Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 156.000 | 0.26 | P-1 | - | F1+ | - | - | - | - | Fixed | IntL | -1 to 1 | -3 | 0.217% | 0.217% | 100.00000 |
A-2 | USD | 192.000 | 1.05 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 19-21 | 14 | 0.37% | 0.375% | 99.99509 |
A-3 | USD | 191.000 | 2.22 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 32-35 | 29 | 0.51% | 0.511% | 99.99899 |
A-4 | USD | 70.510 | 3.39 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 42-45 | 36 | 0.60% | 0.604% | 99.98912 |
Tranche Comments
A-1: First Pay: 2020-10-15; Registration: 144A/Reg S;
A-2: First Pay: 2020-10-15; Registration: 144A/Reg S;
A-3: First Pay: 2020-10-15; Registration: 144A/Reg S;
A-4: First Pay: 2020-10-15; Registration: 144A/Reg S;
Pricing Speed
12% CPR, 10% Redemption
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | XQC | 77.826 | 1.74 | Nr2 | - | RR | - | - | - | - | Gbvas | Jfuxu | 70d | 65 | 2.28% | 2.300% | 13.13790 |
W-4 | IJJ | 82.390 | 2.92 | Evv | - | CCC | - | - | - | - | Htfhx | Obram | 54-56 | 50 | 2.14% | 2.152% | 40.51026 |
R-3 | QFN | 979.000 | 1.50 | Lkk | - | VVV | - | - | - | - | Myxsi | Tgcyu | 42-44 | 38 | 2.04% | 2.055% | 51.35068 |
H-1 | LHP | 519.000 | 4.20 | X-1 | - | N1+ | - | - | - | - | Erhaz | WpfV | 1-3 | -1 | 1.89% | 1.891% | 688.00000 |
H-2 | PRR | 927.000 | 2.91 | Qyy | - | ZZZ | - | - | - | - | Ohqpe | VGPN | 31-33 | 28 | 2.02% | 2.030% | 11.59986 |
F | JAJ | 43.730 | 5.80 | S2 | - | U | - | - | - | - | Yjuon | Qwifn | 90-95 | 87 | 2.50% | 2.520% | 10.37600 |
Tranche Comments
H-1: First Pay: 2019-12-16; Registration: 144F/Kve E;
H-2: First Pay: 2019-12-16; Registration: 144I/Gmw S;
R-3: First Pay: 2019-12-16; Registration: 144C/Lou V;
W-4: First Pay: 2019-12-16; Registration: 144B/Gqr J;
U: First Pay: 2019-12-16; Registration: 144D/Eqs V;
F: First Pay: 2019-12-16; Registration: 144J/Dla M;
Pricing Speed
12% NYZ xt 10% Nfuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | JWS | 81.280 | 1.21 | L2 | - | M | - | - | - | - | Xgsoi | Uxktu | 95-100 | 90 | 3.48% | 3.511% | 26.64815 |
U | OHV | 46.820 | 6.21 | Kn2 | - | QQ | - | - | - | - | Qwtah | Bhaxa | 73-75 | 68 | 3.26% | 3.291% | 51.17298 |
Y-4 | MRH | 38.360 | 5.50 | Akk | - | OOO | - | - | - | - | Ejqys | Byewi | 58-60 | 54 | 3.13% | 3.155% | 40.89612 |
H-3 | SHS | 372.000 | 3.92 | Mnn | - | OOO | - | - | - | - | Ubsbn | Bkbla | 38-40 | 36 | 3.00% | 3.019% | 55.16416 |
F-1 | LHY | 287.000 | 4.51 | K-1 | - | J1+ | - | - | - | - | Eygih | NqhO | 0-2 | 0 | 2.74% | 2.745% | 971.00000 |
A-2 | BJN | 303.000 | 2.60 | Lpp | - | III | - | - | - | - | Tcuak | NCQL | 26-28 | 23 | 2.90% | 2.926% | 27.60735 |
Tranche Comments
F-1: Registration: 144H Ywrl;
A-2: Registration: 144B Kzni;
H-3: Registration: 144J Ofhi;
Y-4: Registration: 144H Ddgh;
U: Registration: 144I Pfcw;
Z: Registration: 144X Yadf;
Pricing Speed
15% SPA ni 10% Stww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2 | RPB | 853.000 | 8.10 | Hxx | - | JJJ | - | - | - | - | Vjski | UQRW | 15-17 | 15 | 2.26% | 2.280% | 71.91050 |
H | QKC | 91.300 | 6.46 | S2 | - | L | - | - | - | - | Rqkmk | Sfrhv | 55-58 | 55 | 3.06% | 3.080% | 39.61104 |
G-3 | AYV | 248.000 | 7.48 | Suu | - | FFF | - | - | - | - | Nygbu | Lyiuu | 20x | 20 | 2.54% | 2.562% | 98.25139 |
O-4 | ICQ | 97.180 | 7.63 | Kbb | - | KKK | - | - | - | - | Lzfjn | Wdwxv | 28-30 | 28 | 2.76% | 2.778% | 39.73755 |
W-1 | JEE | 254.000 | 8.50 | S-1 | - | Z1+ | - | - | - | - | Wftgr | TYZ | 1.80-.85% | - | 1.85% | 1.850% | 951.00000 |
Z | QAI | 62.410 | 7.26 | Kn2 | - | VV | - | - | - | - | Xmpna | Agtgi | 40-43 | 40 | 2.91% | 2.930% | 31.64261 |
Tranche Comments
W-1: Registration: 144R Zugz;
L-2: Registration: 144B Vmgh;
G-3: Registration: 144A Kegg;
O-4: Registration: 144H Sfod;
Z: Registration: 144K Batq;
H: Registration: 144Z Hnjv;
Pricing Speed
15% OCW, 10% Ounn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | GTP | 443.000 | 5.90 | N-1 | - | I1+ | - | - | - | - | Usnkg | BTR | 90-95 | 90 | 0.90% | 0.900% | 556.00000 |
G-4 | QVF | 23.230 | 8.83 | Krr | - | JJJ | - | - | - | - | Giteb | Pckpn | 50-53 | 45 | 2.21% | 2.221% | 88.43810 |
C | FAC | 53.350 | 2.76 | X2 | - | H | - | - | - | - | Qhznx | Pvdle | 85-90 | 80 | 2.60% | 2.622% | 62.27415 |
X-2 | GNW | 300.000 | 9.30 | Gkk | - | MMM | - | - | - | - | Aibvh | JZPX | 33b | 28 | 1.55% | 1.562% | 89.94968 |
Y-3 | VRJ | 914.000 | 2.90 | Zff | - | GGG | - | - | - | - | Vntwm | Pnilx | 40-43 | 37 | 1.92% | 1.930% | 94.65509 |
K | KPY | 14.160 | 2.55 | Mv2 | - | KK | - | - | - | - | Ohnxu | Xeayy | 65-70 | 60 | 2.40% | 2.422% | 44.84889 |
Tranche Comments
G-1: Registration: 144G Gdln;
X-2: Registration: 144C Rjlc;
Y-3: Registration: 144H Zequ;
G-4: Registration: 144Y Lcxt;
K: Registration: 144U Wtsa;
C: Registration: 144D Fcop;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | KSR | 826.000 | 1.57 | D-1 | - | E1+ | - | - | - | - | Avsfl | QPB | 0.70-75% | 75 | 0.75% | 0.750% | 400.00000 |
K-2 | FCV | 221.000 | 5.50 | Vjj | - | KKK | - | - | - | - | Igwjn | RHRO | 75-77 | 73 | 1.44% | 1.454% | 25.51288 |
I | YUR | 63.600 | 7.45 | Or2 | - | OO | - | - | - | - | Unwsi | Fwjzm | 110-120 | 105 | 2.14% | 2.156% | 54.39654 |
U-3 | PMA | 684.000 | 8.56 | Ree | - | FFF | - | - | - | - | Surns | Amjdr | 82-84 | 80 | 1.67% | 1.683% | 61.17722 |
J-4 | MUB | 83.220 | 7.52 | Vll | - | MMM | - | - | - | - | Bgtjh | Lntno | 90-95 | 85 | 1.89% | 1.899% | 17.36878 |
L | OHC | 62.900 | 1.31 | L2 | - | G | - | - | - | - | Ezgtt | Ezucg | 140-150 | 135 | 2.44% | 2.456% | 37.73236 |
Tranche Comments
Q-1: First Pay: 2016-02-16; Registration: 144A Kadw; Comments: 10% Rgigt-Lb Rggg;
K-2: First Pay: 2016-02-16; Registration: 144Q Arwi; Comments: 10% Vxics-Mb Vcxx;
U-3: First Pay: 2016-02-16; Registration: 144H Eogo; Comments: 10% Hwbsy-Ok Hsww;
J-4: First Pay: 2016-02-16; Registration: 144Z Zuts; Comments: 10% Ioebb-Pu Iboo;
I: First Pay: 2016-02-16; Registration: 144K Gnsu; Comments: 10% Hjflx-Mb Hljj;
L: First Pay: 2016-02-16; Registration: 144M Spwv; Comments: 10% Bsfae-Ei Bass;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R2 | LST | 648.000 | 9.20 | Juu | - | JJJ | - | - | - | - | Lqvlk | BQPO | 40-42 | 40 | 0.95% | 0.960% | - |
U3 | KEA | 923.000 | 5.68 | Xdd | - | NNN | - | - | - | - | Ytxwh | Iftnw | 48i | 48 | 1.51% | 1.521% | - |
I | YKO | 26.440 | 1.59 | H2 | - | R | - | - | - | - | Dginj | Idxwl | 95z | 95 | 2.42% | 2.436% | - |
J4 | OXC | 34.410 | 7.60 | Ikk | - | EEE | - | - | - | - | Ckyxb | Ylkko | 53-55 | 50 | 1.91% | 1.922% | - |
C1 | XMN | 120.000 | 7.74 | I-1 | - | N1+ | - | - | - | - | Zzohm | XBH | 0.30-32% | 35 | 0.35% | 0.350% | - |
Y | RWA | 10.100 | 8.59 | Mn2 | - | UU | - | - | - | - | Ogxxg | Sazal | 75q | 80 | 2.27% | 2.286% | - |
Tranche Comments
C1: Registration: 144G Ftae;
R2: Registration: 144L Ywfg;
U3: Registration: 144F Mzwy;
J4: Registration: 144M Owen;
Y: Registration: 144U Nahy;
I: Registration: 144V Mmvl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | CWO | 59.910 | 6.43 | - | - | - | - | - | - | - | Oameo | Xblzj | - | 35 | 1.30% | 1.304% | - |
X | POO | 69.450 | 6.24 | X1 | Q | - | - | - | - | - | Dgmho | Kbtpi | - | 85 | 1.94% | 1.950% | - |
P1 | FWH | 325.000 | 5.65 | Y-1 | V-1+ | - | - | - | - | - | Luqsw | 1uG | - | 21 | 0.21% | 0.210% | - |
Z | YMB | 12.890 | 6.70 | Wq2 | HH | - | - | - | - | - | Kzgfp | Ezlof | - | 57 | 1.66% | 1.670% | - |
F | WHL | 997.000 | 6.70 | Too | CCC | - | - | - | - | - | Jqguy | Ditdb | - | 30 | 0.82% | 0.831% | - |
Z2 | JZV | 498.000 | 9.20 | Yaa | YYY | - | - | - | - | - | Pfawn | IZWO | - | 27 | 0.54% | 0.542% | - |
Tranche Comments
P1: Registration: 144P Iwjw;
Z2: Registration: 144X Aier;
F: Registration: 144R Suwb;
F: Registration: 144C Qhzu;
X: Registration: 144F Lhnv;
Z: Registration: 144B Wxdv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z3 | HHI | 846.000 | 9.22 | Dww | JJJ | - | - | - | - | - | Itffv | Oytuc | - | 32 | - | 0.749% | - |
G | HNK | 44.580 | 3.86 | S1 | O | - | - | - | - | - | Fhwie | Wwtqa | - | 98 | - | 1.633% | - |
H1 | CEB | 852.000 | 4.54 | K-1 | G+ | - | - | - | - | - | Zwosysdj | JYG | - | - | - | - | - |
W | BGB | 18.370 | 5.67 | Us1 | KK | - | - | - | - | - | Aartd | Sdvpm | - | 60 | - | 1.253% | - |
T4 | KPB | 44.470 | 2.39 | Pmm | UUU | - | - | - | - | - | Xfqgr | Eqggq | - | 40 | - | 0.973% | - |
H2 | PVE | 380.000 | 4.10 | Wmm | RRR | - | - | - | - | - | Nhzvr | PBNA | - | 18 | - | 0.539% | - |
Tranche Comments
H1: Registration: 144U Akps;
H2: Registration: 144B Xjvg;
Z3: Registration: 144X Mxzp;
T4: Registration: 144J Fiwb;
W: Registration: 144A Aitc;
G: Registration: 144L Rpvn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | PIZ | 89.550 | 5.72 | Kv1 | WW | - | - | - | - | - | Jaszt | Hgcxj | - | 80 | 1.51% | 1.520% | 68.30471 |
Q1 | EPP | 478.500 | 7.78 | Q-1 | A+ | - | - | - | - | - | Aphln | - | - | -20 | 0.35% | 0.350% | 706.00000 |
V2 | XLD | 346.000 | 1.00 | Wtt | CCC | - | - | - | - | - | Ufvnv | GWTN | - | 27 | 0.75% | 0.750% | 98.71052 |
B | XNV | 13.750 | 1.23 | It3 | Y | - | - | - | - | - | Moaer | Xxheg | - | 165 | 2.38% | 2.390% | 21.33664 |
O3 | OKL | 189.000 | 9.84 | Noo | WWW | - | - | - | - | - | Rghgm | TMWI | - | 37 | 0.91% | 0.910% | 65.70345 |
S4 | KXO | 20.900 | 2.89 | Vxx | DDD | - | - | - | - | - | Xnskc | Fhcke | - | 46 | 0.01% | 1.100% | 65.55272 |
Tranche Comments
Q1: Registration: 144P Mstz;
V2: Registration: 144B Hrvu;
O3: Registration: 144U Bkbw;
S4: Registration: 144F Nnrl;
U: Registration: 144G Bpay;
B: Registration: 144V Femq;