| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | EOU | 6.269 | 2.82 | Lj2 | - | - | RR (W) | OOO | - | - | Dbagt | Wiflp | 500h | 463.5 | 4.89% | 4.950% | 97.72708 |
| Z-2 | FNZ | 59.586 | 3.48 | Xaa | - | - | OOO | KKK | - | - | Pmwmr | RMQQ | 85-95 | 70 | 0.91% | 0.919% | 58.30691 |
| T | LSQ | 94.230 | 3.10 | Sz3 | - | - | G (Q) | UU | - | - | Guznf | Tlfmb | 135-145 | 120 | 1.46% | 1.469% | 75.69708 |
| C-1 | FXW | 49.710 | 2.94 | OI | - | - | T-1 Y | M1+ | - | - | Qypvm | FmjZ | 10-13 | 7 | 0.31% | 0.310% | 426.00000 |
| K | OPE | 8.337 | 4.44 | Gnn2 | - | - | QQQ (M) | H | - | - | Scstw | Wchog | 235-245 | 220 | 2.50% | 2.514% | 62.52349 |
| A | BES | 4.610 | 3.95 | S2 | - | - | S | WW | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2020-11-20; Registration: 144P Kzvi;
Z-2: First Pay: 2020-11-20; Registration: 144Y Vrwj;
T: First Pay: 2020-11-20; Registration: 144G Tspa;
K: First Pay: 2020-11-20; Registration: 144U Yoad;
J: First Pay: 2020-11-20; Registration: 144S Wqzc;
A: First Pay: 2020-11-20; Registration: 144H Shim;
Pricing Speed
4% TNY wi 10% Tmyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CFZ | 99.870 | 1.21 | V1 | - | - | J | - | - | - | Hrafw | Eteum | 115r | 118 | 2.64% | 2.664% | 91.74325 |
| B | NAB | 76.876 | 8.87 | Qkk2 | - | - | CCC | - | - | - | Lfglt | Bvtrf | 150u | 150 | 2.95% | 2.976% | 65.81454 |
| E | XXD | 31.400 | 8.37 | Qs3 | - | - | AA | - | - | - | Plnua | Heweo | 250b | 250 | 3.94% | 3.976% | 60.33683 |
| L-1 | QAR | 464.000 | 4.85 | TJ | - | - | I-1 L | - | - | - | Cmrlb | YOF | 2.30% | 35 | 2.30% | 2.300% | 437.00000 |
| U-2 | OPL | 562.100 | 5.20 | Wi2 | - | - | AAA | - | - | - | Epfho | KEAN | 80-85 | 90 | 2.46% | 2.477% | 43.73300 |
Tranche Comments
L-1: First Pay: 2019-11-20; Registration: 144A Gxpz;
U-2: First Pay: 2019-11-20; Registration: 144Y Vvis;
G: First Pay: 2019-11-20; Registration: 144N Bvju;
B: First Pay: 2019-11-20; Registration: 144M Jkav;
E: First Pay: 2019-11-20; Registration: 144T Rpmd;
Pricing Speed
4% AXR cd 10% Agmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | YSI | 85.600 | 1.16 | IR | - | - | L-1 E | - | - | - | Czhxo | FVB | 2.00%s | - | 2.20% | 2.200% | 774.00000 |
| M | EFK | 57.694 | 8.40 | N1 | - | - | MM (Z) | - | - | - | Hfknc | Gmicv | 80t | 80 | 3.39% | 3.420% | 55.88989 |
| Y | EZO | 63.189 | 7.17 | Fdd2 | - | - | O (C) | - | - | - | Rfsaf | Gkxek | 110-115 | 100 | 3.62% | 3.653% | 79.93293 |
| U-2 | FWO | 834.472 | 7.37 | If2 | - | - | FFF | - | - | - | Dmnhp | CHRR | 60f | 55 | 2.96% | 2.988% | 88.39579 |
| C | HUD | 44.427 | 9.28 | Hi2 | - | - | III (O) | - | - | - | Eyifv | Nzdwj | 210-215 | 200 | 4.61% | 4.657% | 54.27103 |
| Y | JZI | 3.790 | 8.89 | Fl2 | - | - | VV | - | - | - | Nryhl | Mmqwm | 375z | 350 | 6.00% | 6.157% | 97.37487 |
Tranche Comments
C-1: Registration: 144I Zbfj;
U-2: Registration: 144Y Jftm;
M: Registration: 144S Obfu;
Y: Registration: 144N Gxjt;
C: Registration: 144I Rwnz;
Y: Registration: 144A Sxqp;
Pricing Speed
4% IJW hwa 10% Ihmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | EVM | 2.731 | 9.25 | L3 | - | - | V | - | - | - | Dbmmr | - | - | - | - | - | Retained |
| H | AAT | 50.885 | 6.38 | Ju1 | - | - | VVV | - | - | - | Nwplg | Ryqmq | 370 | 370 | 4.78% | 4.831% | 26.62238 |
| Q-2 | UAN | 245.207 | 9.77 | Ac2 | - | - | VVV | - | - | - | Evglw | ULVU | 125-135 | 120 | 2.20% | 2.217% | 88.55670 |
| M | ILZ | 8.233 | 9.19 | Nuu2 | - | - | P | - | - | - | Waskb | Kfhgs | 225i | 215 | 3.25% | 3.273% | 48.73932 |
| S | FLZ | 18.740 | 9.94 | F2 | - | - | AA | - | - | - | Davos | Nuuxr | 175u | 165 | 2.73% | 2.750% | 32.56560 |
| X-1 | XIH | 13.000 | 1.30 | AO | - | - | B-1 J | - | - | - | Eobys | QKM | 110 | - | 1.10% | 1.100% | 908.00000 |
| A | WEO | 8.143 | 6.20 | Z2 | - | - | BB | - | - | - | Xmtfa | Hzeea | 625-650 | 725 | 6.00% | 8.381% | 22.21813 |
Tranche Comments
X-1: Registration: 144L Ixno;
Q-2: Registration: 144A Ccsy;
S: Registration: 144H Modx;
M: Registration: 144M Sikf;
H: Registration: 144D Dflb;
A: Registration: 144F Tabi;
P: Registration: 144P Dzqs;
Deal Comments
Vxfyef, Fbmufycx Krfrumcoy, Ucfryee Krfrumcoy, cyy.
Pricing Speed
2% INO dc Ikjj, 10% Ijykm-Wp Ikjj