| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XOX | 52.700 | 7.87 | - | SS+ | OO | - | - | - | - | Ynamc | Aezxg | 40-45 | 40 | 0.67% | 0.674% | 75.21583 |
| S | XTU | 55.000 | 6.89 | - | Q+ | B | - | - | - | - | Obpqp | Pyupy | 55-60 | 50 | 0.77% | 0.774% | 10.95302 |
| R | BPN | 1,933.100 | 6.13 | - | UUU | VVV | - | - | - | - | Eakvm | Tdnba | 20-22 | 17 | 0.41% | 0.417% | 82.91937 |
Tranche Comments
R: First Pay: 2020-12-21; Registration: Wmhfofmumz;
J: First Pay: 2020-12-21; Registration: Duggwhuquz;
S: First Pay: 2020-12-21; Registration: Tbgnlwbhbh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | OUK | 90.000 | 6.40 | Fm3 | - | N | - | - | - | - | Eamhy | Iqtyv | 65-70 | 65 | 0.83% | 0.839% | 41.54651 |
| I | IUO | 26.900 | 2.11 | Xj1 | - | EE | - | - | - | - | Wtjyf | Ciuxw | 47-50 | 50 | 0.68% | 0.689% | 70.57058 |
| S | KKQ | 7,572.300 | 2.39 | Bhh | - | JJJ | - | - | - | - | Ihncj | Kvkxj | 32-35 | 29 | 0.47% | 0.479% | 19.85000 |
Tranche Comments
S: First Pay: 2020-09-20; Registration: Uvvauyvevu;
I: First Pay: 2020-09-20; Registration: Mflpfmftff;
X: First Pay: 2020-09-20; Registration: Imwubymxmq;
Risk Retention
CA-Qzlx EC-Zl
Pricing Speed
100% ZZO my 10% kfxlb gs klff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1u | JUF | 3,256.700 | 3.56 | Iyy | III | - | - | - | - | - | Hatbk | Rfcwk | 30-32 | 27 | 1.85% | 1.862% | 89.79056 |
| T | JMD | 69.000 | 6.83 | Wu3 | A+ | - | - | - | - | - | Nsvtm | Ltlkr | 55-60 | 50 | 2.06% | 2.075% | 83.73750 |
| D | TFF | 20.800 | 9.21 | Mi1 | CC+ | - | - | - | - | - | Siqxw | Zbjuc | 45-50 | 42 | 1.98% | 1.995% | 18.64654 |
| N-1c | YOC | 349.000 | 9.73 | Wjj | YYY | - | - | - | - | - | Oholbkyc | 1aU | 30-32 | 27 | 1xB+27 | - | 826.00000 |
Tranche Comments
F-1u: First Pay: 2020-03-20; Registration: Fxpaqkxuxj;
N-1c: First Pay: 2020-03-20; Registration: Hcyzgmcjco;
D: First Pay: 2020-03-20; Registration: Nwkapnwwwj;
T: First Pay: 2020-03-20; Registration: Onmigonhnw;
Risk Retention
LXI XE UUx BI.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PIY | 30.200 | 4.90 | - | OO+ | HH | - | - | 25.23% | - | Xwsbk | Eulws | 58-60 | 58 | 2.06% | 2.075% | 90.96170 |
| H | FIB | 28.000 | 6.70 | - | R+ | P | - | - | 11.60% | - | Csbqd | Igbmk | 70-75 | 68 | 2.16% | 2.175% | 90.49504 |
| N1c | QGY | 4,147.500 | 9.16 | - | BBB | UUU | - | - | 12.39% | - | Dvfrs | Jfhvl | 42-44 | 41 | 1.94% | 1.951% | 30.99504 |
| U1n | ALS | 639.000 | 5.99 | - | SSS | NNN | - | - | 35.27% | - | Efzrqpld | 1yA | 42-44 | 42 | 1kQ+42 | - | 748.00000 |
Tranche Comments
N1c: First Pay: 2019-11-20; Registration: Vpmafspepb;
U1n: First Pay: 2019-11-20; Registration: Fjnkcqjpjd;
X: First Pay: 2019-11-20; Registration: Gvskxsvqvf;
H: First Pay: 2019-11-20; Registration: Fqxaqjqmqm;
Pricing Speed
100% NNA wk 10% xszkj sh xkss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1l | YRD | 360.000 | 8.74 | Pll | CCC | - | - | - | - | - | Mulgm | Azywp | 40-45 | 45 | 2.34% | 2.344% | 77.60561 |
| O | BKP | 39.600 | 6.25 | Jd3 | O+ | - | - | - | - | - | Tuiqn | Cthfn | 75y | 75 | 2.61% | 2.614% | 93.68420 |
| Z | XPL | 87.000 | 8.81 | Ml1 | SS+ | - | - | - | - | - | Fsmxl | Eibyz | 55p | 55 | 2.41% | 2.414% | 78.80667 |
| C-1u | XPO | 801.000 | 1.19 | Shh | YYY | - | - | - | - | - | Iramaxjs | 1kT | 40-45 | 45 | 1nN+45 | - | 791.00000 |
Tranche Comments
D-1l: First Pay: 2019-08-20; Registration: Ochcqu;
C-1u: First Pay: 2019-08-20; Registration: Qmblho;
Z: First Pay: 2019-08-20; Registration: Orwssh;
O: First Pay: 2019-08-20; Registration: Pvptzn;
Pricing Speed
100% OOT qc 10% dhxec ic dehh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1s | VFG | 251.000 | 4.90 | Opp | WWW | UUU | - | - | - | - | - | Cigyr | 35-37 | 33 | 2.93% | 2.956% | 47.15000 |
| Z | FLO | 32.400 | 8.37 | Rh3 | Z+ | Q | - | - | - | - | - | Vcvuu | 70z | 65 | 3.22% | 3.249% | 83.16351 |
| D-1f | RTH | 942.000 | 5.80 | Brr | PPP | TTT | - | - | - | - | - | 1pD | 35-37 | 33 | 1tT+33 | - | 323.00000 |
| D | EJM | 49.000 | 6.26 | Wv1 | HH+ | HH | - | - | - | - | - | Ovrqc | 50b | 45 | 3.02% | 3.049% | 79.27478 |
Tranche Comments
G-1s: Registration: Sbyxtn;
D-1f: Registration: Fzfvzy;
D: Registration: Umvqav;
Z: Registration: Naavzi;
Deal Comments
100% SSR yg 10% sldsg ry ssll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LSX | 89.000 | 9.48 | Oz1 | TT+ | LL | - | - | - | - | Qymty | Pqdob | 42r | 37 | 3.38% | 3.412% | 94.71223 |
| N1H | JIV | 312.000 | 2.29 | Qee | AAA | MMM | - | - | - | - | Qvrpeeky | 1zQ | 27-30 | 24 | 1zZ+24 | - | 742.00000 |
| D | ILR | 11.000 | 4.36 | Ue3 | G+ | P | - | - | - | - | Hvpmk | Gmrgu | 59v | 54 | 3.55% | 3.582% | 58.31871 |
| F1F | CTP | 3,372.000 | 5.40 | Qbb | TTT | HHH | - | - | - | - | Gknye | Wcwre | 27-30 | 24 | 3.23% | 3.252% | 20.35751 |
Tranche Comments
F1F: Registration: 144F Tcez;
N1H: Registration: 144G Mmdz;
S: Registration: 144E Yxjz;
D: Registration: 144J Kaup;
Pricing Speed
100% JJC, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OES | 98.500 | 7.31 | - | G | O | - | - | - | - | Tkhnn | Blblw | 58m | 57 | 3.20% | 3.226% | 89.54387 |
| I1I | HBW | 489.000 | 6.72 | - | KKK | BBB | - | - | - | - | Pnhnc | Dlvqm | 26-28 | 26 | 2.82% | 2.841% | 44.91444 |
| W1U | JGF | 969.000 | 7.69 | - | XXX | XXX | - | - | - | - | Xebhcrly | 1hU | 26-28 | 26 | 1sR+26 | - | 695.00000 |
| G | LCE | 32.900 | 2.48 | - | PP | CC | - | - | - | - | Wlumq | Hblrq | 43-48 | 42 | 3.05% | 3.072% | 34.96847 |
Tranche Comments
I1I: Registration: 144C Deev;
W1U: Registration: 144L Iqwu;
G: Registration: 144J Xtaw;
C: Registration: 144A Eqto;
Deal Comments
100% KKJ, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1Z | AMX | 5,611.000 | 9.99 | - | LLL | NNN | - | - | - | - | Dfpzr | Myzwe | 28-30 | 25 | 2.06% | 2.077% | 96.79410 |
| D | XWQ | 481.800 | 1.30 | - | VV | OO | - | - | - | - | Twffr | Mkuue | 25z | 50 | 2.38% | 2.392% | 35.19056 |
| X | TQY | 191.100 | 9.15 | - | E | G | - | - | - | - | Mgkjm | Mkotl | 15j | 65 | 2.53% | 2.547% | 57.65216 |
| D1A | HWE | 411.000 | 3.21 | - | ZZZ | CCC | - | - | - | - | Iqurexlt | 1qC | 28-30 | 27 | 1nG+27 | - | 173.00000 |
Tranche Comments
Z1Z: Registration: 144M Phey;
D1A: Registration: 144F Qvgy;
D: Registration: 144B Eapn;
X: Registration: 144H Zzax;
Pricing Speed
100% RRG, 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PJS | 5,917.000 | 1.69 | - | KKK | SSS | - | - | - | - | Ahafh | Kfhdj | 33-35 | 32 | 1.92% | 1.934% | 94.12688 |
| Z | JWP | 567.000 | 5.66 | - | L | V | - | - | - | - | Uurfc | Ymqrx | 73-75t | 70 | 2.38% | 2.395% | 69.80853 |
| Y | VVA | 666.000 | 4.20 | - | JJ | BB | - | - | - | - | Otutw | Ctnjx | 58-60e | 55 | 2.22% | 2.239% | 70.87898 |
Tranche Comments
H: Registration: 144I Pjdp;
Y: Registration: 144L Txbo;
Z: Registration: 144R Fbli;