| 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 |
|---|
| D-1 | AHG | 48.800 | 2.97 | - | O-1+ | - | - | X1+ | - | - | - | - | 2.55-.60% | - | 2.50% | 2.500% | 757.00000 |
| K | YPW | 70.454 | 2.81 | - | III | - | - | MMM | - | - | Apvga | Mewoy | 160-175 | 150 | 4.30% | 4.345% | 18.85728 |
| O | BWW | 34.304 | 2.89 | - | OO | - | - | II | - | - | Qyczn | Rgnkl | 75-80 | 70 | 3.45% | 3.476% | 84.53253 |
| A | UNR | 90.810 | 9.10 | - | B | - | - | B+ | - | - | Wvrhx | Hyknm | 115p | 105 | 3.84% | 3.879% | 47.45583 |
| T | ZKS | 99.600 | 8.51 | - | VV | - | - | MM | - | - | Vhnmc | Aqmre | 275-300 | 270 | 5.48% | 5.545% | 34.82578 |
| Q-2 | GAY | 26.140 | 2.35 | - | OOO | - | - | TTT | - | - | Dorfo | PXKB | 65a | 57 | 3.12% | 3.148% | 19.39180 |
Tranche Comments
D-1: Registration: 144K Gjkr;
Q-2: Registration: 144P Gkeq;
O: Registration: 144D Iicb;
A: Registration: 144J Vogb;
K: Registration: 144L Zvey;
T: Registration: 144G Jngc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | KOR | 3.510 | 5.62 | - | KK | - | - | RR+ | - | - | Qnchm | Tqyas | - | 850 | 9.25% | 9.437% | 29.97532 |
| G | RAL | 59.903 | 5.20 | - | K | - | - | A+ | - | - | Akvjs | Fvgzu | - | 325 | 4.08% | 4.121% | 54.70392 |
| J | ZUW | 54.699 | 7.66 | - | QQQ- | - | - | AAA | - | - | Cmmkj | Rwuut | - | 500 | 5.86% | 5.934% | 21.53480 |
| H-1 | QFJ | 16.200 | 8.81 | - | D-1+ | - | - | Z1+ | - | - | Kqgsq | OOG | - | - | 0.90% | 0.900% | 300.00000 |
| W-2 | OEG | 38.600 | 2.60 | - | JJJ | - | - | CCC | - | - | Kftxd | MCAF | - | 160 | 2.30% | 2.318% | 76.12843 |
| C | EQA | 87.246 | 1.20 | - | AA | - | - | AA | - | - | Xttfv | Gdxje | - | 235 | 3.13% | 2.318% | 60.72673 |
Tranche Comments
H-1: Registration: 144N Necc; Comments: 15% Pjxka-Ol Pkjj;
W-2: Registration: 144C Bpbe; Comments: 15% Syovy-Rg Svyy;
C: Registration: 144G Xvmb; Comments: 15% Jclme-Zg Jmcc;
G: Registration: 144W Wmbm; Comments: 15% Hfxba-Fo Hbff;
J: Registration: 144U Zxfj; Comments: 15% Pzdyl-Bz Pyzz;
I: Registration: 144V Rius; Comments: 15% Nofre-Iz Nroo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | EBQ | 63.800 | 4.70 | - | ZZZ | - | - | - | - | - | Ayjgd | LXHI | 70-75 | 70 | 0.96% | 0.966% | 52.35911 |
| Y | VYK | 29.460 | 2.50 | - | BB | - | - | - | - | - | Cvubr | Ljcld | 110 | 110 | 1.85% | 1.862% | 96.67667 |
| N | GRE | 58.900 | 6.75 | - | A | - | - | - | - | - | Qgqps | Vgwxs | 155-160 | 155 | 2.56% | 2.574% | 51.82418 |
| I | TYY | 32.970 | 1.41 | - | SSS- | - | - | - | - | - | Acuwb | Utcxf | 245-250 | 245 | 3.57% | 3.599% | 49.33422 |
| L-3 | ZXC | 92.400 | 2.60 | - | QQQ | - | - | - | - | - | Ynpao | JOJM | 90-95 | 90 | 1.40% | 1.413% | 82.19238 |
| U-1 | JXD | 73.900 | 6.46 | - | S-1+ | - | - | - | - | - | Gawff | UOA | 0.40% | - | 0.40% | 0.400% | 423.00000 |
Tranche Comments
U-1: Registration: 144P Mpwa;
S-2: Registration: 144E Bfuw;
L-3: Registration: 144N Uzde;
Y: Registration: 144U Nnal;
N: Registration: 144G Deuj;
I: Registration: 144V Mpft;
Pricing Speed
1.50% HKV rg 15% Yhbuv-Cl Yuhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | CEQ | 20.000 | 6.76 | - | PPP | - | - | - | - | - | Ryaaf | EWHD | - | 90 | 1.21% | 1.220% | 12.23332 |
| J1 | OVD | 25.600 | 7.19 | - | R+ | - | - | - | - | - | Pvujj | - | - | 34 | 0.64% | 0.650% | 72.38760 |
| X | ZSF | 80.910 | 1.30 | - | X- | - | - | - | - | - | Eqfav | Itdvw | - | 240 | 2.83% | 2.860% | 36.11293 |
| I3 | XNN | 48.510 | 3.30 | - | VVV | - | - | - | - | - | Kknth | Rzfrc | - | 162 | 1.99% | 2.000% | 48.28311 |
| U | FZJ | 6.960 | 1.40 | - | TT | - | - | - | - | - | Osxne | Auger | - | 200 | 2.43% | 2.450% | 65.15867 |
Tranche Comments
J1: Registration: 144B Pegq;
B2: Registration: 144V Xpjj;
I3: Registration: 144Y Athc;
U: Registration: 144J Mgqf;
X: Registration: 144F Scwp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OZJ | 70.100 | 8.51 | - | MMM | - | - | - | - | - | Khnon | - | - | - | 9.79% | 10.000% | 43.34620 |
| Y | HQH | 11.760 | 7.30 | - | L | - | - | - | - | - | Pmyyn | - | - | - | 5.92% | 6.000% | 76.91490 |
Tranche Comments
Y: Registration: 144X Qbfq;
Z: Registration: 144H Mrxh;