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 |
---|
C | UCX | 76.942 | 6.19 | - | - | - | DDD+ | W (V) | - | 81.00% | - | Fgnlc | Skyir | 300m | 300 | 3.71% | 3.951% | 59.21200 |
C | OZM | 70.483 | 7.57 | - | - | - | GGG- | HHH | - | 1.50% | - | Dthfo | Rujbo | 400r | 400 | 3.71% | 4.951% | 19.35880 |
Tranche Comments
C: Registration: 144Z/Ynr J;
C: Registration: 144E/Gsl C;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | IMV | 27.830 | 6.84 | - | - | - | - | - | - | 5.20% | - | Bvxuk | 1yI | - | 275 | 1nM+275 | - | 797.00000 |
Tranche Comments
C: Registration: 144G/Jxw R;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | TMY | 36.902 | 3.72 | - | - | - | - | - | - | - | - | Wedvpfyn | 1eH | 225 | 225 | 1fK+225 | - | 527.00000 |
Tranche Comments
L: Registration: 144O/Nmo H;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | JFK | 44.164 | 9.64 | - | - | - | - | - | - | 4.90% | - | Zbybmrbs | 1dO | 215 | 215 | 1tK+215 | - | 424.00000 |
Tranche Comments
J: Registration: 144Q/Vpj D;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | GSA | 64.197 | 3.37 | - | - | - | OOO+ | - | QQQ+ | 30.00% | - | Rkntp | Bdlkt | 160-165 | 150 | 3.30% | 3.126% | 395.61360 |
U | ONF | 89.600 | 5.28 | - | - | - | XXX- | - | KKK | 6.90% | - | Lauvs | Jhhxi | 205-210 | 190 | 3.30% | 3.526% | 82.40720 |
Tranche Comments
V: Registration: 144M/Axc J;
U: Registration: 144L/Vmb U;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | OBL | 52.518 | 8.31 | - | - | - | - | - | - | 6.40% | - | Zfwhffyc | 1qG | 240-250 | 245 | 1pS+245 | - | 569.00000 |
Tranche Comments
G: First Pay: 2020-01-27; Registration: 144I/Nzh D; Comments: Zuw M;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | JPR | 38.639 | 9.14 | - | - | - | AAA- | - | KKK- | 8.30% | - | Evqrm | Lhjmj | 225-230 | 225 | 3.57% | 3.984% | 58.75550 |
Z | LWE | 74.360 | 2.56 | - | - | - | FFF+ | - | AAA+ | 41.00% | - | Aijcf | Njxzj | 185-190 | 190 | 3.57% | 3.634% | 33.51140 |
Tranche Comments
Z: First Pay: 2020-01-27; Registration: 144Z/Fxj Y; Comments: Saj O;
W: First Pay: 2020-01-27; Registration: 144K/Vlr E; Comments: Oyi K;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | TMD | 25.964 | 10.21 | - | - | - | - | - | - | - | - | Piuhl | Nyiqw | 245x | 245 | 3.81% | 4.265% | 36.75530 |
Tranche Comments
C: First Pay: 2020-01-27; Registration: 144Z/Pst T; Comments: Kze L;
Deal Comments
Ueqiqxninera Ajeensqn Ennnjeyqny Cneiinij QQE, Enhqiny Uxj OF, EAEB Enhqiny Cneejir Vxy, EOE Cneiinij En QQE, Venxsdeqsij Ejny Brinij Enhqiny QQE, Vejbrinxj Ljeyqyqxi En QQE, Vnyyqsnb Njxniyqn Nnayje QO, FjbAnxe OF, C&E Ejnyib Enhqiny Eneh, Anyeje&Mrxynh QQE nxs Ajyyr Nnein Anxe OF
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | HPJ | 96.972 | 6.58 | - | - | - | VVV+ | - | EEE+ | 50.00% | - | Ennhr | Unbvk | 185o | 195 | 3.65% | 3.647% | 10.63690 |
Q | CXW | 15.486 | 5.95 | - | - | - | JJJ- | - | PPP- | 5.20% | - | Mkzyx | Yhord | 235 | 235 | 3.65% | 4.047% | 57.98080 |
Tranche Comments
O: First Pay: 2020-01-27; Registration: 144V/Wzg M; Comments: Jun X;
Q: First Pay: 2020-01-27; Registration: 144Y/Eli U; Comments: Arm A;
Cut-Off Balance ($mm)
3132.159651