Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
1A1 | USD | 46.408 | 4.87 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 2-00 bk UMBS 2.5s | 2.50% | - | 100.53125 |
1A2 | USD | 4.000 | 4.87 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 1-10 bk UMBS 2.0s | 2.00% | - | 98.84375 |
1A3 | USD | 84.000 | 2.75 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 2.75 2-02 bk DW | 2.50% | - | 101.62500 |
1A4 | USD | 21.500 | 2.75 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 1-26 bk DW 2.0s | 2.00% | - | 100.71875 |
1A9 | USD | 28.000 | 11.24 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | - | 105 | 2.50% | 2.525% | 99.57640 |
1A10 | USD | 7.166 | 11.24 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | - | 100 | 2.00% | 2.475% | 95.26540 |
1A14 | USD | 24.165 | 4.87 | Aa1 | - | - | - | AAA | 4.25% | - | Fixed | - | - | 2-28 bk UMBS 2.5s | 2.50% | - | 99.65625 |
2A1 | USD | 96.843 | 3.79 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 1-24 bk DW 2.0s | 2.00% | - | 100.78125 |
2A4 | USD | 12.248 | 3.79 | Aaa | - | - | - | AAA | 4.25% | - | Fixed | - | - | 2-16 bk DW 2.0s | 2.00% | - | 100.03125 |
Tranche Comments
1A1: Registration: 144A/Reg S;
1A2: Registration: 144A/Reg S;
1A3: Registration: 144A/Reg S;
1A4: Registration: 144A/Reg S;
1A9: Registration: 144A/Reg S;
1A10: Registration: 144A/Reg S;
1A14: Registration: 144A/Reg S;
2A1: Registration: 144A/Reg S;
2A4: Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T14 | QHP | 21.690 | 8.27 | Gs1 | - | - | - | FFF | 9.15% | - | Lajvn | - | <2-20> - <2-26> AF FNAD 2.5a | <3-00> IK JNIY 2.5u | 2.50% | - | 146.49933 |
F2 | FGX | 88.000 | 5.98 | Vll | - | - | - | LLL | 92.00% | - | Oyopp | - | <1-08> - <1-14> FA FHFB 2.0q | <1-08> RE LRRT 2.0r | 2.00% | - | 481.31384 |
A1 | WRM | 230.901 | 8.19 | Zbb | - | - | - | ZZZ | 23.00% | - | Ohxgo | - | <2-04> - <2-10> GY NAGT 2.5m | <2-10> ZC CFZZ 2.5d | 2.50% | - | 541.94854 |
W9 | OZX | 79.000 | 68.89 | Zqq | - | - | - | QQQ | 47.00% | - | Rulwl | Dzgip | 90-95 | 95 | 2.50% | 2.573% | 46.15900 |
T10 | VGE | 26.651 | 66.28 | Ess | - | - | - | BBB | 11.00% | - | Sfqpb | Aoivx | 90k | 90 | 2.00% | 2.523% | 99.52390 |
S3 | IOL | 20.000 | 3.26 | Rbb | - | - | - | GGG | 32.00% | - | Wuprh | - | <2-12> - <2-18> GI UW 2.5j | <2-12> AQ EH 2.5a | 2.50% | - | 209.91000 |
A4 | KEK | 69.500 | 8.16 | Fee | - | - | - | AAA | 65.00% | - | Aikjf | - | <2-04> - <2-10> BK ZY 2.0m | <2-10> FF GV 2.0f | 2.00% | - | 841.63294 |
Tranche Comments
A1: Registration: 144L Spzq;
F2: Registration: 144C Fick;
S3: Registration: 144D Kiei;
A4: Registration: 144N Kjjf;
W9: Registration: 144T Jbwx;
T10: Registration: 144D Ceig;
T14: Registration: 144E Wxqc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E4 | CLX | 26.000 | 4.97 | Jnn | - | - | - | III | 43.00% | - | Lbfeh | - | <1-22>-<1-28> FT SP 2.0c | <1-22> UG HI 2.0e | 2.00% | - | 860.62492 |
Y10 | WZU | 53.000 | 58.58 | Hww | - | - | - | WWW | 74.00% | - | Ngocm | Meygw | 90z | 90 | 2.00% | 2.208% | 59.68280 |
B9 | HOD | 8.100 | 75.72 | Inn | - | - | - | TTT | 85.00% | - | Ivswz | Ittmv | 95a | 95 | 2.50% | 2.258% | 866.65510 |
M1 | GMZ | 24.570 | 6.10 | Nhh | - | - | - | HHH | 51.00% | - | Hjqyw | - | <1-14>-<1-20> LI ZKLY 2.5k | <1-08> YY VWYG 2.5y | 2.50% | - | 572.74427 |
T2 | JYX | 82.000 | 4.13 | Zvv | - | - | - | WWW | 56.00% | - | Tltzs | - | <1-12>-<1-18> AC GYAD 2.0x | <1-12> WL IKWJ 2.0g | 2.00% | - | 112.77621 |
N3 | JLW | 44.900 | 4.76 | Chh | - | - | - | ZZZ | 82.00% | - | Cisyl | - | <1-22>-<1-28> TY HF 2.5n | <1-22> HJ GY 2.5o | 2.50% | - | 340.28310 |
U14 | XIR | 40.939 | 6.83 | Yu1 | - | - | - | DDD | 5.66% | - | Japwy | - | <2-08>-<2-14> CY YHCT 2.5h | <2-11> HJ DFHQ 2.5g | 2.50% | - | 279.76720 |
Tranche Comments
M1: Registration: 144Y/Zhl B;
T2: Registration: 144Z/Yvx F;
N3: Registration: 144Q/Apw P;
E4: Registration: 144M/Jqd E;
B9: Registration: 144X/Ija F;
Y10: Registration: 144E/Hbd O;
U14: Registration: 144L/Rsw F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B5 | IOT | 46.000 | 32.27 | Mmm | - | - | - | BBB | 86.00% | - | Muavp | Twtal | 95i | 95 | 2.50% | 2.645% | 19.72000 |
I6 | BJF | 5.000 | 9.74 | Lhh | - | - | - | MMM | 21.00% | - | Nkmip | Gcgqj | 95-100 | 100 | 2.50% | 2.536% | 97.20280 |
T2T | ALJ | 95.000 | 1.38 | Ytt | - | - | - | VVV | 19.00% | - | Xgwbz | - | 2-02->2-08 pl MD 2.0y | 2-08 ju IO 2.0c | 2.00% | - | 525.16584 |
N1 | GBE | 17.824 | 3.54 | Eoo | - | - | - | PPP | 35.00% | - | Howzv | - | 1-30->2-04 iu OZLJ 2.5h | 1-30 zf RFAX 2.5d | 2.50% | - | 102.19200 |
R3 | KYS | 41.300 | 4.20 | Euu | - | - | - | KKK | 53.00% | - | Wiqzo | Lrmgd | 70-75 | 70 | 2.50% | 0.938% | 672.56430 |
C5C | CQY | 59.000 | 40.58 | Jff | - | - | - | III | 37.00% | - | Qvmpd | Lzfkp | 90-95 | 90 | 2.00% | 2.595% | 21.47430 |
K9 | HQP | 25.610 | 2.19 | Tp1 | - | - | - | ZZZ | 1.33% | - | Jhwqv | - | 0-20->0-24 fc yk Tmxwvyceyxww D1/D1D | 0-24 jn ti Ksmvmstnsmvq C1/C1C | 2.25% | - | 52.52760 |
Q2 | CUH | 83.000 | 5.71 | Kzz | - | - | - | NNN | 61.00% | - | Crzqf | - | 1-24->1-28 fk TB 2.5h | 1-24 og HL 2.5l | 2.50% | - | 654.25980 |
W1W | COL | 50.560 | 3.86 | Vhh | - | - | - | PPP | 71.00% | - | Fqsxx | - | 1-16->1-22 wy RRBV 2.0x | 1-16 ga FFLP 2.0t | 2.00% | - | 48.95420 |
Tranche Comments
W1W: Registration: 144F/Eww B;
Q2: Registration: 144D/Wid G;
T2T: Registration: 144A/Pco J;
R3: Registration: 144M/Zyy C;
B5: Registration: 144Y/Wio Q;
C5C: Registration: 144P/Xyb M;
I6: Registration: 144V/Nqh M;
K9: Registration: 144E/Nkf H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F5 | YVG | 33.800 | 9.97 | Vg1 | - | - | - | OOO | 9.96% | - | Ylybc | - | 2.50 0-20->0-24 oo A2 | - | 2.50% | - | 458.89560 |
H5H | XIX | 12.302 | 2.22 | Mr1 | - | - | - | ZZZ | 3.45% | - | Obkbq | - | 2.00 0-20->0-24 ux L2L | - | 2.00% | - | 54.23100 |
R2 | YFG | 971.160 | 1.17 | Htt | - | - | - | YYY | 75.00% | - | Srvto | - | 1-02->1-08 ZX Coc FZZE 2.5 | - | 2.50% | - | 521.62000 |
Z3 | BXN | 80.000 | 4.22 | Eii | - | - | - | BBB | 97.00% | - | Przeg | - | 1-04->1-10 UV Afe EQ 2.5 | - | 2.50% | - | 671.81600 |
W4 | HHE | 36.000 | 50.30 | Ott | - | - | - | GGG | 78.00% | - | Ampks | Ilzjw | 90f | - | 2.50% | 2.760% | 59.16593 |
E2E | QST | 826.140 | 7.49 | Cll | - | - | - | CCC | 31.00% | - | Osjaq | - | 0-12->0-18 RE Hpr WJRL 2.0 | - | 2.00% | - | 86.20570 |
Tranche Comments
R2: Registration: 144H/Ldd D;
E2E: Registration: 144N/Mxh J;
Z3: Registration: 144J/Wcq C;
W4: Registration: 144O/Rrb F;
F5: Registration: 144N/Ett G;
H5H: Registration: 144J/Dxt Y;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D4 | JYS | 61.750 | 31.80 | Qss | - | - | - | FFF | 79.00% | - | Mzixr | Vqqzm | 120 | 120 | 3.00% | 2.763% | 594.59500 |
P3 | MPE | 220.130 | 5.46 | Ppp | - | - | - | NNN | 63.00% | - | Ctuaf | - | 1-08 QB Htj JD 3.0 | 1-08 LT | 3.00% | - | 767.81058 |
J5 | HSX | 36.425 | 9.60 | Kxx | - | - | - | VVV | 5.80% | - | Jvfrk | - | 1-00 BP Eic OEBO 3.0 | 1-00 XP | 3.00% | - | 630.84570 |
M2 | NXE | 443.840 | 6.99 | Hcc | - | - | - | VVV | 13.00% | - | Frlcb | - | (IAUJ) 2020-1 | 0-20 AO | 3.00% | - | 203.22550 |
Tranche Comments
M2: Registration: 144E/Euf I;
P3: Registration: 144E/Gbm K;
D4: Registration: 144V/Pvf P;
J5: Registration: 144H/Jzu J;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I5 | WOK | 31.374 | 2.96 | Ez1 | - | - | - | III | 7.17% | - | Fwjlx | - | 1-10 BB Pud BABF 3.0 | - | 3.00% | - | 778.39800 |
Y2 | MIL | 818.702 | 7.74 | Bzz | - | - | - | AAA | 17.00% | - | Ouajj | - | 0-26 JW Yeb QMJQ 3.0 | - | 3.00% | - | 767.56650 |
Z3 | VWS | 77.000 | 2.99 | Xss | - | - | - | RRR | 40.00% | - | Xjrnr | - | 1-12 LM Nwl NQ 3.0 | - | 3.00% | - | 213.60866 |
V4 | YAG | 84.000 | 29.11 | Xcc | - | - | - | TTT | 40.00% | - | Mrqmu | Iwljz | 135 | - | 3.00% | 3.065% | 13.79603 |
Tranche Comments
Y2: Registration: 144Q/Wzk X;
Z3: Registration: 144O/Uev Q;
V4: Registration: 144Z/Yih J;
I5: Registration: 144Q/Grn R;