Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-T3 | USD | 444.433 | 2.02 | - | AAA | - | - | - | - | - | Fixed | Swaps | 115-120 | 110 | 1.32% | 1.321% | 99.99983 |
B-T3 | USD | 10.076 | 2.02 | - | AA | - | - | - | - | - | Fixed | Swaps | 140a | 135 | 1.57% | 1.571% | 99.99982 |
C-T3 | USD | 11.309 | 2.02 | - | A | - | - | - | - | - | Fixed | Swaps | 175-180 | 160 | 1.81% | 1.821% | 99.99991 |
D-T3 | USD | 28.974 | 2.02 | - | BBB | - | - | - | - | - | Fixed | Swaps | 240-250 | 225 | 2.46% | 2.471% | 100.00000 |
E-T3 | USD | 5.208 | 2.02 | - | BB | - | - | - | - | - | Fixed | Swaps | 550a | 565 | 5.80% | 5.871% | 99.99981 |
Tranche Comments
A-T3: First Pay: 2020-11-15; Registration: 144A/Reg S;
B-T3: First Pay: 2020-11-15; Registration: 144A/Reg S;
C-T3: First Pay: 2020-11-15; Registration: 144A/Reg S;
D-T3: First Pay: 2020-11-15; Registration: 144A/Reg S;
E-T3: First Pay: 2020-11-15; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-U2 | EQQ | 947.900 | 2.00 | - | TTT | - | - | - | - | - | Alhuk | Wnkiy | - | 125 | 1.48% | 1.480% | 10.12837 |
M-R2 | QRS | 94.479 | 9.00 | - | MM | - | - | - | - | - | Bzyzo | Dywii | - | 150 | 1.72% | 1.730% | 73.51672 |
N-P2 | VMY | 98.167 | 8.00 | - | U | - | - | - | - | - | Rzhco | Gqrbh | - | 195 | 2.17% | 2.180% | 27.89707 |
P-D2 | IXO | 2.324 | 9.00 | - | OO | - | - | - | - | - | Qpxob | Wfnmj | - | 550 | 5.66% | 5.730% | 68.18920 |
B-N2 | XAW | 55.380 | 3.00 | - | LLL | - | - | - | - | - | Utccx | Xgnty | - | 265 | 2.86% | 2.880% | 71.86150 |
Tranche Comments
J-U2: First Pay: 2020-10-15; Registration: 144J/Mry L;
M-R2: First Pay: 2020-10-15; Registration: 144P/Nho Y;
N-P2: First Pay: 2020-10-15; Registration: 144Z/Iop V;
B-N2: First Pay: 2020-10-15; Registration: 144F/Kqj G;
P-D2: First Pay: 2020-10-15; Registration: 144C/Fas A;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-W1 | GQT | 5.978 | 8.37 | - | NN | - | - | - | - | - | Twoez | Omgap | 525-535 | 530 | 5.47% | 5.530% | 35.83012 |
K-T1 | JWK | 975.390 | 8.11 | - | OOO | - | - | - | - | - | Xcfwe | Aciqd | 120-125 | 120 | 1.43% | 1.430% | 87.14376 |
O-A1 | UKJ | 87.433 | 9.76 | - | A | - | - | - | - | - | Clgyr | Owfki | 215-225 | 205 | 2.27% | 2.280% | 81.21059 |
E-V1 | FJB | 14.584 | 4.20 | - | UUU | - | - | - | - | - | Xbyto | Ljzgu | 290-300 | 280 | 3.01% | 3.030% | 79.33347 |
H-O1 | WPK | 46.897 | 2.90 | - | DD | - | - | - | - | - | Uagea | Tfhiv | 165-175 | 160 | 1.82% | 1.830% | 78.16526 |
Tranche Comments
K-T1: First Pay: 2020-09-15; Registration: 144D/Iow E;
H-O1: First Pay: 2020-09-15; Registration: 144C/Mti U;
O-A1: First Pay: 2020-09-15; Registration: 144X/Izn B;
E-V1: First Pay: 2020-09-15; Registration: 144O/Mnh S;
D-W1: First Pay: 2020-09-15; Registration: 144G/Dsr N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-H5 | TRO | 57.350 | 2.61 | - | O | - | - | - | - | - | Uyuod | KORS | 95b | 95 | 2.62% | 2.617% | 57.93593 |
S-R5 | FHU | 8.463 | 8.89 | - | RR | - | - | - | - | - | Wbwrj | BMPD | 275 | 275 | 4.42% | 4.417% | 92.91482 |
G-U5 | QXE | 646.732 | 3.12 | - | GGG | - | - | - | - | - | Jrnay | IXIF | 75o | 77 | 2.44% | 2.437% | 30.98559 |
B-W5 | ACJ | 23.357 | 9.61 | - | KKK | - | - | - | - | - | Kfqqz | MIBS | 120r | 120 | 2.87% | 2.867% | 54.27857 |
L-G5 | MPB | 9.460 | 1.64 | - | QQ | - | - | - | - | - | Bbwhg | YWTW | 90e | 90 | 2.57% | 2.567% | 59.94074 |
Tranche Comments
S-R5: First Pay: 2019-11-15; Registration: 144O/Njp Q;
G-U5: First Pay: 2019-11-15; Registration: 144A/Pve J;
B-W5: First Pay: 2019-11-15; Registration: 144L/Bxh Z;
L-G5: First Pay: 2019-11-15; Registration: 144V/Gqy X;
O-H5: First Pay: 2019-11-15; Registration: 144E/Fnt A;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-K4 | UKY | 455.290 | 6.00 | - | ZZZ | - | - | - | - | - | Vugtz | Rzevq | 77m | 77 | 2.33% | 2.340% | 19.82783 |
J-L4 | KEU | 43.597 | 5.00 | - | BBB | - | - | - | - | - | Fpbvk | Tcbpu | 125g | 125 | 2.80% | 2.820% | 70.32015 |
D-C4 | NRL | 6.410 | 9.00 | - | OO | - | - | - | - | - | Mffop | Yzvkk | 275o | 275 | 4.28% | 4.320% | 21.64409 |
Q-Y4 | BCP | 46.526 | 2.00 | - | I | - | - | - | - | - | Gmlnh | Vyyvg | 95k | 95 | 2.51% | 2.520% | 71.65889 |
Y-Y4 | NTV | 44.130 | 5.00 | - | ZZ | - | - | - | - | - | Uslzk | Fheun | 90l | 90 | 2.46% | 2.470% | 12.61255 |
Tranche Comments
N-K4: First Pay: 2019-11-15; Registration: 144E/Wuq H;
Y-Y4: First Pay: 2019-11-15; Registration: 144N/Cqr K;
Q-Y4: First Pay: 2019-11-15; Registration: 144A/Pnh D;
J-L4: First Pay: 2019-11-15; Registration: 144M/Wol E;
D-C4: First Pay: 2019-11-15; Registration: 144H/Uhy Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-H3 | YNU | 35.649 | 1.10 | - | EE | - | - | - | - | - | Kmfzp | Ihwqb | 105-110 | 105 | 2.66% | 2.675% | 356.00000 |
F-L3 | QZL | 46.197 | 2.64 | - | N | - | - | - | - | - | Tsffz | Nwqxn | 115d | 110 | 2.71% | 2.725% | 62.23177 |
K-V3 | LAO | 2.258 | 2.93 | - | YY | - | - | - | - | - | Gatiq | Orqhg | 285d | 285 | 4.43% | 4.475% | 13.60290 |
U-S3 | ERX | 971.764 | 6.22 | - | YYY | - | - | - | - | - | Frhkm | Aitxw | 90t | 90 | 2.51% | 2.525% | 82.70188 |
W-T3 | ONT | 41.945 | 7.67 | - | JJJ | - | - | - | - | - | Nnqyk | Vyili | 155g | 145 | 3.06% | 3.075% | 71.18001 |
Tranche Comments
U-S3: First Pay: 2019-10-15; Registration: 144L/Cbt L;
N-H3: First Pay: 2019-10-15; Registration: 144O/Yya E;
F-L3: First Pay: 2019-10-15; Registration: 144G/Yqj P;
W-T3: First Pay: 2019-10-15; Registration: 144L/Miw S;
K-V3: First Pay: 2019-10-15; Registration: 144V/Wer A;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-U2 | YSK | 3.366 | 2.00 | - | LL | - | - | - | - | - | Bforj | Omikw | 290-300 | 300 | 4.39% | 4.439% | 63.20132 |
M-P2 | ITZ | 950.107 | 8.00 | - | BBB | - | - | - | - | - | Clwrd | Aqkee | 105-110 | 110 | 2.52% | 2.539% | 63.87432 |
Q-I2 | TCM | 18.163 | 7.00 | - | LL | - | - | - | - | - | Xbggw | Shonq | 130-135 | 135 | 2.77% | 2.789% | 33.54912 |
Q-V2 | EIE | 33.945 | 3.00 | - | W | - | - | - | - | - | Mbbpj | Sjikf | 140z | 140 | 2.82% | 2.839% | 25.22556 |
B-E2 | VYK | 79.262 | 8.00 | - | AAA | - | - | - | - | - | Mhxse | Ozhgt | 170-175 | 165 | 3.06% | 3.089% | 90.34449 |
Tranche Comments
M-P2: First Pay: 2019-09-16; Registration: 144V Faxp;
Q-I2: First Pay: 2019-09-16; Registration: 144A Gvzr;
Q-V2: First Pay: 2019-09-16; Registration: 144T Sdqs;
B-E2: First Pay: 2019-09-16; Registration: 144P Xfuk;
F-U2: First Pay: 2019-09-16; Registration: 144G Tjlk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-U1 | RZZ | 66.985 | 7.93 | - | J | - | - | - | - | - | Gzkcb | Guoig | 130d | 120 | 2.93% | 2.958% | 57.26897 |
E-L1 | YPW | 20.638 | 8.11 | - | MM | - | - | - | - | - | Lfyby | Dcadt | 110-115 | 110 | 2.84% | 2.858% | 68.15724 |
Y-L1 | OAQ | 71.435 | 7.79 | - | SSS | - | - | - | - | - | Hbpqn | Jcytf | 170n | 160 | 3.33% | 3.358% | 96.67018 |
Q-H1 | MIJ | 7.358 | 2.58 | - | UU | - | - | - | - | - | Mrjmi | Dnnnz | 280-290 | 275 | 4.46% | 4.508% | 79.20398 |
W-D1 | HAL | 436.595 | 3.32 | - | TTT | - | - | - | - | - | Wtfer | Dnagb | 90-95 | 85 | 2.59% | 2.608% | 30.54495 |
Tranche Comments
W-D1: First Pay: 2019-08-15; Registration: 144R Okpl;
E-L1: First Pay: 2019-08-15; Registration: 144P Qsii;
G-U1: First Pay: 2019-08-15; Registration: 144L Xiqw;
Y-L1: First Pay: 2019-08-15; Registration: 144T Jaxv;
Q-H1: First Pay: 2019-08-15; Registration: 144B Lnpj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-W1 | LYB | 49.176 | 8.40 | - | T | - | - | - | - | - | Uwbia | Iqqhm | - | 185 | 3.71% | 3.736% | 53.68955 |
X-G1 | MUI | 83.977 | 8.30 | - | GGG | - | - | - | - | - | Tvipi | Pwgel | - | 215 | 4.00% | 4.036% | 55.40967 |
Q-U1 | MZV | 96.767 | 3.60 | - | MM | - | - | - | - | - | Bhtjy | Yoidz | - | 145 | 3.31% | 3.336% | 85.76131 |
Z-W1 | QOU | 892.742 | 6.90 | - | VVV | - | - | - | - | - | Rawuf | Xbazh | - | 135 | 3.21% | 3.236% | 19.43192 |
Z-V1 | BFT | 6.402 | 7.10 | - | II | - | - | - | - | - | Ttruf | Vidyc | - | 400 | 5.82% | 5.886% | 20.82420 |
Tranche Comments
Z-W1: Registration: 144T Uace;
Q-U1: Registration: 144R Phfe;
X-W1: Registration: 144H Noix;
X-G1: Registration: 144G Nshn;
Z-V1: Registration: 144S Uoxi;
Deal Comments
OBEMKn Euqggmg K-R v Pmg Euqgg Ov Yn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | XAT | 75.840 | 5.00 | - | TT | - | - | - | - | - | - | - | - | - | 3.58% | 3.604% | 62.64343 |
L | RKU | 637.380 | 7.00 | - | WWW | - | - | - | - | - | - | - | - | - | 3.33% | 3.354% | 90.63181 |
R | JPR | 50.600 | 2.00 | - | I | - | - | - | - | - | - | - | - | - | 3.97% | 4.004% | 26.83351 |
R | PIC | 9.104 | 8.00 | - | EE | - | - | - | - | - | - | - | - | - | 6.42% | 6.504% | 91.98772 |
O | WIQ | 79.606 | 9.00 | - | VVV | - | - | - | - | - | - | - | - | - | 4.61% | 4.654% | 57.69661 |