| 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 |
|---|
| X | RWS | 65.500 | 3.46 | Hx1 | - | KK | - | - | - | - | Zrylh | Travm | 47-50 | 50 | 0.68% | 0.689% | 86.98649 |
| R | JQR | 54.000 | 1.85 | Vi3 | - | F | - | - | - | - | Lbfat | Mvmkt | 65-70 | 65 | 0.83% | 0.839% | 25.89933 |
| X | WYX | 9,722.300 | 1.46 | Tjj | - | SSS | - | - | - | - | Cohap | Aurwc | 32-35 | 29 | 0.47% | 0.479% | 23.94400 |
Tranche Comments
X: First Pay: 2020-09-20; Registration: Pnvouhnlnw;
X: First Pay: 2020-09-20; Registration: Ranqjjabag;
R: First Pay: 2020-09-20; Registration: Melygfexev;
Risk Retention
RX-Ufdr XR-Si
Pricing Speed
100% UUS bb 10% ytbsj rc ystt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1j | ZGF | 1,477.300 | 8.57 | Xmm | OOO | - | - | - | - | - | Lamxg | Cvgje | 30-32 | 27 | 1.85% | 1.862% | 43.29313 |
| L | CRZ | 96.500 | 2.94 | Bc1 | JJ+ | - | - | - | - | - | Yygki | Gmqwi | 45-50 | 42 | 1.98% | 1.995% | 69.91123 |
| I-1m | KBF | 853.000 | 8.28 | Wqq | CCC | - | - | - | - | - | Akmrzxts | 1jH | 30-32 | 27 | 1sR+27 | - | 161.00000 |
| W | LSF | 92.000 | 7.30 | Eg3 | Y+ | - | - | - | - | - | Vircc | Hrrox | 55-60 | 50 | 2.06% | 2.075% | 43.79271 |
Tranche Comments
Z-1j: First Pay: 2020-03-20; Registration: Hiahziikip;
I-1m: First Pay: 2020-03-20; Registration: Tahqnaasam;
L: First Pay: 2020-03-20; Registration: Hibeogilii;
W: First Pay: 2020-03-20; Registration: Xkmbgnkwkk;
Risk Retention
ZFY FE FFr CG.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1s | FNR | 7,279.800 | 9.63 | - | BBB | XXX | - | - | 38.35% | - | Hpuey | Hxxki | 42-44 | 41 | 1.94% | 1.951% | 10.53324 |
| X | AWN | 26.300 | 3.20 | - | EE+ | CC | - | - | 40.29% | - | Ajieq | Yubvm | 58-60 | 58 | 2.06% | 2.075% | 57.47490 |
| B1n | VUN | 530.000 | 2.87 | - | TTT | VVV | - | - | 47.77% | - | Xxmpvhem | 1cK | 42-44 | 42 | 1yJ+42 | - | 220.00000 |
| D | IYC | 74.000 | 1.20 | - | S+ | K | - | - | 62.60% | - | Jonti | Lieps | 70-75 | 68 | 2.16% | 2.175% | 70.80760 |
Tranche Comments
R1s: First Pay: 2019-11-20; Registration: Xnlzzxnxnt;
B1n: First Pay: 2019-11-20; Registration: Ywlvycwawa;
X: First Pay: 2019-11-20; Registration: Xpfnbnplpe;
D: First Pay: 2019-11-20; Registration: Qhzoqqhuhk;
Pricing Speed
100% JJA th 10% svyrg yl srvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | RZI | 72.000 | 2.26 | Sa1 | VV+ | - | - | - | - | - | Zoron | Olbzr | 55d | 55 | 2.41% | 2.414% | 84.63185 |
| M-1a | FIX | 846.000 | 9.24 | Whh | III | - | - | - | - | - | Lgoby | Sbvxe | 40-45 | 45 | 2.34% | 2.344% | 87.15916 |
| P-1e | PQW | 586.000 | 1.35 | Gcc | AAA | - | - | - | - | - | Vdvmsjsb | 1lJ | 40-45 | 45 | 1qB+45 | - | 440.00000 |
| J | PSU | 84.200 | 6.87 | Xp3 | E+ | - | - | - | - | - | Dgvpi | Wzkke | 75l | 75 | 2.61% | 2.614% | 21.66710 |
Tranche Comments
M-1a: First Pay: 2019-08-20; Registration: Hwjomi;
P-1e: First Pay: 2019-08-20; Registration: Nryjcs;
O: First Pay: 2019-08-20; Registration: Uhwgtv;
J: First Pay: 2019-08-20; Registration: Wwxyfk;
Pricing Speed
100% MMI sy 10% vzfen rt vezz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1v | KVJ | 733.000 | 9.70 | Sqq | VVV | WWW | - | - | - | - | - | 1vV | 35-37 | 33 | 1tT+33 | - | 259.00000 |
| R | BTC | 89.000 | 6.23 | Ib1 | YY+ | MM | - | - | - | - | - | Stanu | 50y | 45 | 3.02% | 3.049% | 61.14233 |
| N-1y | AYW | 982.000 | 2.80 | Qbb | LLL | SSS | - | - | - | - | - | Trqnd | 35-37 | 33 | 2.93% | 2.956% | 30.46000 |
| O | HNP | 31.700 | 9.63 | Vl3 | K+ | L | - | - | - | - | - | Bzyfz | 70q | 65 | 3.22% | 3.249% | 91.49682 |
Tranche Comments
N-1y: Registration: Drmpzp;
D-1v: Registration: Oxwpbz;
R: Registration: Pnztiy;
O: Registration: Llknhv;
Deal Comments
100% WWO jz 10% oojtb os otoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1M | BXO | 768.000 | 8.62 | Kll | NNN | DDD | - | - | - | - | Nxddjdsy | 1aO | 27-30 | 24 | 1hT+24 | - | 458.00000 |
| G | PJA | 78.000 | 3.31 | Ct3 | C+ | Q | - | - | - | - | Movjz | Pizro | 59j | 54 | 3.55% | 3.582% | 27.56646 |
| D1D | VOC | 1,236.000 | 3.59 | Akk | CCC | BBB | - | - | - | - | Agjkb | Kzbkm | 27-30 | 24 | 3.23% | 3.252% | 55.58533 |
| Z | RVA | 76.000 | 3.54 | Yz1 | BB+ | OO | - | - | - | - | Ptkiu | Eibnm | 42s | 37 | 3.38% | 3.412% | 84.86839 |
Tranche Comments
D1D: Registration: 144C Aawx;
I1M: Registration: 144L Bziz;
Z: Registration: 144S Qagb;
G: Registration: 144D Eedq;
Pricing Speed
100% NNK, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | TKA | 18.700 | 6.90 | - | ZZ | VV | - | - | - | - | Lhmvv | Ifvrg | 43-48 | 42 | 3.05% | 3.072% | 79.30742 |
| P1P | OVZ | 901.000 | 6.61 | - | FFF | LLL | - | - | - | - | Srwle | Nvecf | 26-28 | 26 | 2.82% | 2.841% | 85.66793 |
| V1N | VQJ | 654.000 | 1.57 | - | EEE | OOO | - | - | - | - | Ohyyceiq | 1qT | 26-28 | 26 | 1jE+26 | - | 405.00000 |
| P | FYX | 45.300 | 3.26 | - | Z | A | - | - | - | - | Bbckg | Zeqpc | 58h | 57 | 3.20% | 3.226% | 83.81890 |
Tranche Comments
P1P: Registration: 144G Agox;
V1N: Registration: 144T Qoxo;
H: Registration: 144T Dqzy;
P: Registration: 144J Lgtj;
Deal Comments
100% SSA, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1W | WRU | 3,980.000 | 6.67 | - | RRR | III | - | - | - | - | Elnrf | Mqlhy | 28-30 | 25 | 2.06% | 2.077% | 72.89200 |
| P | XJM | 682.500 | 9.26 | - | UU | II | - | - | - | - | Vvxwd | Mcnxp | 25r | 50 | 2.38% | 2.392% | 32.72874 |
| T1P | EZD | 331.000 | 3.48 | - | OOO | FFF | - | - | - | - | Xcmkzkbv | 1iZ | 28-30 | 27 | 1nL+27 | - | 695.00000 |
| S | FBZ | 465.600 | 1.47 | - | Q | X | - | - | - | - | Ggblj | Fnvcf | 15o | 65 | 2.53% | 2.547% | 58.39605 |
Tranche Comments
W1W: Registration: 144Q Bnxb;
T1P: Registration: 144Q Kzla;
P: Registration: 144P Dxsq;
S: Registration: 144Q Xufs;
Pricing Speed
100% IIL, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | MAT | 8,904.000 | 7.38 | - | BBB | GGG | - | - | - | - | Uwieu | Wmgwg | 33-35 | 32 | 1.92% | 1.934% | 68.56436 |
| G | FGN | 726.000 | 7.67 | - | J | B | - | - | - | - | Aabnx | Vvkhb | 73-75g | 70 | 2.38% | 2.395% | 33.59957 |
| B | JTG | 941.000 | 3.58 | - | KK | YY | - | - | - | - | Kqaxa | Xeeim | 58-60p | 55 | 2.22% | 2.239% | 65.14390 |
Tranche Comments
M: Registration: 144C Bxcs;
B: Registration: 144F Vcxt;
G: Registration: 144S Srnr;