| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LQ | TVC | 712.570 | 9.67 | - | - | - | - | - | - | 5.10% | - | Gezlldez | LSVK | 18l | 18 | CNVY+18 | - | 282.00000 |
| WM | BQE | 348.928 | 6.60 | - | - | - | - | - | - | 8.60% | - | Ecrhbyas | 1rQ | 13x | 13 | 1iM+13 | - | 779.00000 |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WXY | 39.306 | 7.77 | - | - | - | DDD+ | B (H) | - | 95.00% | - | Aklbq | Lyfch | 300u | 300 | 3.71% | 3.951% | 29.41530 |
| C | XNI | 21.723 | 7.76 | - | - | - | QQQ- | MMM | - | 4.50% | - | Fhior | Sfucj | 400s | 400 | 3.71% | 4.951% | 93.91130 |
Tranche Comments
G: Registration: 144L/Txy G;
C: Registration: 144D/Qtb R;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YXV | 92.850 | 5.33 | - | - | - | - | - | - | 4.20% | - | Uiwog | 1zM | - | 275 | 1qZ+275 | - | 330.00000 |
Tranche Comments
Q: Registration: 144K/Joz E;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PII | 84.752 | 5.19 | - | - | - | - | - | - | - | - | Ijbadiod | 1iU | 225 | 225 | 1tQ+225 | - | 190.00000 |
Tranche Comments
A: Registration: 144Z/Mtx R;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | UZC | 34.432 | 6.17 | - | - | - | - | - | - | 7.70% | - | Wrsywzxv | 1xR | 215 | 215 | 1tZ+215 | - | 516.00000 |
Tranche Comments
E: Registration: 144O/Hon F;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | RUY | 94.931 | 2.58 | - | - | - | BBB+ | - | SSS+ | 50.00% | - | Xjhga | Fntlz | 160-165 | 150 | 3.30% | 3.126% | 346.83330 |
| G | ZJQ | 35.100 | 4.12 | - | - | - | PPP- | - | PPP | 4.60% | - | Eptln | Yrqwp | 205-210 | 190 | 3.30% | 3.526% | 55.90730 |
Tranche Comments
E: Registration: 144Z/Xsu X;
G: Registration: 144E/Dip Y;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | CBJ | 91.304 | 7.46 | - | - | - | - | - | - | 8.10% | - | Krdbkzrc | 1rG | 240-250 | 245 | 1tS+245 | - | 598.00000 |
Tranche Comments
O: First Pay: 2020-01-27; Registration: 144O/Gch X; Comments: Jqg J;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MLH | 80.770 | 6.19 | - | - | - | BBB+ | - | GGG+ | 18.00% | - | Vfahp | Afqrc | 185-190 | 190 | 3.57% | 3.634% | 60.60490 |
| Z | BOJ | 96.731 | 5.93 | - | - | - | HHH- | - | RRR- | 9.50% | - | Cifmr | Gyihe | 225-230 | 225 | 3.57% | 3.984% | 63.88240 |
Tranche Comments
W: First Pay: 2020-01-27; Registration: 144H/Rii R; Comments: Qwi A;
Z: First Pay: 2020-01-27; Registration: 144Q/Bqc N; Comments: Fyy C;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NSL | 12.830 | 65.29 | - | - | - | - | - | - | - | - | Apoew | Huclz | 245g | 245 | 3.81% | 4.265% | 30.66040 |
Tranche Comments
L: First Pay: 2020-01-27; Registration: 144G/Zcu L; Comments: Tcj B;
Deal Comments
Oirxrzaqjidh Nriiacra Vjggrimrai Xjiqxaxr UUV, Vadrqai Ozr QH, VNYH Vadrqai Xaiirqd Vzm, VMV Xjiqxaxr Vj UUV, Liazcrircxr Yrai Hdqaqr Vadrqai UUV, Lirrdqjzr Mrijrmrzx Vj UUV, Ajiircar Hrzjxirj Hjciri UM, LrrNazi QH, X&N Yraiqr Vadrqai Vjid, Naiiri&Nmzijd UUV azc Nriid Haixj Nazi QH
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LKE | 59.324 | 2.41 | - | - | - | ZZZ+ | - | UUU+ | 71.00% | - | Qlrro | Zwytm | 185z | 195 | 3.65% | 3.647% | 31.36930 |
| Y | WBE | 91.624 | 1.16 | - | - | - | AAA- | - | BBB- | 6.70% | - | Shbtg | Idwjo | 235 | 235 | 3.65% | 4.047% | 37.24570 |
Tranche Comments
X: First Pay: 2020-01-27; Registration: 144L/Luo S; Comments: Atv L;
Y: First Pay: 2020-01-27; Registration: 144J/Vfy K; Comments: Vze V;
Cut-Off Balance ($mm)
1939.295772