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 |
---|
H-M2 | VFB | 159.960 | 4.00 | - | FFF | - | - | - | - | - | Oxkxy | Pjnxt | - | 125 | 1.48% | 1.480% | 24.42848 |
E-L2 | BFW | 3.999 | 8.00 | - | MM | - | - | - | - | - | Yvicp | Bwckn | - | 550 | 5.66% | 5.730% | 10.29420 |
H-W2 | WOP | 38.189 | 1.00 | - | GGG | - | - | - | - | - | Nhtwu | Gjuyy | - | 265 | 2.86% | 2.880% | 21.46850 |
F-T2 | AKB | 18.950 | 4.00 | - | HH | - | - | - | - | - | Yyvyr | Xbkdm | - | 150 | 1.72% | 1.730% | 61.96169 |
O-S2 | RWZ | 63.334 | 7.00 | - | U | - | - | - | - | - | Myqvz | Dubhd | - | 195 | 2.17% | 2.180% | 77.63883 |
Tranche Comments
H-M2: First Pay: 2020-10-15; Registration: 144N/Ekx Q;
F-T2: First Pay: 2020-10-15; Registration: 144X/Clx O;
O-S2: First Pay: 2020-10-15; Registration: 144O/Bxi B;
H-W2: First Pay: 2020-10-15; Registration: 144D/Vqz F;
E-L2: First Pay: 2020-10-15; Registration: 144J/Byp Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-G1 | HZQ | 23.254 | 9.41 | - | DD | - | - | - | - | - | Caoih | Eztce | 165-175 | 160 | 1.82% | 1.830% | 41.34769 |
P-N1 | IBH | 807.356 | 6.18 | - | WWW | - | - | - | - | - | Nbbpr | Kfens | 120-125 | 120 | 1.43% | 1.430% | 67.34551 |
V-M1 | LJK | 66.522 | 6.89 | - | Q | - | - | - | - | - | Jcmow | Zchca | 215-225 | 205 | 2.27% | 2.280% | 41.15699 |
P-G1 | EXA | 67.938 | 8.40 | - | XXX | - | - | - | - | - | Jthxn | Hwhrz | 290-300 | 280 | 3.01% | 3.030% | 74.90276 |
D-G1 | RRA | 9.823 | 6.64 | - | KK | - | - | - | - | - | Dfuhd | Cczjk | 525-535 | 530 | 5.47% | 5.530% | 63.94544 |
Tranche Comments
P-N1: First Pay: 2020-09-15; Registration: 144V/Oid Z;
Z-G1: First Pay: 2020-09-15; Registration: 144C/Lxr J;
V-M1: First Pay: 2020-09-15; Registration: 144L/Lkq I;
P-G1: First Pay: 2020-09-15; Registration: 144P/Bdi R;
D-G1: First Pay: 2020-09-15; Registration: 144E/Pfj Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-F5 | KSB | 155.643 | 8.28 | - | TTT | - | - | - | - | - | Lycod | VQOK | 75w | 77 | 2.44% | 2.437% | 71.97343 |
K-H5 | HEF | 8.757 | 7.39 | - | HH | - | - | - | - | - | Xjnyx | MRKJ | 275 | 275 | 4.42% | 4.417% | 66.75882 |
C-V5 | QWQ | 30.450 | 8.11 | - | GGG | - | - | - | - | - | Dfomh | IENT | 120i | 120 | 2.87% | 2.867% | 46.73790 |
E-J5 | ZOB | 51.140 | 7.43 | - | A | - | - | - | - | - | Cwgvp | AUTH | 95e | 95 | 2.62% | 2.617% | 94.35176 |
H-L5 | AYT | 4.911 | 5.67 | - | CC | - | - | - | - | - | Ljyuj | ZGOG | 90f | 90 | 2.57% | 2.567% | 18.96445 |
Tranche Comments
K-H5: First Pay: 2019-11-15; Registration: 144Y/Xtx E;
X-F5: First Pay: 2019-11-15; Registration: 144D/Bab B;
C-V5: First Pay: 2019-11-15; Registration: 144I/Rba X;
H-L5: First Pay: 2019-11-15; Registration: 144Z/Mxn S;
E-J5: First Pay: 2019-11-15; Registration: 144E/Pco I;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-U4 | HUG | 70.114 | 4.00 | - | XX | - | - | - | - | - | Fhqrz | Ibdhz | 90a | 90 | 2.46% | 2.470% | 82.14613 |
S-Q4 | YBT | 735.930 | 8.00 | - | LLL | - | - | - | - | - | Lripm | Hqids | 77k | 77 | 2.33% | 2.340% | 91.93087 |
O-C4 | LHO | 27.310 | 2.00 | - | H | - | - | - | - | - | Hzxrm | Cddth | 95m | 95 | 2.51% | 2.520% | 65.40450 |
J-S4 | VCT | 28.781 | 7.00 | - | HHH | - | - | - | - | - | Qoace | Amhns | 125b | 125 | 2.80% | 2.820% | 93.60074 |
B-T4 | RBC | 2.570 | 9.00 | - | RR | - | - | - | - | - | Junoh | Bnhwd | 275y | 275 | 4.28% | 4.320% | 71.50624 |
Tranche Comments
S-Q4: First Pay: 2019-11-15; Registration: 144G/Wzb A;
F-U4: First Pay: 2019-11-15; Registration: 144O/Lwm O;
O-C4: First Pay: 2019-11-15; Registration: 144Z/Znr Q;
J-S4: First Pay: 2019-11-15; Registration: 144Z/Qwq F;
B-T4: First Pay: 2019-11-15; Registration: 144K/Jlb V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-T3 | QZO | 17.457 | 4.75 | - | AAA | - | - | - | - | - | Qpsif | Jkagk | 155l | 145 | 3.06% | 3.075% | 97.75681 |
Y-T3 | HGQ | 9.833 | 3.34 | - | EE | - | - | - | - | - | Ntzrr | Cnfpu | 285o | 285 | 4.43% | 4.475% | 62.90452 |
S-S3 | EVU | 155.350 | 5.28 | - | PPP | - | - | - | - | - | Bvjmg | Crodh | 90z | 90 | 2.51% | 2.525% | 66.69474 |
L-P3 | TNV | 98.491 | 4.27 | - | NN | - | - | - | - | - | Gnsqt | Ugekb | 105-110 | 105 | 2.66% | 2.675% | 864.00000 |
J-G3 | HFN | 40.699 | 6.75 | - | R | - | - | - | - | - | Viyzs | Rcwtr | 115g | 110 | 2.71% | 2.725% | 21.73658 |
Tranche Comments
S-S3: First Pay: 2019-10-15; Registration: 144I/Fnm B;
L-P3: First Pay: 2019-10-15; Registration: 144H/Rtp W;
J-G3: First Pay: 2019-10-15; Registration: 144B/Qft Z;
O-T3: First Pay: 2019-10-15; Registration: 144Q/Fff Q;
Y-T3: First Pay: 2019-10-15; Registration: 144W/Gom K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-Z2 | QWN | 36.791 | 5.00 | - | RRR | - | - | - | - | - | Bwlwg | Fyafu | 170-175 | 165 | 3.06% | 3.089% | 54.47368 |
N-B2 | EER | 2.583 | 3.00 | - | PP | - | - | - | - | - | Touig | Imytv | 290-300 | 300 | 4.39% | 4.439% | 78.57386 |
R-H2 | NSR | 42.521 | 8.00 | - | YY | - | - | - | - | - | Sornh | Vzfzk | 130-135 | 135 | 2.77% | 2.789% | 29.17623 |
P-C2 | PEQ | 37.824 | 9.00 | - | C | - | - | - | - | - | Qogzw | Jxhed | 140r | 140 | 2.82% | 2.839% | 71.84850 |
L-G2 | BEA | 350.243 | 5.00 | - | JJJ | - | - | - | - | - | Qbafl | Qrmlw | 105-110 | 110 | 2.52% | 2.539% | 97.58811 |
Tranche Comments
L-G2: First Pay: 2019-09-16; Registration: 144K Znuo;
R-H2: First Pay: 2019-09-16; Registration: 144N Jcup;
P-C2: First Pay: 2019-09-16; Registration: 144L Kjzl;
A-Z2: First Pay: 2019-09-16; Registration: 144N Rzkb;
N-B2: First Pay: 2019-09-16; Registration: 144X Rmok;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-J1 | ECX | 331.618 | 3.29 | - | MMM | - | - | - | - | - | Fstso | Kfdhn | 90-95 | 85 | 2.59% | 2.608% | 94.40172 |
U-Q1 | UAK | 8.650 | 8.25 | - | UU | - | - | - | - | - | Ysahd | Xccex | 280-290 | 275 | 4.46% | 4.508% | 99.99660 |
G-N1 | QHT | 77.486 | 2.94 | - | OOO | - | - | - | - | - | Miqyu | Pebkl | 170c | 160 | 3.33% | 3.358% | 58.94301 |
E-L1 | EUC | 48.125 | 2.72 | - | P | - | - | - | - | - | Rtvov | Rivog | 130a | 120 | 2.93% | 2.958% | 13.67327 |
D-W1 | ZVP | 46.469 | 1.52 | - | VV | - | - | - | - | - | Ianks | Hzunk | 110-115 | 110 | 2.84% | 2.858% | 69.20165 |
Tranche Comments
W-J1: First Pay: 2019-08-15; Registration: 144L Lujm;
D-W1: First Pay: 2019-08-15; Registration: 144G Vqsr;
E-L1: First Pay: 2019-08-15; Registration: 144U Lvgl;
G-N1: First Pay: 2019-08-15; Registration: 144S Rifm;
U-Q1: First Pay: 2019-08-15; Registration: 144I Dswr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-T1 | MWK | 61.580 | 2.90 | - | Y | - | - | - | - | - | Wbkfv | Mqwys | - | 185 | 3.71% | 3.736% | 39.10744 |
R-J1 | WOD | 8.383 | 2.90 | - | JJ | - | - | - | - | - | Wqjao | Awlfj | - | 400 | 5.82% | 5.886% | 30.87789 |
U-C1 | NBJ | 72.606 | 5.80 | - | TTT | - | - | - | - | - | Igvvm | Gtnbv | - | 215 | 4.00% | 4.036% | 47.28838 |
N-Q1 | VQJ | 935.278 | 4.60 | - | RRR | - | - | - | - | - | Xomcx | Nteln | - | 135 | 3.21% | 3.236% | 44.17189 |
A-X1 | FHM | 55.461 | 9.90 | - | YY | - | - | - | - | - | Mnulu | Bjata | - | 145 | 3.31% | 3.336% | 85.72070 |
Tranche Comments
N-Q1: Registration: 144Q Ripa;
A-X1: Registration: 144W Fpsu;
M-T1: Registration: 144X Lpiv;
U-C1: Registration: 144W Qasc;
R-J1: Registration: 144R Vfck;
Deal Comments
KVXRWc Ccammkm W-Q d Hkm Ccamm Kd Oq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | WCO | 6.485 | 8.00 | - | EE | - | - | - | - | - | - | - | - | - | 6.42% | 6.504% | 91.64339 |
D | PPO | 879.740 | 5.00 | - | RRR | - | - | - | - | - | - | - | - | - | 3.33% | 3.354% | 26.92749 |
D | BJV | 55.565 | 9.00 | - | N | - | - | - | - | - | - | - | - | - | 3.97% | 4.004% | 56.49254 |
D | RJT | 49.640 | 7.00 | - | VVV | - | - | - | - | - | - | - | - | - | 4.61% | 4.654% | 61.22527 |
R | IPJ | 72.610 | 3.00 | - | KK | - | - | - | - | - | - | - | - | - | 3.58% | 3.604% | 49.88363 |