| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CGL | 7.421 | 1.84 | Ym2 | - | - | SS (A) | UUU | - | - | Xnpyy | Aenoy | 500w | 463.5 | 4.89% | 4.950% | 54.14722 |
| T | OFN | 3.474 | 3.85 | Vqq2 | - | - | QQQ (N) | X | - | - | Rhrqc | Bfqyn | 235-245 | 220 | 2.50% | 2.514% | 29.84733 |
| R | XWZ | 2.540 | 9.18 | W2 | - | - | Q | HH | - | - | - | - | - | - | - | - | Retained |
| V-1 | XCX | 32.590 | 3.75 | TC | - | - | R-1 O | X1+ | - | - | Npuee | QwmC | 10-13 | 7 | 0.31% | 0.310% | 217.00000 |
| D-2 | XML | 30.610 | 3.46 | Oww | - | - | UUU | QQQ | - | - | Oqujn | KHCT | 85-95 | 70 | 0.91% | 0.919% | 92.53953 |
| A | XNZ | 90.360 | 8.20 | Xo3 | - | - | M (A) | BB | - | - | Voapw | Cubrv | 135-145 | 120 | 1.46% | 1.469% | 64.84335 |
Tranche Comments
V-1: First Pay: 2020-11-20; Registration: 144Z Xhwn;
D-2: First Pay: 2020-11-20; Registration: 144A Otzu;
A: First Pay: 2020-11-20; Registration: 144T Ptcy;
T: First Pay: 2020-11-20; Registration: 144I Zehv;
V: First Pay: 2020-11-20; Registration: 144X Bvso;
R: First Pay: 2020-11-20; Registration: 144M Cdzu;
Pricing Speed
4% WSD qe 10% Wtnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | RXP | 43.519 | 1.41 | Soo2 | - | - | ZZZ | - | - | - | Xsgfv | Prgvt | 150l | 150 | 2.95% | 2.976% | 93.36864 |
| J | JBT | 87.380 | 5.77 | F1 | - | - | J | - | - | - | Qyseg | Kyqfr | 115q | 118 | 2.64% | 2.664% | 68.75885 |
| X-1 | YQW | 750.000 | 1.88 | GI | - | - | M-1 O | - | - | - | Vmsgw | HPG | 2.30% | 35 | 2.30% | 2.300% | 540.00000 |
| K-2 | VAX | 178.520 | 5.30 | Zg2 | - | - | XXX | - | - | - | Qopph | AYOQ | 80-85 | 90 | 2.46% | 2.477% | 78.78200 |
| M | ZSA | 61.900 | 7.92 | Lv3 | - | - | HH | - | - | - | Pihyx | Wjnxm | 250k | 250 | 3.94% | 3.976% | 72.46473 |
Tranche Comments
X-1: First Pay: 2019-11-20; Registration: 144Y Cslu;
K-2: First Pay: 2019-11-20; Registration: 144Y Rgja;
J: First Pay: 2019-11-20; Registration: 144V Xbdx;
N: First Pay: 2019-11-20; Registration: 144W Ojdf;
M: First Pay: 2019-11-20; Registration: 144I Xwog;
Pricing Speed
4% KZD ki 10% Kayy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | XJV | 57.800 | 3.74 | UU | - | - | Y-1 O | - | - | - | Rsvil | FEG | 2.00%v | - | 2.20% | 2.200% | 781.00000 |
| P | JKJ | 79.927 | 5.87 | Gc2 | - | - | WWW (K) | - | - | - | Gavnr | Kwaer | 210-215 | 200 | 4.61% | 4.657% | 65.87272 |
| H-2 | GRY | 997.358 | 8.51 | Pr2 | - | - | PPP | - | - | - | Ictkj | AAZX | 60q | 55 | 2.96% | 2.988% | 49.23898 |
| C | HKK | 5.342 | 1.65 | Kk2 | - | - | DD | - | - | - | Gkwcr | Snmud | 375i | 350 | 6.00% | 6.157% | 59.31971 |
| Z | UFO | 21.333 | 8.20 | Q1 | - | - | KK (B) | - | - | - | Jwrne | Lyojh | 80h | 80 | 3.39% | 3.420% | 24.58716 |
| W | GHO | 47.907 | 3.20 | Jee2 | - | - | N (V) | - | - | - | Fsqrp | Aekxb | 110-115 | 100 | 3.62% | 3.653% | 84.93010 |
Tranche Comments
J-1: Registration: 144R Uafm;
H-2: Registration: 144L Lhqu;
Z: Registration: 144M Nebu;
W: Registration: 144M Hzry;
P: Registration: 144N Jicl;
C: Registration: 144M Eqgu;
Pricing Speed
4% HOD rap 10% Hrzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MMG | 5.844 | 1.38 | Koo2 | - | - | U | - | - | - | Hmgsh | Smmnl | 225r | 215 | 3.25% | 3.273% | 71.75555 |
| E | ZXF | 43.530 | 1.52 | L2 | - | - | NN | - | - | - | Aojej | Fgbpi | 175b | 165 | 2.73% | 2.750% | 78.41040 |
| W | EUX | 35.892 | 3.60 | Dt1 | - | - | SSS | - | - | - | Lluro | Hqjjw | 370 | 370 | 4.78% | 4.831% | 25.73644 |
| M | EBO | 8.635 | 3.20 | S3 | - | - | F | - | - | - | Kbjcn | - | - | - | - | - | Retained |
| J | BEM | 9.290 | 7.35 | Z2 | - | - | VV | - | - | - | Qblny | Pnock | 625-650 | 725 | 6.00% | 8.381% | 65.17745 |
| P-2 | QLZ | 393.268 | 4.50 | Zg2 | - | - | RRR | - | - | - | Mpttz | YVUJ | 125-135 | 120 | 2.20% | 2.217% | 57.94752 |
| O-1 | TBF | 70.000 | 2.60 | ER | - | - | C-1 F | - | - | - | Mmpor | PQV | 110 | - | 1.10% | 1.100% | 450.00000 |
Tranche Comments
O-1: Registration: 144G Gnqu;
P-2: Registration: 144Z Kaum;
E: Registration: 144M Ungr;
B: Registration: 144N Hhii;
W: Registration: 144N Istl;
J: Registration: 144A Zdrn;
M: Registration: 144Z Fhib;
Deal Comments
Zryhyf, Tcfbybjr Nqypbfjyb, Yjyphip Nqypbfjyb, jbh.
Pricing Speed
2% GTB tk Ggoo, 10% Goqgu-Zh Ggoo