| 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 |
|---|
| K-2 | BPY | 549.815 | 4.10 | Hu2 | - | - | FFF | - | - | - | Gizzf | LOEE | 80-85 | 90 | 2.46% | 2.477% | 30.86300 |
| A | YIZ | 77.270 | 9.11 | F1 | - | - | P | - | - | - | Yozfa | Qqzmo | 115f | 118 | 2.64% | 2.664% | 51.78433 |
| G | CWS | 94.700 | 1.62 | Xb3 | - | - | II | - | - | - | Tvhpv | Mfbmz | 250x | 250 | 3.94% | 3.976% | 36.41166 |
| O-1 | FFP | 956.000 | 3.27 | PV | - | - | E-1 B | - | - | - | Ziuzj | RXY | 2.30% | 35 | 2.30% | 2.300% | 994.00000 |
| X | MOW | 96.291 | 5.50 | Hnn2 | - | - | CCC | - | - | - | Pfakx | Cnqqn | 150q | 150 | 2.95% | 2.976% | 54.11800 |
Tranche Comments
O-1: First Pay: 2019-11-20; Registration: 144C Hpqa;
K-2: First Pay: 2019-11-20; Registration: 144U Rnba;
A: First Pay: 2019-11-20; Registration: 144K Jclk;
X: First Pay: 2019-11-20; Registration: 144X Xubr;
G: First Pay: 2019-11-20; Registration: 144D Hqha;
Pricing Speed
4% VOG fj 10% Viww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | GJK | 77.300 | 1.26 | YE | - | - | N-1 O | - | - | - | Fczyr | KAK | 2.00%o | - | 2.20% | 2.200% | 472.00000 |
| U-2 | CWY | 639.316 | 2.45 | Mi2 | - | - | ZZZ | - | - | - | Omnvn | KYOH | 60q | 55 | 2.96% | 2.988% | 45.67975 |
| O | FJU | 30.268 | 6.50 | Bjj2 | - | - | E (L) | - | - | - | Yljnx | Qznmj | 110-115 | 100 | 3.62% | 3.653% | 54.88431 |
| H | ZMF | 55.827 | 5.30 | Hf2 | - | - | QQQ (R) | - | - | - | Fkvnn | Ktfvd | 210-215 | 200 | 4.61% | 4.657% | 25.38899 |
| S | ZRU | 2.811 | 4.96 | Ys2 | - | - | ZZ | - | - | - | Pvorb | Uebrf | 375j | 350 | 6.00% | 6.157% | 65.36514 |
| F | BOQ | 63.257 | 5.90 | X1 | - | - | ZZ (Z) | - | - | - | Lscbh | Xnvgr | 80j | 80 | 3.39% | 3.420% | 56.88234 |
Tranche Comments
D-1: Registration: 144N Mhvk;
U-2: Registration: 144E Vvel;
F: Registration: 144J Egcc;
O: Registration: 144H Uxbl;
H: Registration: 144H Bmwe;
S: Registration: 144Q Ddmy;
Pricing Speed
4% DAZ pwe 10% Dpmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LCN | 4.425 | 1.61 | W3 | - | - | H | - | - | - | Ewzra | - | - | - | - | - | Retained |
| I | RYA | 7.676 | 8.86 | Z2 | - | - | SS | - | - | - | Ynauq | Jgkds | 625-650 | 725 | 6.00% | 8.381% | 95.88824 |
| A-1 | OME | 50.000 | 8.80 | KE | - | - | L-1 C | - | - | - | Yicro | ZZN | 110 | - | 1.10% | 1.100% | 161.00000 |
| C-2 | KBR | 821.572 | 4.65 | Oc2 | - | - | QQQ | - | - | - | Cnazg | GHPZ | 125-135 | 120 | 2.20% | 2.217% | 66.33679 |
| U | JRT | 29.170 | 6.24 | R2 | - | - | QQ | - | - | - | Scgck | Fkijv | 175z | 165 | 2.73% | 2.750% | 57.37750 |
| E | PKJ | 8.413 | 4.69 | Bzz2 | - | - | U | - | - | - | Lklnd | Onras | 225k | 215 | 3.25% | 3.273% | 17.63528 |
| I | QZR | 95.317 | 8.83 | Tj1 | - | - | FFF | - | - | - | Uuwbh | Dumkc | 370 | 370 | 4.78% | 4.831% | 81.24162 |
Tranche Comments
A-1: Registration: 144B Gvxm;
C-2: Registration: 144I Wtvw;
U: Registration: 144B Uxin;
E: Registration: 144M Hgqt;
I: Registration: 144Z Zglw;
I: Registration: 144U Ihoo;
K: Registration: 144P Apga;
Deal Comments
Jccofv, Ysxpcmoc Obccpxovm, Sojcojw Obccpxovm, omo.
Pricing Speed
2% XXW zz Xgvv, 10% Xvegt-Vu Xgvv