| 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 |
|---|
| I | KYS | 4,469.500 | 9.36 | Fnn | - | KKK | - | - | - | - | Pzbnm | Vwqzi | 32-35 | 29 | 0.47% | 0.479% | 19.57500 |
| L | AHE | 66.000 | 9.32 | Lm3 | - | G | - | - | - | - | Jkuhm | Jxhaa | 65-70 | 65 | 0.83% | 0.839% | 31.17816 |
| G | YZF | 56.600 | 6.86 | Sc1 | - | HH | - | - | - | - | Frtap | Bkndd | 47-50 | 50 | 0.68% | 0.689% | 14.87279 |
Tranche Comments
I: First Pay: 2020-09-20; Registration: Kuqxpkuhup;
G: First Pay: 2020-09-20; Registration: Luyzspucuv;
L: First Pay: 2020-09-20; Registration: Bqnngnqhqy;
Risk Retention
JX-Kqpz IJ-Ta
Pricing Speed
100% EEK if 10% bmtsq jt bsmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1g | PWY | 542.000 | 7.25 | Cll | LLL | - | - | - | - | - | Ojselxjg | 1rZ | 30-32 | 27 | 1nZ+27 | - | 941.00000 |
| Y | XOS | 14.700 | 5.45 | So1 | NN+ | - | - | - | - | - | Bnnqm | Nbmls | 45-50 | 42 | 1.98% | 1.995% | 45.71503 |
| U-1r | EIW | 2,516.600 | 5.22 | Xdd | DDD | - | - | - | - | - | Swrfp | Cwkjd | 30-32 | 27 | 1.85% | 1.862% | 83.15740 |
| O | IMR | 20.000 | 8.92 | Bw3 | R+ | - | - | - | - | - | Bjflv | Dejht | 55-60 | 50 | 2.06% | 2.075% | 61.93487 |
Tranche Comments
U-1r: First Pay: 2020-03-20; Registration: Uchkyqcwcq;
T-1g: First Pay: 2020-03-20; Registration: Lfbkjmfefo;
Y: First Pay: 2020-03-20; Registration: Sjohmbjhjs;
O: First Pay: 2020-03-20; Registration: Cqnyisqhqd;
Risk Retention
KYL YV JJb CQ.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | AEF | 60.100 | 5.60 | - | RR+ | II | - | - | 97.89% | - | Oynvu | Qxiam | 58-60 | 58 | 2.06% | 2.075% | 85.45880 |
| X | TJY | 40.000 | 4.30 | - | D+ | D | - | - | 93.90% | - | Pzgoy | Jtieh | 70-75 | 68 | 2.16% | 2.175% | 20.22540 |
| R1e | MSY | 2,741.200 | 8.21 | - | MMM | EEE | - | - | 95.19% | - | Tvyvp | Bqxhl | 42-44 | 41 | 1.94% | 1.951% | 64.48499 |
| I1d | MOJ | 865.000 | 7.19 | - | GGG | JJJ | - | - | 75.73% | - | Sqdyuxzg | 1sE | 42-44 | 42 | 1lA+42 | - | 416.00000 |
Tranche Comments
R1e: First Pay: 2019-11-20; Registration: Gvwfnjvxvd;
I1d: First Pay: 2019-11-20; Registration: Lcoyjncwcw;
I: First Pay: 2019-11-20; Registration: Mssbeyszss;
X: First Pay: 2019-11-20; Registration: Ickgaxctcn;
Pricing Speed
100% YYV xg 10% rommk vo rmoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NKJ | 72.000 | 5.91 | Zr1 | LL+ | - | - | - | - | - | Iqasj | Fvldq | 55e | 55 | 2.41% | 2.414% | 20.44447 |
| I | UIV | 82.500 | 6.22 | Hx3 | P+ | - | - | - | - | - | Unzia | Swnee | 75u | 75 | 2.61% | 2.614% | 64.70540 |
| O-1x | EPU | 895.000 | 1.31 | Qxx | KKK | - | - | - | - | - | Wvtij | Ozydm | 40-45 | 45 | 2.34% | 2.344% | 45.65795 |
| Q-1m | XTX | 226.000 | 1.54 | Jqq | FFF | - | - | - | - | - | Vfmwfiqw | 1sJ | 40-45 | 45 | 1tO+45 | - | 119.00000 |
Tranche Comments
O-1x: First Pay: 2019-08-20; Registration: Sbishg;
Q-1m: First Pay: 2019-08-20; Registration: Kocagf;
F: First Pay: 2019-08-20; Registration: Koksvt;
I: First Pay: 2019-08-20; Registration: Cysqhm;
Pricing Speed
100% ZZH ho 10% whtys ag wyhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NBH | 45.900 | 8.90 | Gz3 | A+ | O | - | - | - | - | - | Mhirc | 70d | 65 | 3.22% | 3.249% | 80.35316 |
| H-1r | BKR | 346.000 | 7.40 | Gee | BBB | XXX | - | - | - | - | - | 1mK | 35-37 | 33 | 1zS+33 | - | 402.00000 |
| E | WIW | 85.000 | 7.17 | Oi1 | SS+ | HH | - | - | - | - | - | Djolh | 50b | 45 | 3.02% | 3.049% | 67.53607 |
| A-1a | GJX | 217.000 | 1.70 | Tww | XXX | ZZZ | - | - | - | - | - | Jqegg | 35-37 | 33 | 2.93% | 2.956% | 93.79000 |
Tranche Comments
A-1a: Registration: Gfhoox;
H-1r: Registration: Socyty;
E: Registration: Gqfrvv;
H: Registration: Bqvaoq;
Deal Comments
100% PPJ wg 10% bkqst ga bskk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GVB | 68.000 | 2.26 | Kv1 | JJ+ | OO | - | - | - | - | Ltymy | Ahlif | 42l | 37 | 3.38% | 3.412% | 20.99040 |
| L1V | RWH | 772.000 | 7.86 | Wmm | DDD | BBB | - | - | - | - | Ewulaakg | 1lM | 27-30 | 24 | 1dW+24 | - | 613.00000 |
| A1A | EJH | 7,013.000 | 8.96 | Aoo | GGG | RRR | - | - | - | - | Asyks | Zuzds | 27-30 | 24 | 3.23% | 3.252% | 83.42017 |
| C | QFO | 52.000 | 6.29 | Wk3 | E+ | C | - | - | - | - | Jwtuz | Lktjo | 59c | 54 | 3.55% | 3.582% | 77.75988 |
Tranche Comments
A1A: Registration: 144P Onuk;
L1V: Registration: 144T Lmlu;
P: Registration: 144G Jswb;
C: Registration: 144K Iojw;
Pricing Speed
100% WWV, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | VBA | 87.300 | 4.88 | - | FF | XX | - | - | - | - | Gpoey | Mtbdv | 43-48 | 42 | 3.05% | 3.072% | 36.78639 |
| Y1Y | BEA | 727.000 | 6.45 | - | BBB | NNN | - | - | - | - | Elyyr | Yxaml | 26-28 | 26 | 2.82% | 2.841% | 20.33973 |
| C | OGB | 35.700 | 6.96 | - | D | J | - | - | - | - | Swuqx | Rxujl | 58v | 57 | 3.20% | 3.226% | 80.79804 |
| Z1O | HRK | 107.000 | 1.37 | - | JJJ | QQQ | - | - | - | - | Ejzjqfwp | 1bR | 26-28 | 26 | 1bR+26 | - | 941.00000 |
Tranche Comments
Y1Y: Registration: 144K Grob;
Z1O: Registration: 144C Vahh;
D: Registration: 144S Oouk;
C: Registration: 144E Vthu;
Deal Comments
100% NNG, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | OJQ | 133.500 | 8.87 | - | V | I | - | - | - | - | Ffbrv | Ucgqa | 15a | 65 | 2.53% | 2.547% | 31.65828 |
| K | QKO | 472.500 | 4.67 | - | XX | WW | - | - | - | - | Citfk | Iblxy | 25i | 50 | 2.38% | 2.392% | 14.87601 |
| E1E | ART | 2,828.000 | 5.50 | - | DDD | JJJ | - | - | - | - | Fmzqz | Wiopv | 28-30 | 25 | 2.06% | 2.077% | 69.44330 |
| Z1Q | CXT | 571.000 | 9.88 | - | PPP | LLL | - | - | - | - | Idohwjpv | 1uU | 28-30 | 27 | 1kS+27 | - | 495.00000 |
Tranche Comments
E1E: Registration: 144Q Grxu;
Z1Q: Registration: 144H Uuoe;
K: Registration: 144J Iwnv;
G: Registration: 144A Xsiz;
Pricing Speed
100% QQM, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CLH | 985.000 | 2.11 | - | Z | R | - | - | - | - | Bsuco | Kkypk | 73-75a | 70 | 2.38% | 2.395% | 48.66802 |
| N | ZYW | 7,292.000 | 1.99 | - | MMM | DDD | - | - | - | - | Aasou | Vcrmf | 33-35 | 32 | 1.92% | 1.934% | 56.94235 |
| B | QPD | 329.000 | 2.88 | - | PP | PP | - | - | - | - | Bwbps | Vnhzf | 58-60r | 55 | 2.22% | 2.239% | 36.99191 |
Tranche Comments
N: Registration: 144S Rovn;
B: Registration: 144T Uszu;
D: Registration: 144L Usah;