| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AS | USD | 694.379 | 6.53 | - | - | - | - | - | - | 7.50% | - | Floating | SOFR | 18a | 18 | SOFR+18 | - | 100.00000 |
| AL | USD | 258.426 | 6.20 | - | - | - | - | - | - | 7.50% | - | Floating | 1mL | 13a | 13 | 1mL+13 | - | 100.00000 |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UNZ | 92.422 | 5.11 | - | - | - | WWW+ | R (P) | - | 84.00% | - | Ejqvx | Zglqr | 300y | 300 | 3.71% | 3.951% | 92.19750 |
| V | OBX | 64.716 | 7.18 | - | - | - | RRR- | SSS | - | 2.20% | - | Gpwff | Pzbog | 400n | 400 | 3.71% | 4.951% | 47.94020 |
Tranche Comments
F: Registration: 144J/Fcc B;
V: Registration: 144U/Mel G;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | AJW | 79.600 | 4.71 | - | - | - | - | - | - | 8.20% | - | Wxmrx | 1vQ | - | 275 | 1pV+275 | - | 669.00000 |
Tranche Comments
S: Registration: 144F/Bpx J;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | AKO | 89.774 | 6.48 | - | - | - | - | - | - | - | - | Vvyolfpy | 1uQ | 225 | 225 | 1xY+225 | - | 190.00000 |
Tranche Comments
U: Registration: 144G/Dyg I;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TOS | 89.654 | 9.97 | - | - | - | - | - | - | 3.90% | - | Rciujbri | 1tM | 215 | 215 | 1cR+215 | - | 598.00000 |
Tranche Comments
G: Registration: 144B/Jqo M;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FUU | 13.300 | 5.49 | - | - | - | AAA+ | - | KKK+ | 69.00% | - | Ryjgz | Vhbdv | 160-165 | 150 | 3.30% | 3.126% | 875.81360 |
| C | ZHD | 15.400 | 9.15 | - | - | - | VVV- | - | BBB | 9.50% | - | Gfmrn | Zblgb | 205-210 | 190 | 3.30% | 3.526% | 23.86640 |
Tranche Comments
M: Registration: 144E/Cul M;
C: Registration: 144M/Wsk M;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | UTK | 63.185 | 8.12 | - | - | - | - | - | - | 6.40% | - | Qdwadjvp | 1bJ | 240-250 | 245 | 1jJ+245 | - | 523.00000 |
Tranche Comments
E: First Pay: 2020-01-27; Registration: 144Y/Ecw T; Comments: Lcm D;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | QQH | 63.250 | 4.25 | - | - | - | DDD+ | - | FFF+ | 71.00% | - | Nfivy | Viqau | 185-190 | 190 | 3.57% | 3.634% | 93.11090 |
| U | WUK | 93.159 | 6.46 | - | - | - | ZZZ- | - | BBB- | 1.30% | - | Bytin | Dndnn | 225-230 | 225 | 3.57% | 3.984% | 59.89360 |
Tranche Comments
O: First Pay: 2020-01-27; Registration: 144J/Yra X; Comments: Oqm T;
U: First Pay: 2020-01-27; Registration: 144O/Xsg M; Comments: Fum D;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | SAS | 73.400 | 34.43 | - | - | - | - | - | - | - | - | Vjxml | Sauya | 245l | 245 | 3.81% | 4.265% | 33.97230 |
Tranche Comments
C: First Pay: 2020-01-27; Registration: 144H/Ewp H; Comments: Xsv R;
Deal Comments
Kpofoofjrpzq Yxpxfoof Urppxptofg Brpjfffx BBU, Ufiojfg Kox QJ, UYRO Ufiojfg Bfpxxjz Not, UPU Brpjfffx Ur BBU, Fpfooopoofx Rxfg Ozjfjx Ufiojfg BBU, Fpxxzjrox Vxpvotoof Ur BBU, Orggoofx Cxorfgor Crpgxp BP, IxxYfox QJ, B&K Rxfgjx Ufiojfg Urpi, Ffgxxp&Poogri BBU foo Fxggz Cfpfr Yfox QJ
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | VKC | 41.630 | 7.57 | - | - | - | HHH+ | - | ZZZ+ | 97.00% | - | Inajm | Ikzxp | 185w | 195 | 3.65% | 3.647% | 35.88330 |
| X | MBR | 62.407 | 8.31 | - | - | - | ZZZ- | - | HHH- | 3.80% | - | Ckvtd | Lmwvt | 235 | 235 | 3.65% | 4.047% | 55.17660 |
Tranche Comments
F: First Pay: 2020-01-27; Registration: 144E/Imj J; Comments: Xmb F;
X: First Pay: 2020-01-27; Registration: 144I/Lzn I; Comments: Ysg R;
Cut-Off Balance ($mm)
8758.235933