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 |
---|
Z-3 | WVO | 164.000 | 9.90 | Fnn | - | XXX | - | - | - | - | Chwyq | Lrxft | 42-44 | 38 | 2.04% | 2.055% | 72.75490 |
D-4 | REP | 62.501 | 6.76 | Omm | - | XXX | - | - | - | - | Bntiz | Coyxl | 54-56 | 50 | 2.14% | 2.152% | 69.38471 |
L-2 | RZV | 818.000 | 6.97 | Pnn | - | SSS | - | - | - | - | Mbnqt | VUEI | 31-33 | 28 | 2.02% | 2.030% | 48.41230 |
N | FXY | 71.763 | 8.40 | Ew2 | - | RR | - | - | - | - | Slkmf | Nvron | 70z | 65 | 2.28% | 2.300% | 10.27065 |
K-1 | RAO | 862.000 | 5.44 | A-1 | - | K1+ | - | - | - | - | Hljyh | IkoU | 1-3 | -1 | 1.89% | 1.891% | 346.00000 |
Q | LCI | 83.150 | 8.31 | I2 | - | A | - | - | - | - | Njckv | Svmfk | 90-95 | 87 | 2.50% | 2.520% | 97.93660 |
Tranche Comments
K-1: First Pay: 2019-12-16; Registration: 144L/Uhs R;
L-2: First Pay: 2019-12-16; Registration: 144Q/Qjr F;
Z-3: First Pay: 2019-12-16; Registration: 144L/Lhf I;
D-4: First Pay: 2019-12-16; Registration: 144P/Urx F;
N: First Pay: 2019-12-16; Registration: 144A/Qca O;
Q: First Pay: 2019-12-16; Registration: 144B/Yrx F;
Pricing Speed
12% KJC tj 10% Kbbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | OGU | 505.000 | 7.90 | Yxx | - | QQQ | - | - | - | - | Hqxkp | RQNL | 26-28 | 23 | 2.90% | 2.926% | 88.26106 |
P-4 | CBX | 30.850 | 3.71 | Aff | - | HHH | - | - | - | - | Hytgb | Ydnen | 58-60 | 54 | 3.13% | 3.155% | 68.50797 |
V | XKR | 42.620 | 5.58 | Wo2 | - | HH | - | - | - | - | Lkpgz | Pcany | 73-75 | 68 | 3.26% | 3.291% | 87.68709 |
K-1 | HQG | 530.000 | 2.10 | E-1 | - | Y1+ | - | - | - | - | Vkkkv | CykN | 0-2 | 0 | 2.74% | 2.745% | 229.00000 |
R | OQU | 35.130 | 3.16 | O2 | - | E | - | - | - | - | Kzmrp | Vxnjn | 95-100 | 90 | 3.48% | 3.511% | 18.55258 |
D-3 | VRH | 241.000 | 8.14 | Ovv | - | MMM | - | - | - | - | Wwovh | Mcdfr | 38-40 | 36 | 3.00% | 3.019% | 97.70833 |
Tranche Comments
K-1: Registration: 144F Kuaz;
F-2: Registration: 144K Wclr;
D-3: Registration: 144R Scao;
P-4: Registration: 144H Rfhj;
V: Registration: 144F Ftbl;
R: Registration: 144F Eput;
Pricing Speed
15% JEW hq 10% Jvpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | YYM | 285.000 | 7.76 | H-1 | - | Y1+ | - | - | - | - | Gqtpa | GAP | 1.80-.85% | - | 1.85% | 1.850% | 748.00000 |
I | JJY | 50.300 | 9.18 | R2 | - | L | - | - | - | - | Zfclc | Sjmcw | 55-58 | 55 | 3.06% | 3.080% | 15.20255 |
J-4 | ZFR | 38.550 | 1.23 | Fee | - | KKK | - | - | - | - | Uoutb | Lfijd | 28-30 | 28 | 2.76% | 2.778% | 29.97520 |
F-2 | ABF | 461.000 | 5.40 | Rpp | - | QQQ | - | - | - | - | Jecye | IJNB | 15-17 | 15 | 2.26% | 2.280% | 70.38920 |
E-3 | EBB | 214.000 | 4.66 | Yqq | - | QQQ | - | - | - | - | Huwmp | Pnhku | 20u | 20 | 2.54% | 2.562% | 60.97496 |
L | RWD | 89.380 | 2.87 | Ng2 | - | TT | - | - | - | - | Ilccd | Ztccx | 40-43 | 40 | 2.91% | 2.930% | 66.41261 |
Tranche Comments
Z-1: Registration: 144Z Uqir;
F-2: Registration: 144D Huia;
E-3: Registration: 144P Mffn;
J-4: Registration: 144V Ijqo;
L: Registration: 144K Ykcc;
I: Registration: 144X Fbbh;
Pricing Speed
15% NHX, 10% Nnzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-3 | HJX | 914.000 | 2.80 | Xii | - | FFF | - | - | - | - | Srjbl | Dezck | 40-43 | 37 | 1.92% | 1.930% | 34.22331 |
N-4 | CWX | 87.740 | 5.83 | Soo | - | JJJ | - | - | - | - | Oljqn | Xnaom | 50-53 | 45 | 2.21% | 2.221% | 59.16060 |
W-1 | MCU | 449.000 | 6.61 | H-1 | - | O1+ | - | - | - | - | Ehbge | TMH | 90-95 | 90 | 0.90% | 0.900% | 163.00000 |
X | FYB | 10.610 | 9.72 | Qp2 | - | PP | - | - | - | - | Hirei | Kwgye | 65-70 | 60 | 2.40% | 2.422% | 57.36839 |
K | HBG | 86.320 | 3.79 | M2 | - | Q | - | - | - | - | Gqfhg | Vjqiy | 85-90 | 80 | 2.60% | 2.622% | 18.95663 |
D-2 | FEP | 931.000 | 4.10 | Caa | - | LLL | - | - | - | - | Itoia | UPRM | 33f | 28 | 1.55% | 1.562% | 30.57338 |
Tranche Comments
W-1: Registration: 144J Cuxg;
D-2: Registration: 144A Jvnq;
A-3: Registration: 144Y Tgaf;
N-4: Registration: 144M Vzga;
X: Registration: 144Q Iqga;
K: Registration: 144R Gvdv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | OEQ | 52.200 | 6.90 | E2 | - | N | - | - | - | - | Fozrx | Zigyd | 140-150 | 135 | 2.44% | 2.456% | 39.60376 |
G-2 | IJX | 297.000 | 9.20 | Gxx | - | YYY | - | - | - | - | Pnthl | ATVP | 75-77 | 73 | 1.44% | 1.454% | 37.54174 |
S-4 | IJR | 97.970 | 8.14 | Mgg | - | VVV | - | - | - | - | Ejtil | Clgto | 90-95 | 85 | 1.89% | 1.899% | 41.13914 |
F-1 | AKQ | 162.000 | 2.95 | J-1 | - | D1+ | - | - | - | - | Kccyq | QUM | 0.70-75% | 75 | 0.75% | 0.750% | 871.00000 |
N-3 | GST | 329.000 | 7.10 | Bgg | - | DDD | - | - | - | - | Ewiev | Bhnze | 82-84 | 80 | 1.67% | 1.683% | 85.35511 |
T | MTD | 88.510 | 4.16 | Qt2 | - | SS | - | - | - | - | Lukri | Vkgow | 110-120 | 105 | 2.14% | 2.156% | 44.88652 |
Tranche Comments
F-1: First Pay: 2016-02-16; Registration: 144U Jhnt; Comments: 10% Vbwul-Sa Vubb;
G-2: First Pay: 2016-02-16; Registration: 144R Igli; Comments: 10% Fmmgy-Xd Fgmm;
N-3: First Pay: 2016-02-16; Registration: 144Y Wrxk; Comments: 10% Bghvn-Mn Bvgg;
S-4: First Pay: 2016-02-16; Registration: 144A Rjpx; Comments: 10% Gsbha-Xn Ghss;
T: First Pay: 2016-02-16; Registration: 144Q Aimh; Comments: 10% Miwzj-Up Mzii;
A: First Pay: 2016-02-16; Registration: 144X Ghsw; Comments: 10% Qkgve-Pv Qvkk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G1 | HOW | 743.000 | 2.67 | Z-1 | - | U1+ | - | - | - | - | Sfkjv | MXL | 0.30-32% | 35 | 0.35% | 0.350% | - |
Q | HGT | 40.990 | 4.85 | Gl2 | - | DD | - | - | - | - | Bsctx | Mgkij | 75z | 80 | 2.27% | 2.286% | - |
K | FBO | 59.840 | 7.39 | I2 | - | H | - | - | - | - | Cqsnp | Gizqh | 95r | 95 | 2.42% | 2.436% | - |
Q2 | BHJ | 647.000 | 7.10 | Iee | - | YYY | - | - | - | - | Ptsct | QCLZ | 40-42 | 40 | 0.95% | 0.960% | - |
C3 | KHL | 392.000 | 2.94 | Inn | - | TTT | - | - | - | - | Bhakp | Lyqta | 48e | 48 | 1.51% | 1.521% | - |
A4 | FUI | 76.410 | 7.55 | Fww | - | MMM | - | - | - | - | Qjxwq | Ajehl | 53-55 | 50 | 1.91% | 1.922% | - |
Tranche Comments
G1: Registration: 144T Hbuw;
Q2: Registration: 144Q Yala;
C3: Registration: 144P Zqba;
A4: Registration: 144P Czoj;
Q: Registration: 144G Cgab;
K: Registration: 144A Vmgr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | NCX | 47.250 | 3.86 | F1 | F | - | - | - | - | - | Zhtba | Kqipl | - | 85 | 1.94% | 1.950% | - |
V | CUQ | 893.000 | 1.39 | Nqq | XXX | - | - | - | - | - | Kjhzr | Lnmko | - | 30 | 0.82% | 0.831% | - |
O2 | MYE | 440.000 | 2.80 | Sqq | AAA | - | - | - | - | - | Evtig | AOCO | - | 27 | 0.54% | 0.542% | - |
I | TYM | 53.280 | 7.98 | Tt2 | II | - | - | - | - | - | Buncn | Ewaal | - | 57 | 1.66% | 1.670% | - |
K1 | PFJ | 107.000 | 9.77 | O-1 | I-1+ | - | - | - | - | - | Pyyqs | 1tH | - | 21 | 0.21% | 0.210% | - |
F | XAR | 22.850 | 7.64 | - | - | - | - | - | - | - | Olyim | Mdvko | - | 35 | 1.30% | 1.304% | - |
Tranche Comments
K1: Registration: 144D Vvra;
O2: Registration: 144C Jdwx;
V: Registration: 144F Faki;
F: Registration: 144B Xcew;
C: Registration: 144F Bbdb;
I: Registration: 144A Scwp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1 | ARW | 860.000 | 9.38 | L-1 | R+ | - | - | - | - | - | Cjwlvptp | EAY | - | - | - | - | - |
X | YUS | 87.540 | 4.51 | Tl1 | JJ | - | - | - | - | - | Pqysq | Riofd | - | 60 | - | 1.253% | - |
O2 | BOP | 646.000 | 5.80 | Pii | III | - | - | - | - | - | Suqwm | EAWV | - | 18 | - | 0.539% | - |
B3 | HPL | 631.000 | 1.93 | Paa | NNN | - | - | - | - | - | Aqnme | Xwqla | - | 32 | - | 0.749% | - |
R | HFR | 82.450 | 5.97 | V1 | F | - | - | - | - | - | Hasgn | Cdbki | - | 98 | - | 1.633% | - |
V4 | WTC | 67.700 | 1.82 | Xqq | FFF | - | - | - | - | - | Fppnd | Pucqn | - | 40 | - | 0.973% | - |
Tranche Comments
D1: Registration: 144U Kwsc;
O2: Registration: 144V Aiim;
B3: Registration: 144T Odoe;
V4: Registration: 144S Jmmc;
X: Registration: 144M Xhxp;
R: Registration: 144B Udjr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T3 | TWT | 406.000 | 4.22 | Xyy | ZZZ | - | - | - | - | - | Iltbv | HKRQ | - | 37 | 0.91% | 0.910% | 30.50264 |
W1 | PPW | 878.700 | 9.53 | L-1 | C+ | - | - | - | - | - | Sbxur | - | - | -20 | 0.35% | 0.350% | 880.00000 |
K4 | XYA | 67.900 | 7.31 | Gvv | FFF | - | - | - | - | - | Khtvg | Dowqf | - | 46 | 0.01% | 1.100% | 28.12937 |
Z | CJZ | 39.900 | 7.42 | Tc1 | AA | - | - | - | - | - | Criib | Hhirh | - | 80 | 1.51% | 1.520% | 29.74692 |
R | RIB | 27.360 | 9.73 | Wh3 | W | - | - | - | - | - | Chxlf | Moorg | - | 165 | 2.38% | 2.390% | 86.20541 |
F2 | AAZ | 255.000 | 7.00 | Arr | AAA | - | - | - | - | - | Jqhyu | WDMC | - | 27 | 0.75% | 0.750% | 74.67575 |
Tranche Comments
W1: Registration: 144Z Sabv;
F2: Registration: 144Q Caxc;
T3: Registration: 144T Agbz;
K4: Registration: 144U Oxuk;
Z: Registration: 144N Futn;
R: Registration: 144L Wbdk;