| 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 |
|---|
| Q-2 | JWA | 277.551 | 2.20 | Mz2 | - | - | ZZZ | - | - | - | Mqoii | ALCZ | 80-85 | 90 | 2.46% | 2.477% | 50.10800 |
| A | YGZ | 24.180 | 1.98 | P1 | - | - | V | - | - | - | Fvjyw | Mjnpx | 115l | 118 | 2.64% | 2.664% | 24.23667 |
| O | RLI | 66.200 | 5.76 | Lb3 | - | - | VV | - | - | - | Aogmi | Byxaa | 250z | 250 | 3.94% | 3.976% | 93.59676 |
| L | HAX | 97.941 | 7.22 | Ioo2 | - | - | CCC | - | - | - | Jwtbx | Acygt | 150b | 150 | 2.95% | 2.976% | 30.39042 |
| Z-1 | WFQ | 294.000 | 5.49 | GJ | - | - | D-1 B | - | - | - | Iankp | IQU | 2.30% | 35 | 2.30% | 2.300% | 277.00000 |
Tranche Comments
Z-1: First Pay: 2019-11-20; Registration: 144Z Bcde;
Q-2: First Pay: 2019-11-20; Registration: 144R Ghvi;
A: First Pay: 2019-11-20; Registration: 144N Jekl;
L: First Pay: 2019-11-20; Registration: 144H Dsvq;
O: First Pay: 2019-11-20; Registration: 144H Vhsk;
Pricing Speed
4% DLG ga 10% Ddaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | JIF | 996.329 | 4.10 | Mf2 | - | - | UUU | - | - | - | Jqyfa | NZZA | 60o | 55 | 2.96% | 2.988% | 29.99856 |
| Y | WOV | 81.246 | 9.58 | Vw2 | - | - | TTT (G) | - | - | - | Rjuyx | Uclgg | 210-215 | 200 | 4.61% | 4.657% | 73.82862 |
| B | EJV | 90.490 | 7.20 | S1 | - | - | FF (I) | - | - | - | Cmfln | Vmvim | 80w | 80 | 3.39% | 3.420% | 61.26900 |
| P | RVM | 97.713 | 3.70 | Tuu2 | - | - | Q (D) | - | - | - | Duvzt | Kxkgl | 110-115 | 100 | 3.62% | 3.653% | 36.91425 |
| M-1 | UPP | 96.200 | 4.11 | BK | - | - | T-1 S | - | - | - | Jcbxh | XOF | 2.00%e | - | 2.20% | 2.200% | 253.00000 |
| M | OGF | 6.597 | 3.37 | Ke2 | - | - | HH | - | - | - | Jmzov | Pfqty | 375d | 350 | 6.00% | 6.157% | 52.49987 |
Tranche Comments
M-1: Registration: 144Q Dctc;
I-2: Registration: 144F Cngk;
B: Registration: 144T Fjkp;
P: Registration: 144G Krux;
Y: Registration: 144W Mdwl;
M: Registration: 144H Etff;
Pricing Speed
4% ZAF how 10% Zhss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | HAQ | 55.580 | 6.14 | P2 | - | - | YY | - | - | - | Aabfu | Ueloy | 175u | 165 | 2.73% | 2.750% | 19.74450 |
| J | HYO | 69.474 | 9.41 | Cw1 | - | - | WWW | - | - | - | Rbqym | Abitd | 370 | 370 | 4.78% | 4.831% | 68.47039 |
| Y | OEB | 1.749 | 7.69 | V2 | - | - | EE | - | - | - | Kgfni | Pmldu | 625-650 | 725 | 6.00% | 8.381% | 85.42209 |
| Q-1 | ZXZ | 49.000 | 7.30 | CY | - | - | E-1 F | - | - | - | Wwxfp | BPE | 110 | - | 1.10% | 1.100% | 541.00000 |
| R-2 | ZEJ | 836.148 | 8.26 | Au2 | - | - | MMM | - | - | - | Vsmmz | ECGS | 125-135 | 120 | 2.20% | 2.217% | 42.49303 |
| G | FCJ | 9.178 | 8.97 | Dyy2 | - | - | Z | - | - | - | Qqjjd | Tnhtv | 225w | 215 | 3.25% | 3.273% | 57.52468 |
| Z | EUX | 6.478 | 7.70 | F3 | - | - | V | - | - | - | Cihme | - | - | - | - | - | Retained |
Tranche Comments
Q-1: Registration: 144B Wdbj;
R-2: Registration: 144B Aota;
E: Registration: 144P Uiak;
G: Registration: 144D Uqev;
J: Registration: 144Y Zxit;
Y: Registration: 144C Wsby;
Z: Registration: 144X Mxjg;
Deal Comments
Vgfzky, Bzrmfxwg Jeftmrwwx, Gwctzcw Jeftmrwwx, wxz.
Pricing Speed
2% FTY gf Fajj, 10% Fjqag-Nw Fajj