| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 68.770 | 0.42 | NR | - | - | R-1 H | K1+ | - | - | Fixed | IntL | 10-13 | 7 | 0.310% | 0.310% | 100.00000 |
| A-2 | USD | 71.944 | 1.51 | Aaa | - | - | AAA | AAA | - | - | Fixed | EDSF | 85-95 | 70 | 0.91% | 0.919% | 99.98916 |
| B | USD | 38.088 | 2.90 | Aa3 | - | - | A (H) | AA | - | - | Fixed | Swaps | 135-145 | 120 | 1.46% | 1.469% | 99.98719 |
| C | USD | 8.464 | 3.63 | Baa2 | - | - | BBB (H) | A | - | - | Fixed | Swaps | 235-245 | 220 | 2.50% | 2.514% | 99.99681 |
| D | USD | 8.464 | 3.64 | Ba2 | - | - | BB (H) | BBB | - | - | Fixed | Swaps | 500a | 463.5 | 4.89% | 4.950% | 99.96787 |
| E | USD | 5.290 | 3.64 | B2 | - | - | B | BB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2020-11-20; Registration: 144A Only;
A-2: First Pay: 2020-11-20; Registration: 144A Only;
B: First Pay: 2020-11-20; Registration: 144A Only;
C: First Pay: 2020-11-20; Registration: 144A Only;
D: First Pay: 2020-11-20; Registration: 144A Only;
E: First Pay: 2020-11-20; Registration: 144A Only;
Pricing Speed
4% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | PBL | 462.000 | 9.13 | DH | - | - | B-1 U | - | - | - | Rqumh | ESF | 2.30% | 35 | 2.30% | 2.300% | 217.00000 |
| Y | MIC | 68.830 | 1.10 | Abb2 | - | - | RRR | - | - | - | Bnijr | Excwb | 150v | 150 | 2.95% | 2.976% | 88.42560 |
| C | EZT | 55.450 | 7.20 | O1 | - | - | J | - | - | - | Giabx | Jwzpr | 115s | 118 | 2.64% | 2.664% | 57.11945 |
| N-2 | ANK | 740.368 | 7.30 | Od2 | - | - | UUU | - | - | - | Pvrye | TBRZ | 80-85 | 90 | 2.46% | 2.477% | 50.69800 |
| S | ZNW | 64.400 | 7.24 | Ib3 | - | - | II | - | - | - | Zcygz | Dznls | 250c | 250 | 3.94% | 3.976% | 44.21926 |
Tranche Comments
U-1: First Pay: 2019-11-20; Registration: 144J Ljob;
N-2: First Pay: 2019-11-20; Registration: 144H Catf;
C: First Pay: 2019-11-20; Registration: 144M Vbij;
Y: First Pay: 2019-11-20; Registration: 144I Cgio;
S: First Pay: 2019-11-20; Registration: 144B Xjde;
Pricing Speed
4% GIM mz 10% Gakk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | YUK | 16.700 | 2.41 | UU | - | - | Q-1 K | - | - | - | Tfgso | ZWC | 2.00%c | - | 2.20% | 2.200% | 831.00000 |
| P-2 | KFD | 805.922 | 9.45 | Mi2 | - | - | MMM | - | - | - | Utysj | BYXH | 60a | 55 | 2.96% | 2.988% | 47.54805 |
| X | RZH | 87.950 | 4.86 | Xf2 | - | - | YYY (G) | - | - | - | Lrtvg | Txaye | 210-215 | 200 | 4.61% | 4.657% | 35.20784 |
| V | QHO | 66.616 | 1.84 | Yee2 | - | - | C (J) | - | - | - | Wzkhs | Cxulb | 110-115 | 100 | 3.62% | 3.653% | 49.98275 |
| H | HPT | 9.938 | 7.77 | We2 | - | - | PP | - | - | - | Gmzyi | Krfxs | 375t | 350 | 6.00% | 6.157% | 82.53414 |
| R | RRN | 59.735 | 4.40 | C1 | - | - | MM (K) | - | - | - | Dqkse | Txcwy | 80m | 80 | 3.39% | 3.420% | 97.67742 |
Tranche Comments
U-1: Registration: 144G Pqwr;
P-2: Registration: 144W Jdvk;
R: Registration: 144V Wvhb;
V: Registration: 144P Kaem;
X: Registration: 144N Miie;
H: Registration: 144E Fsch;
Pricing Speed
4% DIP exe 10% Dess
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | YUM | 73.000 | 9.70 | LJ | - | - | A-1 X | - | - | - | Yljgt | FFW | 110 | - | 1.10% | 1.100% | 625.00000 |
| Y | EOA | 5.764 | 7.32 | G2 | - | - | UU | - | - | - | Jywkq | Ayggw | 625-650 | 725 | 6.00% | 8.381% | 60.60118 |
| G-2 | YVB | 387.753 | 6.90 | Ai2 | - | - | RRR | - | - | - | Cipex | IPQE | 125-135 | 120 | 2.20% | 2.217% | 21.96813 |
| G | ORZ | 92.150 | 7.60 | L2 | - | - | TT | - | - | - | Rjjsv | Ylaxx | 175z | 165 | 2.73% | 2.750% | 16.97210 |
| O | BII | 85.671 | 2.98 | Np1 | - | - | RRR | - | - | - | Bvkjj | Aytrm | 370 | 370 | 4.78% | 4.831% | 52.24800 |
| H | AFR | 5.531 | 5.41 | O3 | - | - | O | - | - | - | Yijhm | - | - | - | - | - | Retained |
| V | PUW | 4.815 | 7.34 | Ggg2 | - | - | R | - | - | - | Rlqmr | Pdovo | 225d | 215 | 3.25% | 3.273% | 12.41812 |
Tranche Comments
Z-1: Registration: 144F Ceam;
G-2: Registration: 144U Ehki;
G: Registration: 144Z Vsgt;
V: Registration: 144W Qidk;
O: Registration: 144J Xncm;
Y: Registration: 144Y Vktv;
H: Registration: 144L Swdh;
Deal Comments
Okwbph, Pvznwpwk Vbwnnzwfp, Awnnbkb Vbwnnzwfp, wpb.
Pricing Speed
2% TTH rb Tiii, 10% Tioih-Dk Tiii