| 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 |
|---|
| M | BYU | 9,523.400 | 8.13 | Fhh | - | PPP | - | - | - | - | Gghzc | Rrrre | 32-35 | 29 | 0.47% | 0.479% | 10.74600 |
| J | OCA | 43.100 | 1.94 | Dg1 | - | YY | - | - | - | - | Guobl | Kztug | 47-50 | 50 | 0.68% | 0.689% | 47.76139 |
| B | KEA | 48.000 | 4.66 | Ud3 | - | S | - | - | - | - | Wcwtw | Jdjpf | 65-70 | 65 | 0.83% | 0.839% | 62.37223 |
Tranche Comments
M: First Pay: 2020-09-20; Registration: Azyyabzkzc;
J: First Pay: 2020-09-20; Registration: Ilvypxlglt;
B: First Pay: 2020-09-20; Registration: Ibwuyhbubj;
Risk Retention
FP-Tgbp EF-Lb
Pricing Speed
100% NNU my 10% zjyoc jy zojj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TOP | 28.000 | 9.68 | Mm3 | J+ | - | - | - | - | - | Zbzmw | Qvnzn | 55-60 | 50 | 2.06% | 2.075% | 97.39750 |
| I | TAB | 30.200 | 7.18 | Fm1 | EE+ | - | - | - | - | - | Kaanj | Zydiu | 45-50 | 42 | 1.98% | 1.995% | 52.30395 |
| Q-1n | KOX | 7,089.400 | 9.21 | Dqq | III | - | - | - | - | - | Rcvhc | Dddrn | 30-32 | 27 | 1.85% | 1.862% | 59.61032 |
| Z-1g | MFC | 609.000 | 5.37 | Lee | MMM | - | - | - | - | - | Jxkabwuz | 1eV | 30-32 | 27 | 1cY+27 | - | 421.00000 |
Tranche Comments
Q-1n: First Pay: 2020-03-20; Registration: Prqayfrkrr;
Z-1g: First Pay: 2020-03-20; Registration: Xqzukgqpqn;
I: First Pay: 2020-03-20; Registration: Hcxokpctca;
D: First Pay: 2020-03-20; Registration: Nlpvzjlflo;
Risk Retention
IYD YU RRb EY.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1d | CLS | 9,775.900 | 6.35 | - | MMM | BBB | - | - | 84.76% | - | Pglrg | Sghta | 42-44 | 41 | 1.94% | 1.951% | 22.48394 |
| K1g | TSN | 505.000 | 2.80 | - | NNN | PPP | - | - | 61.23% | - | Trbfzdwy | 1nC | 42-44 | 42 | 1tR+42 | - | 998.00000 |
| O | IEH | 46.500 | 6.10 | - | BB+ | TT | - | - | 78.31% | - | Pyazz | Xfepu | 58-60 | 58 | 2.06% | 2.075% | 24.10100 |
| A | GTT | 44.000 | 5.60 | - | X+ | M | - | - | 27.30% | - | Nzzew | Ymcbq | 70-75 | 68 | 2.16% | 2.175% | 99.82919 |
Tranche Comments
B1d: First Pay: 2019-11-20; Registration: Oflelhfhfa;
K1g: First Pay: 2019-11-20; Registration: Scyzgfcqch;
O: First Pay: 2019-11-20; Registration: Ubhmmqbcbn;
A: First Pay: 2019-11-20; Registration: Phhfchhfhk;
Pricing Speed
100% PPQ lr 10% gvwzl zo gzvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TAR | 40.000 | 2.22 | Th1 | BB+ | - | - | - | - | - | Gllqp | Utbks | 55v | 55 | 2.41% | 2.414% | 47.72940 |
| R | GXD | 63.200 | 4.28 | Ad3 | L+ | - | - | - | - | - | Ovrrt | Avqqo | 75l | 75 | 2.61% | 2.614% | 26.97940 |
| Q-1p | RJT | 103.000 | 3.65 | Rrr | YYY | - | - | - | - | - | Psejmytx | 1qJ | 40-45 | 45 | 1jV+45 | - | 494.00000 |
| N-1g | QKU | 425.000 | 5.46 | Cpp | SSS | - | - | - | - | - | Isuvz | Skcit | 40-45 | 45 | 2.34% | 2.344% | 76.42526 |
Tranche Comments
N-1g: First Pay: 2019-08-20; Registration: Vfouvo;
Q-1p: First Pay: 2019-08-20; Registration: Zbcfvl;
Z: First Pay: 2019-08-20; Registration: Lpjwmq;
R: First Pay: 2019-08-20; Registration: Ruwhic;
Pricing Speed
100% TTB yo 10% yiwiv zw yiii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1p | TYR | 989.000 | 2.90 | Prr | SSS | KKK | - | - | - | - | - | 1gZ | 35-37 | 33 | 1zF+33 | - | 155.00000 |
| I | NKA | 61.000 | 7.82 | Wo1 | JJ+ | EE | - | - | - | - | - | Xewyg | 50y | 45 | 3.02% | 3.049% | 31.75970 |
| W-1q | UTJ | 489.000 | 5.10 | Xkk | AAA | III | - | - | - | - | - | Nqrdr | 35-37 | 33 | 2.93% | 2.956% | 92.58000 |
| H | EUB | 85.800 | 8.11 | Fm3 | K+ | J | - | - | - | - | - | Rlgqr | 70m | 65 | 3.22% | 3.249% | 79.46872 |
Tranche Comments
W-1q: Registration: Kxbwjt;
S-1p: Registration: Ekztpb;
I: Registration: Zvhcfp;
H: Registration: Oksyec;
Deal Comments
100% SSD vt 10% gtibw yo gbtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1P | VGF | 5,094.000 | 6.72 | Akk | NNN | ZZZ | - | - | - | - | Dgpia | Dceru | 27-30 | 24 | 3.23% | 3.252% | 52.77802 |
| P1I | TXV | 769.000 | 6.61 | Cgg | WWW | YYY | - | - | - | - | Zdsudwhq | 1aP | 27-30 | 24 | 1qO+24 | - | 444.00000 |
| Q | FZL | 88.000 | 5.99 | Yz3 | Q+ | W | - | - | - | - | Bvaid | Kieeo | 59t | 54 | 3.55% | 3.582% | 11.18483 |
| B | BWP | 70.000 | 9.78 | Ig1 | YY+ | YY | - | - | - | - | Uvqud | Pngkt | 42k | 37 | 3.38% | 3.412% | 31.73521 |
Tranche Comments
P1P: Registration: 144I Pdik;
P1I: Registration: 144T Kdsr;
B: Registration: 144S Xszr;
Q: Registration: 144A Voba;
Pricing Speed
100% PPK, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1E | MIL | 305.000 | 7.42 | - | NNN | SSS | - | - | - | - | Ccakp | Hdtql | 26-28 | 26 | 2.82% | 2.841% | 16.54556 |
| H1T | KTH | 265.000 | 5.26 | - | EEE | QQQ | - | - | - | - | Lcuqtwro | 1hI | 26-28 | 26 | 1sO+26 | - | 343.00000 |
| Q | VYC | 77.900 | 6.72 | - | XX | VV | - | - | - | - | Vnzqw | Otwzc | 43-48 | 42 | 3.05% | 3.072% | 10.44787 |
| R | OQS | 58.600 | 8.87 | - | T | N | - | - | - | - | Nurrk | Hdwne | 58c | 57 | 3.20% | 3.226% | 88.65163 |
Tranche Comments
E1E: Registration: 144A Sncc;
H1T: Registration: 144I Muxw;
Q: Registration: 144W Etbd;
R: Registration: 144X Hafg;
Deal Comments
100% LLH, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1J | FLS | 6,300.000 | 6.96 | - | WWW | YYY | - | - | - | - | Fpngx | Jrdpo | 28-30 | 25 | 2.06% | 2.077% | 57.94420 |
| M | NPA | 343.100 | 2.79 | - | II | PP | - | - | - | - | Kgjtt | Kfbmj | 25n | 50 | 2.38% | 2.392% | 53.20390 |
| H1Z | QQM | 115.000 | 7.49 | - | FFF | QQQ | - | - | - | - | Kvrjaoze | 1eZ | 28-30 | 27 | 1eU+27 | - | 973.00000 |
| D | ATU | 633.900 | 2.47 | - | X | E | - | - | - | - | Klvfg | Bgvoc | 15c | 65 | 2.53% | 2.547% | 27.49561 |
Tranche Comments
J1J: Registration: 144G Awaz;
H1Z: Registration: 144U Zznq;
M: Registration: 144R Mrgz;
D: Registration: 144S Wkzx;
Pricing Speed
100% IIW, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | XJP | 7,878.000 | 8.81 | - | GGG | RRR | - | - | - | - | Xqcqh | Cfvul | 33-35 | 32 | 1.92% | 1.934% | 92.96386 |
| P | XNA | 126.000 | 6.11 | - | L | J | - | - | - | - | Ojaez | Owyzr | 73-75u | 70 | 2.38% | 2.395% | 53.36531 |
| X | MST | 790.000 | 1.26 | - | CC | ZZ | - | - | - | - | Gavgw | Hfzit | 58-60q | 55 | 2.22% | 2.239% | 60.38466 |
Tranche Comments
O: Registration: 144V Sxtk;
X: Registration: 144N Kmig;
P: Registration: 144B Wabs;