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 |
---|
S | ZES | 23.590 | 7.14 | G2 | - | J | - | - | - | - | Nklin | Ndkkv | 90-95 | 87 | 2.50% | 2.520% | 32.24160 |
T-1 | EED | 880.000 | 5.75 | T-1 | - | P1+ | - | - | - | - | Ujabi | JzcE | 1-3 | -1 | 1.89% | 1.891% | 660.00000 |
Q-3 | GQJ | 470.000 | 5.50 | Xdd | - | III | - | - | - | - | Jaqha | Jybbo | 42-44 | 38 | 2.04% | 2.055% | 36.15162 |
E-4 | KHF | 84.587 | 6.36 | Btt | - | HHH | - | - | - | - | Kazzo | Mwlyy | 54-56 | 50 | 2.14% | 2.152% | 61.69059 |
J | URE | 82.891 | 7.33 | Ce2 | - | NN | - | - | - | - | Fnshi | Bxguy | 70t | 65 | 2.28% | 2.300% | 99.88880 |
E-2 | HAC | 948.000 | 2.30 | Sss | - | QQQ | - | - | - | - | Rjvfy | TQCG | 31-33 | 28 | 2.02% | 2.030% | 71.21922 |
Tranche Comments
T-1: First Pay: 2019-12-16; Registration: 144L/Zon E;
E-2: First Pay: 2019-12-16; Registration: 144N/Tao H;
Q-3: First Pay: 2019-12-16; Registration: 144O/Ovf Y;
E-4: First Pay: 2019-12-16; Registration: 144F/Fqk D;
J: First Pay: 2019-12-16; Registration: 144M/Nxu S;
S: First Pay: 2019-12-16; Registration: 144L/Aiw N;
Pricing Speed
12% GCB ii 10% Gcyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | KRN | 10.900 | 7.56 | P2 | - | Y | - | - | - | - | Knvjx | Wulen | 95-100 | 90 | 3.48% | 3.511% | 73.98423 |
L | RTM | 50.160 | 7.81 | Fh2 | - | HH | - | - | - | - | Znkhh | Cxltl | 73-75 | 68 | 3.26% | 3.291% | 97.87259 |
F-4 | KOF | 79.860 | 9.49 | Iff | - | VVV | - | - | - | - | Tsqhz | Htnrq | 58-60 | 54 | 3.13% | 3.155% | 57.11176 |
E-2 | QCW | 697.000 | 5.80 | Rnn | - | LLL | - | - | - | - | Qvjvb | RGQT | 26-28 | 23 | 2.90% | 2.926% | 91.20781 |
W-1 | FTG | 828.000 | 8.71 | R-1 | - | C1+ | - | - | - | - | Ufamw | NvgQ | 0-2 | 0 | 2.74% | 2.745% | 484.00000 |
Q-3 | JIR | 387.000 | 3.41 | Hjj | - | WWW | - | - | - | - | Vfpqu | Ktewm | 38-40 | 36 | 3.00% | 3.019% | 64.25864 |
Tranche Comments
W-1: Registration: 144V Biec;
E-2: Registration: 144E Ifnm;
Q-3: Registration: 144C Uowc;
F-4: Registration: 144R Bhzb;
L: Registration: 144R Rxhd;
G: Registration: 144X Fodt;
Pricing Speed
15% UHD zq 10% Utrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2 | MVS | 912.000 | 8.60 | Nee | - | HHH | - | - | - | - | Tqsqg | HESP | 15-17 | 15 | 2.26% | 2.280% | 31.48350 |
Z | IAL | 96.400 | 9.22 | V2 | - | E | - | - | - | - | Xjzyk | Qvkxt | 55-58 | 55 | 3.06% | 3.080% | 36.47181 |
Z | KIC | 32.400 | 3.13 | Tp2 | - | BB | - | - | - | - | Oftjv | Gyvgb | 40-43 | 40 | 2.91% | 2.930% | 70.71241 |
T-4 | RAE | 74.690 | 8.70 | Dxx | - | QQQ | - | - | - | - | Xilgq | Skvbl | 28-30 | 28 | 2.76% | 2.778% | 60.44384 |
Z-3 | TSO | 199.000 | 9.28 | Knn | - | PPP | - | - | - | - | Aomuh | Ctgec | 20y | 20 | 2.54% | 2.562% | 90.56677 |
B-1 | HBK | 966.000 | 6.63 | T-1 | - | V1+ | - | - | - | - | Sainc | RVO | 1.80-.85% | - | 1.85% | 1.850% | 922.00000 |
Tranche Comments
B-1: Registration: 144G Ahip;
S-2: Registration: 144C Znvl;
Z-3: Registration: 144N Rqjx;
T-4: Registration: 144X Iwnf;
Z: Registration: 144D Xsht;
Z: Registration: 144J Gall;
Pricing Speed
15% HBK, 10% Hhii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | JSR | 80.600 | 8.22 | O2 | - | P | - | - | - | - | Hbbvn | Iuygf | 85-90 | 80 | 2.60% | 2.622% | 81.88853 |
A-2 | GZQ | 808.000 | 4.60 | Qww | - | NNN | - | - | - | - | Fpxfh | VKEH | 33m | 28 | 1.55% | 1.562% | 25.81812 |
J-3 | QOV | 751.000 | 6.10 | Thh | - | WWW | - | - | - | - | Altkd | Fdpyp | 40-43 | 37 | 1.92% | 1.930% | 52.47471 |
J-4 | HKG | 70.760 | 7.19 | Xhh | - | SSS | - | - | - | - | Rsznc | Uzikn | 50-53 | 45 | 2.21% | 2.221% | 75.40240 |
I | JEE | 59.740 | 7.50 | Jq2 | - | OO | - | - | - | - | Bhazp | Yuwdt | 65-70 | 60 | 2.40% | 2.422% | 40.55312 |
J-1 | ZJA | 419.000 | 7.46 | N-1 | - | C1+ | - | - | - | - | Lyzro | KWT | 90-95 | 90 | 0.90% | 0.900% | 527.00000 |
Tranche Comments
J-1: Registration: 144D Epct;
A-2: Registration: 144J Gbtl;
J-3: Registration: 144N Ppgx;
J-4: Registration: 144R Czud;
I: Registration: 144Z Xqdi;
M: Registration: 144S Yrnw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-3 | EWM | 380.000 | 1.42 | Hbb | - | HHH | - | - | - | - | Izlaj | Ejvxn | 82-84 | 80 | 1.67% | 1.683% | 14.92655 |
O-2 | LNT | 443.000 | 4.50 | Ell | - | YYY | - | - | - | - | Nkwfz | GVON | 75-77 | 73 | 1.44% | 1.454% | 59.65136 |
T | JCX | 88.900 | 3.17 | C2 | - | F | - | - | - | - | Khhck | Byijq | 140-150 | 135 | 2.44% | 2.456% | 55.52076 |
B-4 | QLY | 14.990 | 7.42 | Pxx | - | UUU | - | - | - | - | Kbkxd | Ibjhx | 90-95 | 85 | 1.89% | 1.899% | 20.18493 |
I-1 | AUQ | 893.000 | 1.17 | Z-1 | - | S1+ | - | - | - | - | Mtkbj | CLH | 0.70-75% | 75 | 0.75% | 0.750% | 858.00000 |
N | QEQ | 37.190 | 7.20 | Cp2 | - | SS | - | - | - | - | Iktwz | Ajhkd | 110-120 | 105 | 2.14% | 2.156% | 60.47157 |
Tranche Comments
I-1: First Pay: 2016-02-16; Registration: 144M Yfpc; Comments: 10% Rlslr-Lq Rlll;
O-2: First Pay: 2016-02-16; Registration: 144U Ehgq; Comments: 10% Ojmsb-Ij Osjj;
P-3: First Pay: 2016-02-16; Registration: 144Y Pftw; Comments: 10% Sfoha-Xm Shff;
B-4: First Pay: 2016-02-16; Registration: 144G Wuhx; Comments: 10% Twiyz-Zi Tyww;
N: First Pay: 2016-02-16; Registration: 144A Kirc; Comments: 10% Xqgju-Wf Xjqq;
T: First Pay: 2016-02-16; Registration: 144J Uoek; Comments: 10% Plqzg-Zr Pzll;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | AEO | 47.870 | 1.54 | Q2 | - | D | - | - | - | - | Gfvzd | Udjpr | 95w | 95 | 2.42% | 2.436% | - |
E1 | UVX | 864.000 | 8.52 | L-1 | - | H1+ | - | - | - | - | Muyeu | IWX | 0.30-32% | 35 | 0.35% | 0.350% | - |
U | ROG | 12.390 | 5.24 | Ge2 | - | EE | - | - | - | - | Spwyi | Lkyyl | 75n | 80 | 2.27% | 2.286% | - |
J2 | YOZ | 536.000 | 8.60 | Tii | - | OOO | - | - | - | - | Yhtig | AZOK | 40-42 | 40 | 0.95% | 0.960% | - |
U3 | KEP | 604.000 | 5.86 | Kll | - | III | - | - | - | - | Prcpl | Ogvxd | 48g | 48 | 1.51% | 1.521% | - |
B4 | YBP | 72.390 | 9.61 | Mee | - | HHH | - | - | - | - | Aawmo | Grcuv | 53-55 | 50 | 1.91% | 1.922% | - |
Tranche Comments
E1: Registration: 144R Poul;
J2: Registration: 144N Idkp;
U3: Registration: 144I Lxqe;
B4: Registration: 144U Vkig;
U: Registration: 144Y Nfbw;
X: Registration: 144D Ackp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | MSJ | 72.470 | 9.40 | J1 | R | - | - | - | - | - | Qnuwd | Stowg | - | 85 | 1.94% | 1.950% | - |
Y1 | GXK | 528.000 | 4.56 | J-1 | J-1+ | - | - | - | - | - | Shxmo | 1bD | - | 21 | 0.21% | 0.210% | - |
Y | GHZ | 43.190 | 1.51 | - | - | - | - | - | - | - | Swbwf | Ujats | - | 35 | 1.30% | 1.304% | - |
L | LAN | 811.000 | 5.19 | Zdd | BBB | - | - | - | - | - | Ghaxq | Wwgvf | - | 30 | 0.82% | 0.831% | - |
J2 | HGO | 824.000 | 3.60 | Kll | JJJ | - | - | - | - | - | Patyi | MMEO | - | 27 | 0.54% | 0.542% | - |
Z | VWD | 67.530 | 9.12 | Ym2 | RR | - | - | - | - | - | Awrvb | Adugp | - | 57 | 1.66% | 1.670% | - |
Tranche Comments
Y1: Registration: 144Q Ummr;
J2: Registration: 144U Nkhu;
L: Registration: 144W Saiu;
Y: Registration: 144D Yvcy;
Q: Registration: 144Z Lpty;
Z: Registration: 144G Nmwt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | QPO | 81.240 | 3.68 | I1 | Q | - | - | - | - | - | Etmfx | Ztzij | - | 98 | - | 1.633% | - |
X3 | OAW | 549.000 | 3.70 | Uww | KKK | - | - | - | - | - | Hmrbt | Izlqb | - | 32 | - | 0.749% | - |
D2 | GVU | 915.000 | 9.60 | Gss | QQQ | - | - | - | - | - | Hyqpl | TARC | - | 18 | - | 0.539% | - |
Y4 | LQJ | 74.920 | 2.35 | Ajj | AAA | - | - | - | - | - | Trkbu | Foepl | - | 40 | - | 0.973% | - |
U1 | KGQ | 302.000 | 5.47 | A-1 | V+ | - | - | - | - | - | Feewdian | VMS | - | - | - | - | - |
P | THH | 94.290 | 1.34 | Wk1 | WW | - | - | - | - | - | Bkacn | Ivfcz | - | 60 | - | 1.253% | - |
Tranche Comments
U1: Registration: 144E Cahf;
D2: Registration: 144E Ubqp;
X3: Registration: 144U Ooxq;
Y4: Registration: 144R Sizt;
P: Registration: 144F Pmdt;
A: Registration: 144E Jhxd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z4 | REX | 11.600 | 9.91 | Ktt | EEE | - | - | - | - | - | Ruxwv | Hexjq | - | 46 | 0.01% | 1.100% | 21.11200 |
Q | QJY | 11.950 | 2.65 | Sq1 | BB | - | - | - | - | - | Vluyv | Sjcpi | - | 80 | 1.51% | 1.520% | 49.50637 |
P2 | URH | 293.000 | 9.00 | Sss | HHH | - | - | - | - | - | Zyhnk | BMOY | - | 27 | 0.75% | 0.750% | 14.49692 |
T | KHZ | 29.860 | 8.49 | Td3 | R | - | - | - | - | - | Apsta | Fbfls | - | 165 | 2.38% | 2.390% | 74.25705 |
V1 | FXQ | 947.900 | 6.22 | K-1 | J+ | - | - | - | - | - | Iipot | - | - | -20 | 0.35% | 0.350% | 369.00000 |
I3 | VWV | 844.000 | 9.79 | Duu | MMM | - | - | - | - | - | Ntntk | YDXB | - | 37 | 0.91% | 0.910% | 24.39916 |
Tranche Comments
V1: Registration: 144A Hjmy;
P2: Registration: 144S Egdq;
I3: Registration: 144Z Qxsl;
Z4: Registration: 144V Pakt;
Q: Registration: 144Q Memw;
T: Registration: 144I Nhby;