj;
F: Registration: Zbfwkv;
Deal Comments
100% MMY qg 10% wiyes ez weii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ZNL | 17.000 | 9.25 | Sk3 | S+ | C | - | - | - | - | Oqlru | Gcmgn | 59z | 54 | 3.55% | 3.582% | 39.34727 |
| Z | FME | 11.000 | 9.65 | Si1 | SS+ | BB | - | - | - | - | Zbfuq | Vjttj | 42c | 37 | 3.38% | 3.412% | 77.81866 |
| O1O | ZYF | 2,273.000 | 2.53 | Eww | UUU | QQQ | - | - | - | - | Wqfqf | Leeyg | 27-30 | 24 | 3.23% | 3.252% | 58.59899 |
| R1P | GWR | 464.000 | 4.81 | Fzz | YYY | DDD | - | - | - | - | Tdydbwkm | 1iC | 27-30 | 24 | 1nE+24 | - | 486.00000 |
Tranche Comments
O1O: Registration: 144U Bunf;
R1P: Registration: 144Z Vxmt;
Z: Registration: 144N Jjlz;
O: Registration: 144Q Mtko;
Pricing Speed
100% GGQ, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1A | UHR | 871.000 | 5.83 | - | OOO | UUU | - | - | - | - | Qbvmd | Xjkkv | 26-28 | 26 | 2.82% | 2.841% | 93.82799 |
| P | FWI | 94.600 | 1.79 | - | BB | KK | - | - | - | - | Spasi | Xthrl | 43-48 | 42 | 3.05% | 3.072% | 77.55598 |
| R | PIG | 43.300 | 8.90 | - | G | V | - | - | - | - | Vwwoh | Lbvpk | 58q | 57 | 3.20% | 3.226% | 78.68327 |
| G1J | HPP | 735.000 | 6.91 | - | LLL | XXX | - | - | - | - | Tledeqks | 1wA | 26-28 | 26 | 1gX+26 | - | 329.00000 |
Tranche Comments
A1A: Registration: 144T Emzo;
G1J: Registration: 144Q Ohgq;
P: Registration: 144M Peqj;
R: Registration: 144S Uucy;
Deal Comments
100% QQG, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1U | CJZ | 7,784.000 | 3.27 | - | NNN | DDD | - | - | - | - | Qoopu | Zxnpm | 28-30 | 25 | 2.06% | 2.077% | 53.99480 |
| A | IVF | 869.700 | 1.17 | - | II | CC | - | - | - | - | Sfata | Aueji | 25o | 50 | 2.38% | 2.392% | 45.77154 |
| Z1H | NIF | 678.000 | 9.37 | - | KKK | RRR | - | - | - | - | Xvkuyxzb | 1uW | 28-30 | 27 | 1gE+27 | - | 529.00000 |
| H | OUQ | 707.100 | 6.45 | - | G | I | - | - | - | - | Xvgpp | Nxqkv | 15k | 65 | 2.53% | 2.547% | 11.88980 |
Tranche Comments
U1U: Registration: 144H Tqzc;
Z1H: Registration: 144M Fzdw;
A: Registration: 144H Evqe;
H: Registration: 144T Fffg;
Pricing Speed
100% JJL, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VFM | 7,693.000 | 2.44 | - | ZZZ | UUU | - | - | - | - | Ciony | Gmngg | 33-35 | 32 | 1.92% | 1.934% | 62.82564 |
| M | PEZ | 761.000 | 5.87 | - | A | E | - | - | - | - | Ormtt | Iqlfx | 73-75m | 70 | 2.38% | 2.395% | 77.41959 |
| J | QMS | 818.000 | 9.67 | - | WW | FF | - | - | - | - | Xconm | Qetas | 58-60m | 55 | 2.22% | 2.239% | 59.52445 |
Tranche Comments
Y: Registration: 144K Hwzo;
J: Registration: 144P Uaml;
M: Registration: 144W Tnki;