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 |
---|
K | BCT | 54.661 | 7.60 | - | - | - | GGG+ | Q (E) | - | 43.00% | - | Itxuv | Mkvor | 300w | 300 | 3.71% | 3.951% | 91.84590 |
R | VFK | 16.666 | 4.48 | - | - | - | HHH- | MMM | - | 5.80% | - | Zshsm | Ojmdd | 400n | 400 | 3.71% | 4.951% | 46.34540 |
Tranche Comments
K: Registration: 144Q/Qzw Z;
R: Registration: 144F/Iun K;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | ZXF | 10.500 | 4.12 | - | - | - | - | - | - | 7.50% | - | Jofkx | 1rY | - | 275 | 1yM+275 | - | 152.00000 |
Tranche Comments
Z: Registration: 144O/Zuo E;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | TFS | 22.153 | 3.42 | - | - | - | - | - | - | - | - | Elwxkouo | 1tA | 225 | 225 | 1qA+225 | - | 149.00000 |
Tranche Comments
W: Registration: 144K/Qzo W;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | KNN | 76.829 | 2.53 | - | - | - | - | - | - | 9.30% | - | Achcqbkq | 1uH | 215 | 215 | 1aI+215 | - | 318.00000 |
Tranche Comments
X: Registration: 144F/Jfy I;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | NYA | 46.767 | 3.11 | - | - | - | CCC+ | - | HHH+ | 75.00% | - | Gboxk | Vijne | 160-165 | 150 | 3.30% | 3.126% | 935.11610 |
J | KWS | 30.600 | 5.23 | - | - | - | MMM- | - | AAA | 4.20% | - | Eogpm | Lmflq | 205-210 | 190 | 3.30% | 3.526% | 88.77290 |
Tranche Comments
J: Registration: 144A/Ykt Y;
J: Registration: 144M/Uub S;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | LML | 35.698 | 3.75 | - | - | - | - | - | - | 6.60% | - | Ardloymk | 1pI | 240-250 | 245 | 1eH+245 | - | 416.00000 |
Tranche Comments
J: First Pay: 2020-01-27; Registration: 144J/Jvb I; Comments: Mac L;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | MPN | 87.550 | 2.53 | - | - | - | SSS+ | - | EEE+ | 34.00% | - | Xsuby | Hjgxf | 185-190 | 190 | 3.57% | 3.634% | 12.63110 |
L | CMV | 10.703 | 1.44 | - | - | - | FFF- | - | GGG- | 6.40% | - | Sofba | Gbdqb | 225-230 | 225 | 3.57% | 3.984% | 76.73650 |
Tranche Comments
H: First Pay: 2020-01-27; Registration: 144U/Cwb S; Comments: Jzk J;
L: First Pay: 2020-01-27; Registration: 144Q/Ydh T; Comments: Lmb N;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | CYQ | 27.982 | 29.40 | - | - | - | - | - | - | - | - | Efsic | Srcrt | 245x | 245 | 3.81% | 4.265% | 18.72790 |
Tranche Comments
Z: First Pay: 2020-01-27; Registration: 144J/Mxx D; Comments: Cof G;
Deal Comments
Mzfrfqxtozhk Bjzmxnfx Ooggjzsfxl Coztrxrj MMO, Oxiftxl Mqj IN, OBNE Oxiftxl Cxzmjth Zqs, OHO Coztrxrj Oo MMO, Vzxqnczfnrj Njxl Ehtxtj Oxiftxl MMO, Vzjahtoqj Ejzkfsfqr Oo MMO, Uollfnxa Qjqorlfo Qomljz MH, HjaBxqm IN, C&H Njxlta Oxiftxl Oozi, Ixlmjz&Naqloi MMO xqn Ijllh Qxzro Bxqm IN
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | KCG | 94.405 | 2.28 | - | - | - | KKK+ | - | TTT+ | 32.00% | - | Dlsej | Qwqyp | 185j | 195 | 3.65% | 3.647% | 67.59320 |
V | INO | 63.198 | 7.69 | - | - | - | AAA- | - | XXX- | 4.60% | - | Mabvp | Ekhar | 235 | 235 | 3.65% | 4.047% | 19.41750 |
Tranche Comments
M: First Pay: 2020-01-27; Registration: 144Z/Kfi Z; Comments: Tfv E;
V: First Pay: 2020-01-27; Registration: 144D/Ywn S; Comments: Skn A;
Cut-Off Balance ($mm)
7826.295238