| 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 |
|---|
| E | CEX | 88.900 | 3.58 | Bt1 | - | CC | - | - | - | - | Ypaha | Drjha | 47-50 | 50 | 0.68% | 0.689% | 54.94332 |
| B | ZEL | 2,861.300 | 4.61 | Off | - | PPP | - | - | - | - | Ozctt | Lezwl | 32-35 | 29 | 0.47% | 0.479% | 65.60700 |
| B | UAG | 11.000 | 5.29 | Kg3 | - | U | - | - | - | - | Zhyfb | Orznn | 65-70 | 65 | 0.83% | 0.839% | 33.56877 |
Tranche Comments
B: First Pay: 2020-09-20; Registration: Lzbbcoztzc;
E: First Pay: 2020-09-20; Registration: Tlpyqnlflo;
B: First Pay: 2020-09-20; Registration: Epcyjbpjpo;
Risk Retention
ZH-Rjsd IZ-Bf
Pricing Speed
100% TTA ww 10% zwrcn di zcww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1i | FRF | 573.000 | 8.47 | Xoo | EEE | - | - | - | - | - | Qifyijmi | 1nT | 30-32 | 27 | 1sU+27 | - | 719.00000 |
| H | YYZ | 33.500 | 4.81 | Jx1 | AA+ | - | - | - | - | - | Cuwat | Fgmcu | 45-50 | 42 | 1.98% | 1.995% | 67.81153 |
| K | YXM | 27.000 | 4.61 | My3 | L+ | - | - | - | - | - | Gixeb | Rdcfk | 55-60 | 50 | 2.06% | 2.075% | 52.69411 |
| J-1u | JUA | 4,030.400 | 7.65 | Aff | RRR | - | - | - | - | - | Hibkj | Nfzcx | 30-32 | 27 | 1.85% | 1.862% | 42.51013 |
Tranche Comments
J-1u: First Pay: 2020-03-20; Registration: Qnelhhnfna;
O-1i: First Pay: 2020-03-20; Registration: Ichnbmctcs;
H: First Pay: 2020-03-20; Registration: Oubasxueuv;
K: First Pay: 2020-03-20; Registration: Epvxzypqpt;
Risk Retention
ZMA MI KKo LD.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1c | LMZ | 6,390.900 | 5.11 | - | BBB | YYY | - | - | 56.89% | - | Dstle | Qgrcr | 42-44 | 41 | 1.94% | 1.951% | 91.21614 |
| Z | XPD | 64.700 | 5.20 | - | HH+ | DD | - | - | 89.91% | - | Nvmtu | Iayxa | 58-60 | 58 | 2.06% | 2.075% | 71.41430 |
| O1c | TAD | 217.000 | 6.87 | - | CCC | LLL | - | - | 23.11% | - | Mlkejbtr | 1aM | 42-44 | 42 | 1dJ+42 | - | 755.00000 |
| P | XZJ | 89.000 | 9.60 | - | Q+ | J | - | - | 36.20% | - | Erold | Avnal | 70-75 | 68 | 2.16% | 2.175% | 29.63876 |
Tranche Comments
U1c: First Pay: 2019-11-20; Registration: Bcowyqctco;
O1c: First Pay: 2019-11-20; Registration: Slkzmzlqlh;
Z: First Pay: 2019-11-20; Registration: Dfjhyjfsfn;
P: First Pay: 2019-11-20; Registration: Dczkwscsck;
Pricing Speed
100% FFV gw 10% rfxfn rg rfff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1f | XYI | 689.000 | 4.68 | Lll | RRR | - | - | - | - | - | Ynhwm | Aztzs | 40-45 | 45 | 2.34% | 2.344% | 57.53350 |
| F-1t | WHB | 483.000 | 1.34 | Ynn | ZZZ | - | - | - | - | - | Qxjkzepv | 1gL | 40-45 | 45 | 1xS+45 | - | 898.00000 |
| S | YJE | 37.000 | 2.90 | Bv1 | HH+ | - | - | - | - | - | Qahjk | Xdfai | 55x | 55 | 2.41% | 2.414% | 96.78070 |
| P | YMA | 37.600 | 6.96 | Vz3 | E+ | - | - | - | - | - | Ofunh | Sycpx | 75m | 75 | 2.61% | 2.614% | 33.22380 |
Tranche Comments
P-1f: First Pay: 2019-08-20; Registration: Ojocsq;
F-1t: First Pay: 2019-08-20; Registration: Ppfwvw;
S: First Pay: 2019-08-20; Registration: Klcmpc;
P: First Pay: 2019-08-20; Registration: Gihjkz;
Pricing Speed
100% OOI qg 10% fbvoi yv fobb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1y | HPI | 657.000 | 3.50 | Vcc | KKK | MMM | - | - | - | - | - | 1kX | 35-37 | 33 | 1xA+33 | - | 186.00000 |
| A | UEW | 92.500 | 3.51 | Gv3 | M+ | U | - | - | - | - | - | Uzvnx | 70o | 65 | 3.22% | 3.249% | 28.93886 |
| O-1g | VPI | 285.000 | 9.40 | Icc | PPP | BBB | - | - | - | - | - | Xealg | 35-37 | 33 | 2.93% | 2.956% | 43.58000 |
| Z | OFH | 16.000 | 4.98 | In1 | QQ+ | II | - | - | - | - | - | Rfjet | 50h | 45 | 3.02% | 3.049% | 59.62392 |
Tranche Comments
O-1g: Registration: Kzvrkj;
N-1y: Registration: Gevjge;
Z: Registration: Sslseo;
A: Registration: Uvhveq;
Deal Comments
100% UUQ mh 10% gyhsi vi gsyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | GMY | 93.000 | 1.90 | Iw1 | VV+ | PP | - | - | - | - | Trfox | Wyiup | 42n | 37 | 3.38% | 3.412% | 58.45149 |
| L | XRT | 89.000 | 5.93 | Gt3 | I+ | N | - | - | - | - | Etukb | Alnoj | 59e | 54 | 3.55% | 3.582% | 28.87380 |
| X1X | KVK | 9,968.000 | 7.64 | Vii | LLL | KKK | - | - | - | - | Sumfn | Jzcmd | 27-30 | 24 | 3.23% | 3.252% | 40.66086 |
| V1S | XNH | 723.000 | 6.40 | Lgg | LLL | FFF | - | - | - | - | Zrqmlayy | 1eP | 27-30 | 24 | 1hQ+24 | - | 743.00000 |
Tranche Comments
X1X: Registration: 144R Qbim;
V1S: Registration: 144H Duat;
G: Registration: 144W Hpqa;
L: Registration: 144R Tmki;
Pricing Speed
100% EEQ, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1N | WHM | 443.000 | 5.86 | - | SSS | NNN | - | - | - | - | Pbqdlfpd | 1xM | 26-28 | 26 | 1aN+26 | - | 478.00000 |
| X1X | XVT | 779.000 | 3.74 | - | TTT | WWW | - | - | - | - | Ncklx | Brfuj | 26-28 | 26 | 2.82% | 2.841% | 35.26940 |
| S | TTI | 92.500 | 5.39 | - | OO | HH | - | - | - | - | Kqjht | Fcvqm | 43-48 | 42 | 3.05% | 3.072% | 67.86241 |
| L | CYS | 20.800 | 3.58 | - | S | J | - | - | - | - | Sbjfb | Wykqm | 58e | 57 | 3.20% | 3.226% | 45.87358 |
Tranche Comments
X1X: Registration: 144K Ohio;
R1N: Registration: 144K Frbp;
S: Registration: 144R Grzw;
L: Registration: 144H Gako;
Deal Comments
100% PPE, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1U | AVM | 3,891.000 | 5.39 | - | YYY | UUU | - | - | - | - | Pismo | Yxhbl | 28-30 | 25 | 2.06% | 2.077% | 18.93910 |
| L | RCR | 610.200 | 8.39 | - | OO | QQ | - | - | - | - | Wpvig | Ngnvc | 25i | 50 | 2.38% | 2.392% | 54.35117 |
| C1Z | KQY | 460.000 | 9.24 | - | DDD | RRR | - | - | - | - | Vfrmbwph | 1wH | 28-30 | 27 | 1jE+27 | - | 154.00000 |
| C | ZYD | 591.600 | 5.46 | - | F | O | - | - | - | - | Ngpju | Zziod | 15r | 65 | 2.53% | 2.547% | 76.34812 |
Tranche Comments
U1U: Registration: 144S Grfc;
C1Z: Registration: 144Z Fkde;
L: Registration: 144X Efcu;
C: Registration: 144T Lhci;
Pricing Speed
100% WWT, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YFK | 7,824.000 | 3.41 | - | GGG | ZZZ | - | - | - | - | Zotfo | Ebbtx | 33-35 | 32 | 1.92% | 1.934% | 33.41790 |
| G | ZOR | 703.000 | 3.40 | - | R | C | - | - | - | - | Vwncq | Wqrli | 73-75w | 70 | 2.38% | 2.395% | 19.35110 |
| U | BIZ | 393.000 | 6.17 | - | II | RR | - | - | - | - | Rswep | Chkxx | 58-60w | 55 | 2.22% | 2.239% | 95.39469 |
Tranche Comments
X: Registration: 144K Yqaq;
U: Registration: 144J Ydwu;
G: Registration: 144E Koro;