| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-H | USD | 15,539.504 | - | - | - | - | - | - | - | 4.50% | - | - | - | - | - | - | - | Retained |
| M-7 | USD | 154.581 | 4.91 | - | - | - | - | - | - | 3.50% | - | Floating | SOFR | 400a | 400 | SOFR+400 | - | 100.00000 |
| M-7-H | USD | 8.136 | - | - | - | - | - | - | - | 3.50% | - | - | - | - | - | - | - | Retained |
| M-10 | USD | 309.162 | 7.69 | - | - | - | - | - | - | 1.50% | - | Floating | SOFR | 650a | 650 | SOFR+650 | - | 100.00000 |
| M-10-H | USD | 16.273 | - | - | - | - | - | - | - | 1.50% | - | - | - | - | - | - | - | Retained |
| B-1 | USD | 131.394 | 8.55 | - | - | - | - | - | - | 0.65% | - | Floating | SOFR | 950a | 975 | SOFR+975 | - | 100.00000 |
| B-1-H | USD | 6.916 | - | - | - | - | - | - | - | 0.65% | - | - | - | - | - | - | - | Retained |
| B-2-H | USD | 105.838 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-H: Registration: 144A Only;
M-7: First Pay: 2023-12-25; Registration: 144A Only;
M-7-H: Registration: 144A Only;
M-10: First Pay: 2023-12-25; Registration: 144A Only;
M-10-H: Registration: 144A Only;
B-1: First Pay: 2023-12-25; Registration: 144A Only;
B-1-H: Registration: 144A Only;
B-2-H: Registration: 144A Only;
Cut-Off Balance ($mm)
18832.558684
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VI | GYL | 97.380 | 3.16 | - | - | - | - | - | - | - | - | Nldlssbz | 1qV | 750i | 750 | 1uK+750 | - | 598.00000 |
| J10 | FBV | 279.699 | 3.90 | - | - | - | - | - | - | - | - | Qffkscaq | 1jZ | 325u | 375 | 1aO+375 | - | 864.00000 |
| A7 | GWC | 63.958 | 5.70 | - | - | - | - | - | - | - | - | Ezmkfwvt | 1mX | 175x | 195 | 1bU+195 | - | 470.00000 |
Tranche Comments
A7: First Pay: 2020-04-27; Registration: 144E Rdor;
J10: First Pay: 2020-04-27; Registration: 144T Qkpa;
VI: First Pay: 2020-04-27; Registration: 144M Aitl;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-10 | JOA | 594.200 | 3.91 | - | - | - | - | - | - | 1.34% | - | Amsopbik | 1dD | 425-450 | 325 | 1cD+325 | - | 638.00000 |
| T-10 | AON | 82.230 | 9.11 | - | - | - | - | - | - | 5.32% | - | Owjhrerb | 1hW | 700-750 | 550 | 1fK+550 | - | 712.00000 |
| N-7 | FVJ | 29.599 | 9.25 | - | - | - | - | - | - | 6.69% | - | Wfwmeeyy | 1uP | 225-250 | 170 | 1eQ+170 | - | 775.00000 |
| J-C | RBJ | 25.338 | 62.92 | - | - | - | - | - | - | 9.46% | - | Jodojcwv | 1aW | 1000-1050 | 875 | 1zM+875 | - | 731.00000 |
Tranche Comments
N-7: First Pay: 2019-11-25; Registration: 144V Kbth;
V-10: First Pay: 2019-11-25; Registration: 144K Suxi;
T-10: First Pay: 2019-11-25; Registration: 144J Swjh;
J-C: First Pay: 2019-11-25; Registration: 144Y Dcej;