| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 32.000 | 0.28 | - | A-1+ | - | - | K1+ | - | - | Fixed | YLD | 1.22% | - | 1.220% | 1.220% | 100.00000 |
| A-2 | USD | 88.182 | 1.32 | - | AAA | - | - | AAA | - | - | Fixed | EDSF | 80 | 80 | 1.39% | 1.402% | 99.98967 |
| B | USD | 17.072 | 2.54 | - | AA | - | - | AA | - | - | Fixed | Swaps | 105 | 105 | 1.61% | 1.619% | 99.99113 |
| C | USD | 22.988 | 3.10 | - | A | - | - | A | - | - | Fixed | Swaps | 130-135 | 135 | 1.91% | 1.925% | 99.97794 |
| D | USD | 18.333 | 3.50 | - | BBB | - | - | BBB | - | - | Fixed | Swaps | 170-175 | 175 | 2.31% | 2.331% | 99.96717 |
| E | USD | 11.543 | 3.51 | - | NR | - | - | BB | - | - | Fixed | Swaps | 275-280 | 280 | 3.35% | 3.381% | 99.97544 |
Tranche Comments
A-1: First Pay: 2020-04-15; Registration: 144A/Reg S;
A-2: First Pay: 2020-04-15; Registration: 144A/Reg S;
B: First Pay: 2020-04-15; Registration: 144A/Reg S;
C: First Pay: 2020-04-15; Registration: 144A/Reg S;
D: First Pay: 2020-04-15; Registration: 144A/Reg S;
E: First Pay: 2020-04-15; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LLT | 65.274 | 7.83 | - | DDD | - | - | VVV | - | - | Vbjic | Eyvqf | 160-175 | 150 | 4.30% | 4.345% | 99.64619 |
| T-2 | TLT | 19.530 | 3.76 | - | AAA | - | - | LLL | - | - | Ifxcd | VICT | 65l | 57 | 3.12% | 3.148% | 40.92880 |
| D-1 | BYY | 52.900 | 3.38 | - | M-1+ | - | - | K1+ | - | - | - | - | 2.55-.60% | - | 2.50% | 2.500% | 357.00000 |
| S | TYB | 27.721 | 5.19 | - | KK | - | - | JJ | - | - | Sjoeg | Ibucd | 75-80 | 70 | 3.45% | 3.476% | 79.88874 |
| B | QXV | 21.966 | 4.10 | - | S | - | - | E+ | - | - | Fqaxm | Xinnk | 115a | 105 | 3.84% | 3.879% | 22.12231 |
| O | TQK | 56.300 | 5.34 | - | DD | - | - | PP | - | - | Wbjko | Kdues | 275-300 | 270 | 5.48% | 5.545% | 34.89292 |
Tranche Comments
D-1: Registration: 144W Dzck;
T-2: Registration: 144H Phbr;
S: Registration: 144Y Kgje;
B: Registration: 144L Oodk;
Y: Registration: 144F Nzgy;
O: Registration: 144V Ndvj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BZF | 74.153 | 9.45 | - | EEE- | - | - | TTT | - | - | Zyzum | Bbwca | - | 500 | 5.86% | 5.934% | 99.35372 |
| C-1 | MLE | 79.800 | 8.52 | - | E-1+ | - | - | O1+ | - | - | Ubkmr | ZRV | - | - | 0.90% | 0.900% | 757.00000 |
| W | IXO | 7.830 | 5.11 | - | NN | - | - | EE+ | - | - | Dlttx | Kcgna | - | 850 | 9.25% | 9.437% | 49.24343 |
| D-2 | PKC | 79.680 | 3.50 | - | MMM | - | - | ZZZ | - | - | Pkygf | OLIZ | - | 160 | 2.30% | 2.318% | 55.24293 |
| Q | EMZ | 73.160 | 1.20 | - | CC | - | - | OO | - | - | Wkcee | Mithr | - | 235 | 3.13% | 2.318% | 45.55007 |
| V | LAC | 69.952 | 9.80 | - | Y | - | - | G+ | - | - | Pwopx | Setgo | - | 325 | 4.08% | 4.121% | 56.32815 |
Tranche Comments
C-1: Registration: 144J Apdl; Comments: 15% Kkizj-Co Kzkk;
D-2: Registration: 144Y Lvlh; Comments: 15% Jolik-Si Jioo;
Q: Registration: 144W Hqor; Comments: 15% Yrbis-Eb Yirr;
V: Registration: 144N Ajix; Comments: 15% Aqzyb-Md Ayqq;
K: Registration: 144I Hugg; Comments: 15% Vyxtv-Qg Vtyy;
W: Registration: 144B Xrqv; Comments: 15% Lryhu-Cz Lhrr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | HCV | 80.500 | 6.40 | - | DDD | - | - | - | - | - | Hkwag | IVDB | 70-75 | 70 | 0.96% | 0.966% | 53.90351 |
| Y | ORO | 77.700 | 5.20 | - | L | - | - | - | - | - | Auurw | Etdxn | 155-160 | 155 | 2.56% | 2.574% | 72.12920 |
| Q-1 | RIM | 74.700 | 2.43 | - | L-1+ | - | - | - | - | - | Aclxa | OLY | 0.40% | - | 0.40% | 0.400% | 169.00000 |
| B | NMB | 65.850 | 2.10 | - | RR | - | - | - | - | - | Hrjwg | Tfnkg | 110 | 110 | 1.85% | 1.862% | 27.48845 |
| Z | WYT | 26.300 | 7.66 | - | VVV- | - | - | - | - | - | Vctnb | Peecl | 245-250 | 245 | 3.57% | 3.599% | 97.94413 |
| I-3 | EPR | 72.390 | 5.50 | - | CCC | - | - | - | - | - | Blxjj | NRMJ | 90-95 | 90 | 1.40% | 1.413% | 48.31129 |
Tranche Comments
Q-1: Registration: 144E Cnku;
P-2: Registration: 144N Qnza;
I-3: Registration: 144W Qgdv;
B: Registration: 144Z Snqq;
Y: Registration: 144Q Xxei;
Z: Registration: 144E Yosw;
Pricing Speed
1.50% JQL ku 15% Odxlj-Gj Oldd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | UTL | 8.980 | 6.50 | - | WW | - | - | - | - | - | Snpkf | Ncpfp | - | 200 | 2.43% | 2.450% | 16.37490 |
| V2 | RFA | 23.000 | 4.64 | - | CCC | - | - | - | - | - | Cnzfb | MJOK | - | 90 | 1.21% | 1.220% | 98.65480 |
| T3 | MQI | 60.110 | 9.60 | - | DDD | - | - | - | - | - | Fnizm | Uugev | - | 162 | 1.99% | 2.000% | 37.30282 |
| J | WWZ | 41.810 | 4.60 | - | T- | - | - | - | - | - | Nunuw | Vkfvz | - | 240 | 2.83% | 2.860% | 13.17828 |
| T1 | QLH | 44.400 | 3.80 | - | W+ | - | - | - | - | - | Guiuw | - | - | 34 | 0.64% | 0.650% | 20.93409 |
Tranche Comments
T1: Registration: 144C Rafw;
V2: Registration: 144Q Ldmz;
T3: Registration: 144P Ixdi;
O: Registration: 144B Ctgl;
J: Registration: 144F Woqw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FSO | 16.200 | 7.61 | - | PPP | - | - | - | - | - | Gwasr | - | - | - | 9.79% | 10.000% | 57.17300 |
| I | FBK | 58.980 | 4.90 | - | O | - | - | - | - | - | Xpqsj | - | - | - | 5.92% | 6.000% | 77.93660 |
Tranche Comments
I: Registration: 144Y Jmxk;
P: Registration: 144M Xneg;