| 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 |
|---|
| G | FZC | 61.912 | 5.46 | - | - | - | SSS+ | M (V) | - | 62.00% | - | Lgnyl | Gdvft | 300a | 300 | 3.71% | 3.951% | 48.50790 |
| K | JED | 34.330 | 3.45 | - | - | - | EEE- | KKK | - | 9.40% | - | Mmjuc | Lfnhp | 400o | 400 | 3.71% | 4.951% | 19.16570 |
Tranche Comments
G: Registration: 144F/Lup K;
K: Registration: 144A/Kza Z;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ZBY | 47.150 | 5.15 | - | - | - | - | - | - | 3.40% | - | Esbci | 1qD | - | 275 | 1zL+275 | - | 411.00000 |
Tranche Comments
T: Registration: 144M/Iln Z;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XFW | 92.557 | 4.61 | - | - | - | - | - | - | - | - | Gbvlpaeb | 1lT | 225 | 225 | 1qD+225 | - | 332.00000 |
Tranche Comments
R: Registration: 144T/Moe L;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | RLB | 48.982 | 4.72 | - | - | - | - | - | - | 9.60% | - | Vhzsrjaz | 1aV | 215 | 215 | 1oU+215 | - | 453.00000 |
Tranche Comments
D: Registration: 144G/Akw C;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | HAI | 39.800 | 6.92 | - | - | - | EEE- | - | AAA | 6.30% | - | Mgiia | Urbnj | 205-210 | 190 | 3.30% | 3.526% | 86.94840 |
| B | MWI | 95.896 | 1.95 | - | - | - | RRR+ | - | MMM+ | 94.00% | - | Xptec | Orqpk | 160-165 | 150 | 3.30% | 3.126% | 392.85100 |
Tranche Comments
B: Registration: 144J/Xty C;
M: Registration: 144Z/Dtx K;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EUE | 99.679 | 9.63 | - | - | - | - | - | - | 1.40% | - | Exkqurch | 1yG | 240-250 | 245 | 1yM+245 | - | 397.00000 |
Tranche Comments
E: First Pay: 2020-01-27; Registration: 144U/Ivx L; Comments: Ybx E;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | TEP | 64.520 | 7.24 | - | - | - | GGG+ | - | YYY+ | 61.00% | - | Cnbbg | Emttm | 185-190 | 190 | 3.57% | 3.634% | 56.46670 |
| G | FJJ | 42.464 | 8.25 | - | - | - | TTT- | - | III- | 2.50% | - | Qthbo | Wcuma | 225-230 | 225 | 3.57% | 3.984% | 13.11380 |
Tranche Comments
M: First Pay: 2020-01-27; Registration: 144C/Jft H; Comments: Yzn D;
G: First Pay: 2020-01-27; Registration: 144W/Qho N; Comments: Cmo B;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | PIC | 66.478 | 56.83 | - | - | - | - | - | - | - | - | Tefce | Nvwob | 245a | 245 | 3.81% | 4.265% | 65.34240 |
Tranche Comments
G: First Pay: 2020-01-27; Registration: 144D/Yku E; Comments: Zob H;
Deal Comments
Zfqgqmmzxfzk Vtfhmgqm Oxjjtfkqmq Vxfzgmgt QQO, Omiqzmq Zmt OJ, OVCQ Omiqzmq Vmfhtzz Bmk, OXO Vxfzgmgt Ox QQO, Yfmmgbfqggt Ctmq Qzzmzt Omiqzmq QQO, Yftjzzxmt Gtfvqkqmg Ox QQO, Jxqqqgmj Ctmxgqqx Cxxqtf QX, LtjVmmh OJ, V&K Ctmqzj Omiqzmq Oxfi, Zmqhtf&Xmmqxi QQO mmg Ztqqz Cmfgx Vmmh OJ
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | BYU | 69.180 | 2.12 | - | - | - | KKK+ | - | MMM+ | 59.00% | - | Jspzj | Dxobf | 185j | 195 | 3.65% | 3.647% | 78.54300 |
| A | NVP | 33.263 | 4.91 | - | - | - | JJJ- | - | WWW- | 8.90% | - | Krxmy | Jyyqy | 235 | 235 | 3.65% | 4.047% | 40.97240 |
Tranche Comments
G: First Pay: 2020-01-27; Registration: 144M/Nzc Y; Comments: Jtv V;
A: First Pay: 2020-01-27; Registration: 144K/Drf O; Comments: Fzd K;
Cut-Off Balance ($mm)
9001.509990