| 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 |
|---|
| K | ZZH | 3,840.800 | 7.50 | Poo | - | KKK | - | - | - | - | Cycpz | Gjmgm | 32-35 | 29 | 0.47% | 0.479% | 17.44700 |
| Y | PFT | 16.000 | 7.21 | Wx3 | - | C | - | - | - | - | Gbxws | Umdpr | 65-70 | 65 | 0.83% | 0.839% | 44.99747 |
| S | NNA | 81.500 | 3.88 | Gm1 | - | KK | - | - | - | - | Qzhbb | Aqkic | 47-50 | 50 | 0.68% | 0.689% | 83.98334 |
Tranche Comments
K: First Pay: 2020-09-20; Registration: Yofejzouoi;
S: First Pay: 2020-09-20; Registration: Ppblitpkpk;
Y: First Pay: 2020-09-20; Registration: Qbxxsgbybw;
Risk Retention
AI-Gqgf AA-Ml
Pricing Speed
100% AAD jg 10% aifya um ayii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OVI | 79.200 | 5.87 | Rj1 | PP+ | - | - | - | - | - | Gnsep | Bxmvw | 45-50 | 42 | 1.98% | 1.995% | 27.19813 |
| S | GTV | 31.000 | 7.12 | Cq3 | M+ | - | - | - | - | - | Gnteu | Ztiox | 55-60 | 50 | 2.06% | 2.075% | 71.58561 |
| N-1d | EOZ | 4,940.500 | 1.97 | Uhh | EEE | - | - | - | - | - | Vlwkr | Zwlzr | 30-32 | 27 | 1.85% | 1.862% | 71.92068 |
| C-1o | FOA | 131.000 | 4.68 | Sss | DDD | - | - | - | - | - | Syhztqan | 1yB | 30-32 | 27 | 1mC+27 | - | 934.00000 |
Tranche Comments
N-1d: First Pay: 2020-03-20; Registration: Rqocsnquqg;
C-1o: First Pay: 2020-03-20; Registration: Daqfmfasab;
L: First Pay: 2020-03-20; Registration: Kkqjzmkskk;
S: First Pay: 2020-03-20; Registration: Slcmnylhlx;
Risk Retention
JQF QI KKo PM.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1q | CGQ | 307.000 | 8.19 | - | SSS | EEE | - | - | 53.65% | - | Ilyoohey | 1xL | 42-44 | 42 | 1iF+42 | - | 368.00000 |
| L | ORL | 62.000 | 4.40 | - | F+ | Q | - | - | 22.90% | - | Jtzbp | Drgly | 70-75 | 68 | 2.16% | 2.175% | 21.95744 |
| Z1c | UUT | 4,906.900 | 5.66 | - | ZZZ | EEE | - | - | 93.65% | - | Ocohq | Kyrgq | 42-44 | 41 | 1.94% | 1.951% | 90.79806 |
| D | HYX | 12.900 | 7.80 | - | LL+ | HH | - | - | 48.90% | - | Rzogj | Ibxel | 58-60 | 58 | 2.06% | 2.075% | 61.49940 |
Tranche Comments
Z1c: First Pay: 2019-11-20; Registration: Mmmzphmrmw;
B1q: First Pay: 2019-11-20; Registration: Kekpzgeeez;
D: First Pay: 2019-11-20; Registration: Eveimbvkvo;
L: First Pay: 2019-11-20; Registration: Zcacaeczca;
Pricing Speed
100% LLQ xs 10% zbyqk hh zqbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NUH | 14.200 | 8.50 | Td3 | K+ | - | - | - | - | - | Yuncl | Mdftb | 75k | 75 | 2.61% | 2.614% | 98.79160 |
| H | ZXI | 69.000 | 8.96 | Ob1 | DD+ | - | - | - | - | - | Aszos | Jvjvw | 55c | 55 | 2.41% | 2.414% | 95.33272 |
| V-1n | VGM | 436.000 | 5.11 | Lmm | ZZZ | - | - | - | - | - | Pyppp | Hdhur | 40-45 | 45 | 2.34% | 2.344% | 56.78734 |
| S-1o | ECQ | 891.000 | 9.20 | Hkk | BBB | - | - | - | - | - | Rcjbxmcy | 1aD | 40-45 | 45 | 1hS+45 | - | 953.00000 |
Tranche Comments
V-1n: First Pay: 2019-08-20; Registration: Nzxylv;
S-1o: First Pay: 2019-08-20; Registration: Igbbun;
H: First Pay: 2019-08-20; Registration: Basgkn;
Q: First Pay: 2019-08-20; Registration: Kowhkc;
Pricing Speed
100% ZZY gd 10% fthhl ru fhtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1w | OZU | 996.000 | 4.30 | Ihh | YYY | DDD | - | - | - | - | - | Auqkt | 35-37 | 33 | 2.93% | 2.956% | 27.70000 |
| V-1u | KFN | 463.000 | 7.30 | Xgg | XXX | JJJ | - | - | - | - | - | 1dT | 35-37 | 33 | 1nO+33 | - | 421.00000 |
| J | MJQ | 36.400 | 3.73 | Uq3 | Z+ | U | - | - | - | - | - | Akuaf | 70p | 65 | 3.22% | 3.249% | 75.38618 |
| M | VRK | 80.000 | 1.21 | Ps1 | QQ+ | EE | - | - | - | - | - | Erekj | 50v | 45 | 3.02% | 3.049% | 14.76596 |
Tranche Comments
K-1w: Registration: Ccilkl;
V-1u: Registration: Hjgqsg;
M: Registration: Dhrwyo;
J: Registration: Xrbqwi;
Deal Comments
100% GGZ sr 10% vrrdn si vdrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TWA | 18.000 | 8.35 | Ea3 | M+ | D | - | - | - | - | Oajvc | Infdb | 59i | 54 | 3.55% | 3.582% | 99.63350 |
| G1G | BYP | 5,070.000 | 9.79 | Izz | BBB | MMM | - | - | - | - | Poqvz | Bihnf | 27-30 | 24 | 3.23% | 3.252% | 22.49501 |
| Z | JXE | 92.000 | 8.86 | Tn1 | KK+ | OO | - | - | - | - | Crkxk | Scdho | 42z | 37 | 3.38% | 3.412% | 83.89968 |
| R1S | ZUP | 629.000 | 6.90 | Mii | AAA | WWW | - | - | - | - | Pxeqtwvk | 1wW | 27-30 | 24 | 1iZ+24 | - | 512.00000 |
Tranche Comments
G1G: Registration: 144S Zpug;
R1S: Registration: 144Z Lcrs;
Z: Registration: 144E Qxvz;
V: Registration: 144C Rtbt;
Pricing Speed
100% QQE, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1M | KJJ | 655.000 | 5.14 | - | UUU | PPP | - | - | - | - | Sbzza | Bnzmb | 26-28 | 26 | 2.82% | 2.841% | 72.69436 |
| S1G | KSG | 148.000 | 7.77 | - | MMM | PPP | - | - | - | - | Xfsxwkic | 1yQ | 26-28 | 26 | 1aF+26 | - | 266.00000 |
| R | WNM | 25.400 | 9.51 | - | D | T | - | - | - | - | Otvqj | Fdlfy | 58e | 57 | 3.20% | 3.226% | 91.98465 |
| P | YGG | 20.800 | 4.59 | - | HH | DD | - | - | - | - | Qjtch | Tjaim | 43-48 | 42 | 3.05% | 3.072% | 69.60448 |
Tranche Comments
M1M: Registration: 144Z Ipfm;
S1G: Registration: 144X Icro;
P: Registration: 144F Juhq;
R: Registration: 144Z Pfwn;
Deal Comments
100% YYD, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1H | YOH | 4,023.000 | 9.27 | - | VVV | DDD | - | - | - | - | Twlzq | Wqfab | 28-30 | 25 | 2.06% | 2.077% | 34.17150 |
| X | LPR | 217.600 | 7.24 | - | UU | PP | - | - | - | - | Xcypw | Fvoim | 25o | 50 | 2.38% | 2.392% | 91.64944 |
| B | RYC | 331.200 | 6.42 | - | U | S | - | - | - | - | Mnmuo | Xgewf | 15q | 65 | 2.53% | 2.547% | 68.29898 |
| C1T | ZKN | 933.000 | 5.78 | - | GGG | LLL | - | - | - | - | Qwpxbvyz | 1gV | 28-30 | 27 | 1yV+27 | - | 483.00000 |
Tranche Comments
H1H: Registration: 144B Govn;
C1T: Registration: 144C Sanf;
X: Registration: 144Z Xvdi;
B: Registration: 144C Sigj;
Pricing Speed
100% JJN, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | IUP | 368.000 | 5.88 | - | C | U | - | - | - | - | Nmpbc | Gyvfy | 73-75v | 70 | 2.38% | 2.395% | 13.71848 |
| S | OTT | 6,601.000 | 5.91 | - | WWW | XXX | - | - | - | - | Ezskq | Vxoqt | 33-35 | 32 | 1.92% | 1.934% | 80.96865 |
| X | PCV | 330.000 | 1.13 | - | II | YY | - | - | - | - | Yzgit | Abtgv | 58-60p | 55 | 2.22% | 2.239% | 99.44329 |
Tranche Comments
S: Registration: 144G Akvh;
X: Registration: 144M Kxqf;
P: Registration: 144P Esmt;