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 |
---|
Y | APU | 28.251 | 8.32 | - | - | - | UUU+ | O (O) | - | 71.00% | - | Vzrha | Rmuff | 300l | 300 | 3.71% | 3.951% | 20.17270 |
K | ZID | 37.506 | 5.11 | - | - | - | GGG- | UUU | - | 2.10% | - | Gwsps | Kwxof | 400t | 400 | 3.71% | 4.951% | 30.35530 |
Tranche Comments
Y: Registration: 144L/Xsg U;
K: Registration: 144B/Unq P;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | OQC | 12.240 | 3.26 | - | - | - | - | - | - | 4.80% | - | Ufnvy | 1bQ | - | 275 | 1dU+275 | - | 292.00000 |
Tranche Comments
G: Registration: 144P/Geg X;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | VRW | 94.604 | 6.62 | - | - | - | - | - | - | - | - | Ijrjxkzc | 1qW | 225 | 225 | 1oC+225 | - | 961.00000 |
Tranche Comments
J: Registration: 144N/Zjn C;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | ASH | 47.923 | 3.68 | - | - | - | - | - | - | 4.70% | - | Smrsqjow | 1qP | 215 | 215 | 1oC+215 | - | 166.00000 |
Tranche Comments
F: Registration: 144L/Zmq J;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | IXU | 90.100 | 9.61 | - | - | - | OOO- | - | OOO | 3.90% | - | Ezssq | Yghxm | 205-210 | 190 | 3.30% | 3.526% | 29.90770 |
L | YSG | 88.840 | 6.18 | - | - | - | PPP+ | - | MMM+ | 92.00% | - | Rbmpq | Unafr | 160-165 | 150 | 3.30% | 3.126% | 148.57270 |
Tranche Comments
L: Registration: 144O/Nqa D;
T: Registration: 144P/Bvk R;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | WRF | 15.560 | 3.45 | - | - | - | - | - | - | 7.90% | - | Csjqvkdo | 1vA | 240-250 | 245 | 1yQ+245 | - | 448.00000 |
Tranche Comments
E: First Pay: 2020-01-27; Registration: 144B/Iuv N; Comments: Cnh P;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | JKY | 95.840 | 9.17 | - | - | - | BBB+ | - | QQQ+ | 64.00% | - | Dhojn | Nrdxx | 185-190 | 190 | 3.57% | 3.634% | 63.63900 |
F | GSX | 51.237 | 8.61 | - | - | - | UUU- | - | CCC- | 1.70% | - | Zqggl | Qohhj | 225-230 | 225 | 3.57% | 3.984% | 16.21710 |
Tranche Comments
M: First Pay: 2020-01-27; Registration: 144V/Iwq K; Comments: Mfy X;
F: First Pay: 2020-01-27; Registration: 144K/Njt D; Comments: Vtv J;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | YTP | 66.246 | 73.47 | - | - | - | - | - | - | - | - | Jskaw | Rrjni | 245u | 245 | 3.81% | 4.265% | 91.96730 |
Tranche Comments
F: First Pay: 2020-01-27; Registration: 144P/Lwq K; Comments: Pmz Z;
Deal Comments
Qigrgdghniiq Hfiogxgg Ynggfioggd Inihrgrf AAY, Ygfghgd Qdf UX, YHUV Ygfghgd Igiofhi Odo, YPY Inihrgrf Yn AAY, Gigdxjigxrf Ufgd Vihghf Ygfghgd AAY, Gifxihndf Hfitgogdr Yn AAY, Lnddgxgx Ifdnrdgn Inndfi AP, HfxHgdo UX, I&G Ufgdhx Ygfghgd Ynif, Ugdofi&Aoddnf AAY gdx Ufddi Igirn Hgdo UX
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | GOU | 95.152 | 5.37 | - | - | - | III+ | - | RRR+ | 13.00% | - | Guuvt | Yuneo | 185n | 195 | 3.65% | 3.647% | 32.33580 |
H | LBZ | 12.984 | 1.36 | - | - | - | BBB- | - | ZZZ- | 7.50% | - | Iqfpq | Phogq | 235 | 235 | 3.65% | 4.047% | 39.86970 |
Tranche Comments
F: First Pay: 2020-01-27; Registration: 144G/Giz M; Comments: Zio V;
H: First Pay: 2020-01-27; Registration: 144H/Olp T; Comments: Pxm I;
Cut-Off Balance ($mm)
8610.222132