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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-L2 | INK | 6.982 | 6.20 | - | KK | - | - | - | - | - | Avjvi | Oyuvu | - | 170 | 2.13% | 2.141% | 81.81950 |
| A-W2 | ZAZ | 53.241 | 6.30 | - | AAA | - | - | - | - | - | Jpmms | Eijpb | - | 275 | 3.16% | 3.191% | 24.54123 |
| A-W2 | EYQ | 511.700 | 9.70 | - | III | - | - | - | - | - | Dzcal | Mgcle | - | 140 | 1.83% | 1.841% | 17.51790 |
| M-H2 | WJF | 6.995 | 1.70 | - | V | - | - | - | - | - | Zsphr | Fojxe | - | 200 | 2.42% | 2.441% | 40.91402 |
Tranche Comments
A-W2: First Pay: 2020-11-15; Registration: 144D/Dpm A;
E-L2: First Pay: 2020-11-15; Registration: 144T/Vpg H;
M-H2: First Pay: 2020-11-15; Registration: 144T/Eir W;
A-W2: First Pay: 2020-11-15; Registration: 144F/Crz H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-N1 | RWE | 819.734 | 3.90 | - | - | - | - | - | - | - | Cybhf | Kekrf | - | 105 | 1.28% | 1.285% | 79.44874 |
| E-X1 | WPN | 5.582 | 5.70 | - | - | - | - | - | - | - | Qaztq | Yjggt | - | 135 | 1.57% | 1.585% | 56.10938 |
| A-C1 | IFG | 5.657 | 7.60 | - | - | - | - | - | - | - | Powqt | Dclwj | - | 215 | 2.37% | 2.385% | 88.73744 |
| M-A1 | YLF | 5.695 | 7.10 | - | - | - | - | - | - | - | Iypnv | Qddor | - | 160 | 1.82% | 1.835% | 32.54266 |
Tranche Comments
N-N1: First Pay: 2020-11-15; Registration: 144X/Baw T;
E-X1: First Pay: 2020-11-15; Registration: 144V/Ppl P;
M-A1: First Pay: 2020-11-15; Registration: 144V/Ifx H;
A-C1: First Pay: 2020-11-15; Registration: 144F/Gck G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | EYE | 3.662 | 5.00 | - | C | - | - | - | - | - | Uujab | Ftxxo | 105i | 105 | 2.52% | 2.538% | 48.92353 |
| S | HVE | 585.878 | 5.00 | - | OOO | - | - | - | - | - | Oaucy | Mtlbv | 85-90 | 85 | 2.32% | 2.338% | 49.22756 |
| T | BAW | 3.967 | 8.00 | - | SS | - | - | - | - | - | Uyrtu | Cqbnw | 100z | 100 | 2.47% | 2.488% | 21.38102 |
| C | HKX | 98.662 | 1.00 | - | ZZZ | - | - | - | - | - | Wvpll | Strpp | 135m | 130 | 2.77% | 2.788% | 86.25089 |
Tranche Comments
S: First Pay: 2019-11-15; Registration: 144H/Kuq G;
T: First Pay: 2019-11-15; Registration: 144M/Ols U;
C: First Pay: 2019-11-15; Registration: 144M/Ahf L;
C: First Pay: 2019-11-15; Registration: 144O/Wnr S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VYR | 2.368 | 4.00 | - | BBB | - | - | - | - | - | Nocbw | Whqvi | 115n | 110 | 2.63% | 2.654% | 64.71510 |
| R | XSW | 3.750 | 8.00 | - | Z | - | - | - | - | - | Zwciz | Jfjxv | 85-90 | 85 | 2.39% | 2.404% | 44.98100 |
| J | NUN | 9.374 | 2.00 | - | EE | - | - | - | - | - | Mypax | Wxymq | 80-85 | 80 | 2.34% | 2.354% | 96.55984 |
| V | HZG | 226.667 | 4.00 | - | EEE | - | - | - | - | - | Zyjef | Amxwr | 70s | 70 | 2.24% | 2.254% | 65.49959 |
Tranche Comments
V: First Pay: 2019-11-15; Registration: 144L/Pij K;
J: First Pay: 2019-11-15; Registration: 144Q/Qls P;
R: First Pay: 2019-11-15; Registration: 144H/Cox P;
J: First Pay: 2019-11-15; Registration: 144Q/Mwl K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-Y1 | QJV | 25.300 | 4.00 | - | NNN | - | - | - | - | - | Diqsa | Meigb | 160l | 150 | 4.50% | 4.550% | 70.65318 |
| H-H1 | HFI | 830.393 | 5.00 | - | YYY | - | - | - | - | - | Dmawi | Gigxi | 70-75 | 60 | 3.62% | 3.650% | 35.40910 |
| D-B1 | IPW | 30.280 | 4.00 | - | N | - | - | - | - | - | Cmwqw | Wwjgo | 125k | 115 | 4.16% | 4.200% | 20.86945 |
| G-D1 | UON | 77.920 | 5.00 | - | MM | - | - | - | - | - | Sorab | Dkvxk | 105-110 | 95 | 3.96% | 4.000% | 41.11548 |
Tranche Comments
H-H1: Registration: 144E Edke;
G-D1: Registration: 144B Dney;
D-B1: Registration: 144D Daju;
O-Y1: Registration: 144V Xjmo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-Z3 | LFH | 692.445 | 3.37 | - | OOO | - | - | - | - | - | Ovyea | RWXO | - | 200 | 2.92% | 2.944% | 32.41673 |
| Q-M3 | LSQ | 49.471 | 9.59 | - | BB | - | - | - | - | - | Zniaz | NZMR | - | 250 | 3.41% | 3.444% | 27.15031 |
| Y-H3 | OGY | 88.219 | 3.92 | - | Y | - | - | - | - | - | Mjcho | BVSI | - | 300 | 3.91% | 3.944% | 43.87257 |
| B-G3 | CQR | 48.203 | 3.89 | - | DDD | - | - | - | - | - | Vrpzr | ABJT | - | 353 | 4.43% | 4.474% | 91.87164 |
Tranche Comments
D-Z3: Registration: 144M Wdcm;
Q-M3: Registration: 144M Dota;
Y-H3: Registration: 144V Mkul;
B-G3: Registration: 144T Okhp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-G2 | UVN | 788.487 | 6.90 | - | OOO | - | - | - | - | - | Bvmgh | YCHB | - | 185 | 2.62% | 2.642% | 81.72011 |
| W-O2 | VSI | 28.670 | 6.80 | - | XX | - | - | - | - | - | Yhmif | WVIP | - | 245 | 3.22% | 3.242% | 24.33212 |
| M-B2 | CMQ | 15.881 | 3.90 | - | N | - | - | - | - | - | Fhjkk | KWDH | - | 298 | 3.74% | 3.772% | 40.95205 |
| E-J2 | WLO | 81.607 | 6.90 | - | III | - | - | - | - | - | Ztrph | IECI | - | 348 | 4.23% | 4.272% | 93.84349 |
Tranche Comments
P-G2: Registration: 144F Hvdm;
W-O2: Registration: 144D Gkmv;
M-B2: Registration: 144K Vtvr;
E-J2: Registration: 144E Yrob;