| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| RP | OJP | 649.219 | 7.39 | - | - | - | - | - | - | 7.50% | - | Twdovomy | CHLQ | 18g | 18 | SLZX+18 | - | 670.00000 |
| QR | CTU | 367.397 | 1.30 | - | - | - | - | - | - | 5.60% | - | Seefzhur | 1yE | 13e | 13 | 1rN+13 | - | 933.00000 |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NHE | 78.417 | 6.40 | - | - | - | OOO+ | U (D) | - | 78.00% | - | Yqmwq | Wnngu | 300u | 300 | 3.71% | 3.951% | 15.46320 |
| H | YZZ | 31.366 | 9.71 | - | - | - | DDD- | OOO | - | 6.70% | - | Hmsvd | Jughn | 400r | 400 | 3.71% | 4.951% | 71.51080 |
Tranche Comments
Q: Registration: 144C/Xwt N;
H: Registration: 144J/Lzd S;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | YPN | 87.820 | 9.25 | - | - | - | - | - | - | 8.80% | - | Ibnac | 1rW | - | 275 | 1yI+275 | - | 763.00000 |
Tranche Comments
G: Registration: 144V/Wwf F;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UYJ | 95.342 | 3.19 | - | - | - | - | - | - | - | - | Vbzaejnc | 1yQ | 225 | 225 | 1iP+225 | - | 990.00000 |
Tranche Comments
B: Registration: 144H/Ozq O;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | QBW | 40.389 | 5.62 | - | - | - | - | - | - | 7.10% | - | Mjhslole | 1bA | 215 | 215 | 1xE+215 | - | 285.00000 |
Tranche Comments
D: Registration: 144A/Zrr I;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BAR | 92.200 | 6.39 | - | - | - | EEE- | - | GGG | 7.90% | - | Wquqc | Bilzs | 205-210 | 190 | 3.30% | 3.526% | 20.12590 |
| Y | OQV | 74.938 | 4.90 | - | - | - | QQQ+ | - | HHH+ | 20.00% | - | Lghyh | Vntxu | 160-165 | 150 | 3.30% | 3.126% | 711.98340 |
Tranche Comments
Y: Registration: 144K/Ezu X;
D: Registration: 144C/Lpg G;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AVL | 65.325 | 7.49 | - | - | - | - | - | - | 4.70% | - | Mppqwyma | 1bS | 240-250 | 245 | 1cR+245 | - | 567.00000 |
Tranche Comments
Z: First Pay: 2020-01-27; Registration: 144H/Pvy E; Comments: Xau Y;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | JUM | 50.570 | 8.25 | - | - | - | RRR+ | - | ZZZ+ | 97.00% | - | Rsxby | Uuuvf | 185-190 | 190 | 3.57% | 3.634% | 18.43650 |
| P | GJY | 30.391 | 7.31 | - | - | - | FFF- | - | CCC- | 7.10% | - | Tlysv | Qfonh | 225-230 | 225 | 3.57% | 3.984% | 80.27100 |
Tranche Comments
D: First Pay: 2020-01-27; Registration: 144X/Jmo Q; Comments: Lwj D;
P: First Pay: 2020-01-27; Registration: 144M/Ode Z; Comments: Wdy L;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZQU | 48.989 | 87.28 | - | - | - | - | - | - | - | - | Mabrr | Rmbld | 245v | 245 | 3.81% | 4.265% | 98.17380 |
Tranche Comments
U: First Pay: 2020-01-27; Registration: 144B/Lrc K; Comments: Pbt R;
Deal Comments
Zqftfznisqag Btqhnxfn Bsootqffnj Isqitntt MMB, Bnpfinj Zzt GZ, BBGU Bnpfinj Inqhtia Vzf, BNB Isqitntt Bs MMB, Jqnzxhqfxtt Gtnj Uainit Bnpfinj MMB, Jqtsaiszt Etqzfffzt Bs MMB, Gsjjfxns Itzstjfs Iswjtq MN, GtsBnzh GZ, I&V Gtnjis Bnpfinj Bsqp, Mnjhtq&Bgzjsp MMB nzx Mtjja Inqts Bnzh GZ
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | EIW | 35.590 | 5.37 | - | - | - | RRR- | - | OOO- | 8.50% | - | Ozjzs | Xuzvl | 235 | 235 | 3.65% | 4.047% | 46.97540 |
| J | OFP | 17.412 | 1.66 | - | - | - | BBB+ | - | XXX+ | 83.00% | - | Uwxev | Qxdqi | 185l | 195 | 3.65% | 3.647% | 25.88370 |
Tranche Comments
J: First Pay: 2020-01-27; Registration: 144B/Yvu H; Comments: Ccf N;
P: First Pay: 2020-01-27; Registration: 144E/Onc N; Comments: Gfp L;
Cut-Off Balance ($mm)
9027.672828