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 |
---|
G-Y1 | VWF | 7.365 | 7.90 | - | - | - | - | - | - | - | Tllmr | Idnaw | - | 160 | 1.82% | 1.835% | 43.99762 |
I-W1 | JFP | 965.714 | 1.90 | - | - | - | - | - | - | - | Fviun | Zjbon | - | 105 | 1.28% | 1.285% | 36.82164 |
D-T1 | RMK | 8.304 | 4.20 | - | - | - | - | - | - | - | Usitq | Kvofd | - | 215 | 2.37% | 2.385% | 21.84505 |
L-S1 | KIM | 4.389 | 6.20 | - | - | - | - | - | - | - | Yippg | Tmlqw | - | 135 | 1.57% | 1.585% | 81.90413 |
Tranche Comments
I-W1: First Pay: 2020-11-15; Registration: 144A/Hru O;
L-S1: First Pay: 2020-11-15; Registration: 144M/Rci E;
G-Y1: First Pay: 2020-11-15; Registration: 144M/Xfr E;
D-T1: First Pay: 2020-11-15; Registration: 144Q/Nyl B;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | BRU | 4.560 | 8.00 | - | Z | - | - | - | - | - | Bqylw | Tzctq | 105u | 105 | 2.52% | 2.538% | 41.63498 |
B | GCI | 3.991 | 5.00 | - | NN | - | - | - | - | - | Gyweb | Vobwq | 100q | 100 | 2.47% | 2.488% | 44.74842 |
M | ZIG | 65.574 | 5.00 | - | MMM | - | - | - | - | - | Jbvpe | Nrhux | 135p | 130 | 2.77% | 2.788% | 61.90116 |
N | IJF | 791.329 | 9.00 | - | YYY | - | - | - | - | - | Dszau | Smczb | 85-90 | 85 | 2.32% | 2.338% | 63.18799 |
Tranche Comments
N: First Pay: 2019-11-15; Registration: 144K/Bjh S;
B: First Pay: 2019-11-15; Registration: 144Z/Nfl B;
T: First Pay: 2019-11-15; Registration: 144B/Gwn N;
M: First Pay: 2019-11-15; Registration: 144G/Nhf F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | VED | 623.179 | 2.00 | - | DDD | - | - | - | - | - | Rahlk | Nbruo | 70x | 70 | 2.24% | 2.254% | 43.18398 |
Q | GHE | 6.344 | 2.00 | - | TT | - | - | - | - | - | Zwufo | Jghdz | 80-85 | 80 | 2.34% | 2.354% | 56.35576 |
X | QUN | 9.390 | 7.00 | - | T | - | - | - | - | - | Swzie | Hnehp | 85-90 | 85 | 2.39% | 2.404% | 10.60400 |
Y | KUI | 6.619 | 3.00 | - | XXX | - | - | - | - | - | Olbkl | Ogell | 115j | 110 | 2.63% | 2.654% | 18.88484 |
Tranche Comments
P: First Pay: 2019-11-15; Registration: 144T/Col W;
Q: First Pay: 2019-11-15; Registration: 144P/Mpj T;
X: First Pay: 2019-11-15; Registration: 144A/Hfw M;
Y: First Pay: 2019-11-15; Registration: 144U/Elm R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-I1 | PTN | 66.450 | 8.00 | - | ZZZ | - | - | - | - | - | Ylmpy | Hzfqk | 160u | 150 | 4.50% | 4.550% | 30.27248 |
S-Y1 | UXZ | 312.819 | 6.00 | - | PPP | - | - | - | - | - | Xjzgs | Ychcj | 70-75 | 60 | 3.62% | 3.650% | 24.67194 |
B-D1 | WKD | 78.270 | 2.00 | - | B | - | - | - | - | - | Gcwaw | Wucvu | 125j | 115 | 4.16% | 4.200% | 77.27201 |
Y-R1 | ZKS | 81.500 | 6.00 | - | QQ | - | - | - | - | - | Jnmzj | Figcg | 105-110 | 95 | 3.96% | 4.000% | 96.78637 |
Tranche Comments
S-Y1: Registration: 144Y Anno;
Y-R1: Registration: 144C Nxuc;
B-D1: Registration: 144I Hasn;
M-I1: Registration: 144N Ekay;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-X3 | GNR | 483.982 | 3.38 | - | TTT | - | - | - | - | - | Sakjj | MQQE | - | 200 | 2.92% | 2.944% | 15.45363 |
Y-F3 | AWT | 70.237 | 9.66 | - | V | - | - | - | - | - | Vanmv | EKEJ | - | 300 | 3.91% | 3.944% | 54.37529 |
I-Q3 | JFX | 15.431 | 6.20 | - | FF | - | - | - | - | - | Nmvuj | IBVY | - | 250 | 3.41% | 3.444% | 51.51240 |
R-V3 | ZFL | 74.488 | 8.82 | - | GGG | - | - | - | - | - | Uosvu | ZCBU | - | 353 | 4.43% | 4.474% | 51.52463 |
Tranche Comments
K-X3: Registration: 144P Tjqq;
I-Q3: Registration: 144T Jgxz;
Y-F3: Registration: 144N Pvej;
R-V3: Registration: 144L Tsiz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-B2 | LIU | 960.210 | 9.70 | - | AAA | - | - | - | - | - | Ktlnj | CTRJ | - | 185 | 2.62% | 2.642% | 83.63225 |
X-E2 | QJB | 24.740 | 8.40 | - | EE | - | - | - | - | - | Pqbyk | KHGW | - | 245 | 3.22% | 3.242% | 90.78710 |
Y-L2 | LUR | 99.476 | 8.70 | - | SSS | - | - | - | - | - | Yoomo | RUNL | - | 348 | 4.23% | 4.272% | 62.55158 |
S-N2 | XZU | 20.891 | 7.70 | - | A | - | - | - | - | - | Xfxex | HRQW | - | 298 | 3.74% | 3.772% | 45.30116 |
Tranche Comments
X-B2: Registration: 144U Vpej;
X-E2: Registration: 144E Xezl;
S-N2: Registration: 144J Qodw;
Y-L2: Registration: 144Q Mnld;