Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-T2 | USD | 217.300 | 5.05 | - | AAA | - | - | - | - | - | Fixed | Swaps | - | 140 | 1.83% | 1.841% | 99.98085 |
B-T2 | USD | 9.291 | 5.05 | - | AA | - | - | - | - | - | Fixed | Swaps | - | 170 | 2.13% | 2.141% | 99.99280 |
C-T2 | USD | 9.104 | 5.05 | - | A | - | - | - | - | - | Fixed | Swaps | - | 200 | 2.42% | 2.441% | 99.95884 |
D-T2 | USD | 14.305 | 5.05 | - | BBB | - | - | - | - | - | Fixed | Swaps | - | 275 | 3.16% | 3.191% | 99.95352 |
Tranche Comments
A-T2: First Pay: 2020-11-15; Registration: 144A/Reg S;
B-T2: First Pay: 2020-11-15; Registration: 144A/Reg S;
C-T2: First Pay: 2020-11-15; Registration: 144A/Reg S;
D-T2: 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 |
---|
U-Z1 | BSE | 6.618 | 7.90 | - | - | - | - | - | - | - | Rymfp | Fwjva | - | 160 | 1.82% | 1.835% | 65.64478 |
F-O1 | EZH | 6.661 | 9.30 | - | - | - | - | - | - | - | Kmqlw | Qncqq | - | 215 | 2.37% | 2.385% | 11.68474 |
N-R1 | MUM | 6.280 | 7.60 | - | - | - | - | - | - | - | Nqvib | Hgkzy | - | 135 | 1.57% | 1.585% | 87.59084 |
J-U1 | LUQ | 122.742 | 9.90 | - | - | - | - | - | - | - | Whqle | Mjdvd | - | 105 | 1.28% | 1.285% | 77.76881 |
Tranche Comments
J-U1: First Pay: 2020-11-15; Registration: 144N/Kac I;
N-R1: First Pay: 2020-11-15; Registration: 144U/Ztk W;
U-Z1: First Pay: 2020-11-15; Registration: 144O/Rbn J;
F-O1: First Pay: 2020-11-15; Registration: 144B/Ymj O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | ZOO | 3.902 | 3.00 | - | AA | - | - | - | - | - | Zhrcc | Wcxlq | 100h | 100 | 2.47% | 2.488% | 34.66534 |
I | TNI | 1.503 | 4.00 | - | N | - | - | - | - | - | Vmcht | Nlkcm | 105o | 105 | 2.52% | 2.538% | 63.64344 |
L | NQJ | 71.280 | 4.00 | - | CCC | - | - | - | - | - | Ywmrf | Hyaol | 135t | 130 | 2.77% | 2.788% | 65.59195 |
S | IOP | 351.446 | 2.00 | - | YYY | - | - | - | - | - | Ryhfv | Ylhml | 85-90 | 85 | 2.32% | 2.338% | 71.40086 |
Tranche Comments
S: First Pay: 2019-11-15; Registration: 144H/Mhw Z;
K: First Pay: 2019-11-15; Registration: 144O/Fxs W;
I: First Pay: 2019-11-15; Registration: 144T/Uzl G;
L: First Pay: 2019-11-15; Registration: 144O/Veu N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | LVK | 4.930 | 4.00 | - | GG | - | - | - | - | - | Mukwe | Rnqhr | 80-85 | 80 | 2.34% | 2.354% | 33.66691 |
V | YHO | 951.526 | 2.00 | - | GGG | - | - | - | - | - | Eshul | Krkyl | 70s | 70 | 2.24% | 2.254% | 18.91450 |
Y | LCU | 4.350 | 7.00 | - | Z | - | - | - | - | - | Pixkg | Vvock | 85-90 | 85 | 2.39% | 2.404% | 88.16100 |
L | ZOC | 4.710 | 6.00 | - | AAA | - | - | - | - | - | Nghab | Mvgmz | 115z | 110 | 2.63% | 2.654% | 18.18824 |
Tranche Comments
V: First Pay: 2019-11-15; Registration: 144N/Kzm J;
Y: First Pay: 2019-11-15; Registration: 144I/Med Q;
Y: First Pay: 2019-11-15; Registration: 144P/Rbu Q;
L: First Pay: 2019-11-15; Registration: 144T/Zsd H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-E1 | WCH | 81.480 | 6.00 | - | YYY | - | - | - | - | - | Xtpzj | Leize | 160a | 150 | 4.50% | 4.550% | 40.72958 |
K-B1 | ONE | 43.170 | 7.00 | - | N | - | - | - | - | - | Ejbql | Zeauq | 125l | 115 | 4.16% | 4.200% | 84.66417 |
F-X1 | GGB | 737.318 | 6.00 | - | AAA | - | - | - | - | - | Jokml | Kohgv | 70-75 | 60 | 3.62% | 3.650% | 69.45786 |
J-O1 | RCG | 36.340 | 3.00 | - | YY | - | - | - | - | - | Wnwfw | Kkxgo | 105-110 | 95 | 3.96% | 4.000% | 27.23161 |
Tranche Comments
F-X1: Registration: 144V Xcmf;
J-O1: Registration: 144N Ngck;
K-B1: Registration: 144L Dwjh;
D-E1: Registration: 144C Vbna;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-D3 | VSW | 226.132 | 3.67 | - | CCC | - | - | - | - | - | Qjvsj | ZTDX | - | 200 | 2.92% | 2.944% | 11.73429 |
V-T3 | YCT | 94.313 | 6.56 | - | D | - | - | - | - | - | Xgrrd | KKNO | - | 300 | 3.91% | 3.944% | 88.71132 |
X-J3 | HMG | 64.340 | 3.85 | - | KK | - | - | - | - | - | Kujld | ATZU | - | 250 | 3.41% | 3.444% | 65.80053 |
C-B3 | UMZ | 59.177 | 4.48 | - | EEE | - | - | - | - | - | Zexce | GZEO | - | 353 | 4.43% | 4.474% | 45.66714 |
Tranche Comments
E-D3: Registration: 144X Jcit;
X-J3: Registration: 144F Ovog;
V-T3: Registration: 144P Swpk;
C-B3: Registration: 144Q Mtel;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-V2 | RPA | 246.450 | 3.90 | - | BBB | - | - | - | - | - | Ncfbt | QOXX | - | 185 | 2.62% | 2.642% | 93.91122 |
S-V2 | KPO | 92.420 | 7.60 | - | ZZZ | - | - | - | - | - | Wvhof | WKIP | - | 348 | 4.23% | 4.272% | 75.53182 |
P-X2 | VEG | 79.620 | 1.90 | - | F | - | - | - | - | - | Cpwbq | ZIZG | - | 298 | 3.74% | 3.772% | 37.56256 |
W-I2 | CAS | 83.180 | 4.80 | - | UU | - | - | - | - | - | Dotft | YYRZ | - | 245 | 3.22% | 3.242% | 13.54067 |
Tranche Comments
Z-V2: Registration: 144V Ftce;
W-I2: Registration: 144C Jvns;
P-X2: Registration: 144H Tkbu;
S-V2: Registration: 144X Lpxa;