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 |
---|
H-S1 | EBH | 6.380 | 8.40 | - | - | - | - | - | - | - | Pgowo | Edoda | - | 135 | 1.57% | 1.585% | 25.64053 |
Q-M1 | EOT | 8.832 | 2.60 | - | - | - | - | - | - | - | Nhqlb | Dcvns | - | 215 | 2.37% | 2.385% | 91.81798 |
U-Q1 | XNJ | 485.921 | 6.10 | - | - | - | - | - | - | - | Fytnn | Yqhpu | - | 105 | 1.28% | 1.285% | 17.61668 |
B-I1 | TIZ | 2.767 | 8.70 | - | - | - | - | - | - | - | Jvcwo | Jlblv | - | 160 | 1.82% | 1.835% | 64.55030 |
Tranche Comments
U-Q1: First Pay: 2020-11-15; Registration: 144O/Lfj B;
H-S1: First Pay: 2020-11-15; Registration: 144W/Gkt W;
B-I1: First Pay: 2020-11-15; Registration: 144N/Upo Q;
Q-M1: First Pay: 2020-11-15; Registration: 144W/Was Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | MMG | 9.372 | 6.00 | - | UU | - | - | - | - | - | Hjxvn | Wgrje | 100w | 100 | 2.47% | 2.488% | 99.57638 |
D | THH | 91.720 | 3.00 | - | OOO | - | - | - | - | - | Utnjj | Lcfdw | 135w | 130 | 2.77% | 2.788% | 13.90947 |
E | KGE | 879.104 | 8.00 | - | GGG | - | - | - | - | - | Jgvuo | Ljcax | 85-90 | 85 | 2.32% | 2.338% | 81.67107 |
N | MBL | 2.608 | 2.00 | - | Y | - | - | - | - | - | Bmqia | Kmtcv | 105m | 105 | 2.52% | 2.538% | 26.58268 |
Tranche Comments
E: First Pay: 2019-11-15; Registration: 144J/Qqp G;
U: First Pay: 2019-11-15; Registration: 144U/Pwa V;
N: First Pay: 2019-11-15; Registration: 144F/Nwg Z;
D: First Pay: 2019-11-15; Registration: 144D/Fhw G;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | OBN | 7.410 | 8.00 | - | O | - | - | - | - | - | Jmhbg | Sjnvn | 85-90 | 85 | 2.39% | 2.404% | 46.37900 |
L | ZQH | 2.221 | 6.00 | - | NNN | - | - | - | - | - | Igufj | Dauma | 115m | 110 | 2.63% | 2.654% | 19.93773 |
G | NFM | 459.295 | 8.00 | - | SSS | - | - | - | - | - | Wwrew | Nhhgu | 70k | 70 | 2.24% | 2.254% | 54.77444 |
M | MCJ | 7.348 | 4.00 | - | SS | - | - | - | - | - | Hgmya | Jqowa | 80-85 | 80 | 2.34% | 2.354% | 77.76958 |
Tranche Comments
G: First Pay: 2019-11-15; Registration: 144N/Jce T;
M: First Pay: 2019-11-15; Registration: 144N/Rav Y;
K: First Pay: 2019-11-15; Registration: 144G/Lwc U;
L: First Pay: 2019-11-15; Registration: 144W/Unj O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-E1 | FXM | 40.580 | 4.00 | - | EEE | - | - | - | - | - | Ikifw | Onfvp | 160e | 150 | 4.50% | 4.550% | 62.71061 |
M-M1 | QRM | 52.710 | 9.00 | - | HH | - | - | - | - | - | Fknpd | Ecfry | 105-110 | 95 | 3.96% | 4.000% | 93.92656 |
Y-U1 | WZI | 688.492 | 7.00 | - | TTT | - | - | - | - | - | Vgypp | Pwlpv | 70-75 | 60 | 3.62% | 3.650% | 93.80806 |
E-T1 | ARI | 62.490 | 5.00 | - | O | - | - | - | - | - | Pycjh | Vyaxe | 125z | 115 | 4.16% | 4.200% | 90.71263 |
Tranche Comments
Y-U1: Registration: 144F Idmm;
M-M1: Registration: 144N Pmop;
E-T1: Registration: 144H Oirc;
A-E1: Registration: 144P Xfzg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-N3 | CPE | 51.263 | 2.20 | - | XXX | - | - | - | - | - | Tvwgj | UQVE | - | 353 | 4.43% | 4.474% | 17.78076 |
O-O3 | QRR | 20.703 | 8.67 | - | YY | - | - | - | - | - | Fqtxe | ALNL | - | 250 | 3.41% | 3.444% | 18.77814 |
S-M3 | GHA | 26.725 | 1.42 | - | H | - | - | - | - | - | Uloco | PDIK | - | 300 | 3.91% | 3.944% | 85.44575 |
X-Q3 | WZC | 150.909 | 4.43 | - | SSS | - | - | - | - | - | Gruca | VEYG | - | 200 | 2.92% | 2.944% | 92.58961 |
Tranche Comments
X-Q3: Registration: 144F Jenh;
O-O3: Registration: 144N Eipc;
S-M3: Registration: 144N Dxzf;
Y-N3: Registration: 144N Orge;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-Y2 | PYO | 50.433 | 6.10 | - | RRR | - | - | - | - | - | Vcrku | KPTC | - | 348 | 4.23% | 4.272% | 12.27494 |
N-L2 | RIL | 581.736 | 5.70 | - | LLL | - | - | - | - | - | Qotol | TXMI | - | 185 | 2.62% | 2.642% | 52.18105 |
H-I2 | QSL | 23.233 | 7.70 | - | O | - | - | - | - | - | Yzbkf | LQVY | - | 298 | 3.74% | 3.772% | 61.89439 |
G-C2 | ZLK | 14.420 | 7.60 | - | XX | - | - | - | - | - | Ybbfn | RHNF | - | 245 | 3.22% | 3.242% | 32.98665 |
Tranche Comments
N-L2: Registration: 144S Cchq;
G-C2: Registration: 144N Ygzl;
H-I2: Registration: 144Y Gqnl;
L-Y2: Registration: 144R Odxe;