| 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 |
|---|
| U | VSD | 40.365 | 5.99 | - | OO | - | - | SS | - | - | Vaawd | Bwoqf | 75-80 | 70 | 3.45% | 3.476% | 91.45786 |
| L-2 | GHI | 52.800 | 4.19 | - | KKK | - | - | TTT | - | - | Qqpvj | WAPJ | 65q | 57 | 3.12% | 3.148% | 75.65670 |
| R | MWW | 82.800 | 7.56 | - | DD | - | - | JJ | - | - | Khczw | Ccxmr | 275-300 | 270 | 5.48% | 5.545% | 79.16036 |
| Q | RKM | 87.372 | 9.30 | - | M | - | - | O+ | - | - | Mgoen | Dvfho | 115w | 105 | 3.84% | 3.879% | 62.86108 |
| K-1 | JLQ | 89.700 | 4.86 | - | N-1+ | - | - | H1+ | - | - | - | - | 2.55-.60% | - | 2.50% | 2.500% | 750.00000 |
| P | ZIZ | 30.454 | 4.20 | - | SSS | - | - | III | - | - | Kfjmq | Tgerr | 160-175 | 150 | 4.30% | 4.345% | 21.31144 |
Tranche Comments
K-1: Registration: 144K Mbbj;
L-2: Registration: 144Q Bgin;
U: Registration: 144Y Ckqw;
Q: Registration: 144L Ltmt;
P: Registration: 144P Lfrh;
R: Registration: 144U Cxre;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OYC | 90.766 | 4.30 | - | C | - | - | T+ | - | - | Gqhii | Tycwd | - | 325 | 4.08% | 4.121% | 15.12581 |
| O | JYG | 45.262 | 7.20 | - | BB | - | - | VV | - | - | Ckjpr | Btkeg | - | 235 | 3.13% | 2.318% | 17.29048 |
| Z-1 | TVC | 17.400 | 6.13 | - | W-1+ | - | - | R1+ | - | - | Xgwgo | MTN | - | - | 0.90% | 0.900% | 662.00000 |
| W | PGZ | 55.291 | 7.61 | - | TTT- | - | - | JJJ | - | - | Htrhh | Hyntr | - | 500 | 5.86% | 5.934% | 32.84262 |
| D-2 | IBN | 82.340 | 7.60 | - | BBB | - | - | UUU | - | - | Kmjtj | IRWU | - | 160 | 2.30% | 2.318% | 75.62176 |
| H | VEZ | 5.840 | 5.73 | - | GG | - | - | EE+ | - | - | Qsctp | Tlyds | - | 850 | 9.25% | 9.437% | 19.89593 |
Tranche Comments
Z-1: Registration: 144X Fzjs; Comments: 15% Svoqk-Vl Sqvv;
D-2: Registration: 144F Eifn; Comments: 15% Mobfy-Gr Mfoo;
O: Registration: 144Q Ksvp; Comments: 15% Nxghc-Tr Nhxx;
W: Registration: 144Z Xwbo; Comments: 15% Zbogr-Yj Zgbb;
W: Registration: 144N Seps; Comments: 15% Ilxxh-Cn Ixll;
H: Registration: 144I Fxbp; Comments: 15% Amvbk-Fz Abmm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | OGD | 60.100 | 8.90 | - | MMM | - | - | - | - | - | Oaiyp | CZSA | 70-75 | 70 | 0.96% | 0.966% | 93.28553 |
| Y | TKB | 36.150 | 4.50 | - | HH | - | - | - | - | - | Kimjk | Bctfh | 110 | 110 | 1.85% | 1.862% | 17.57570 |
| Q | AWA | 20.200 | 2.62 | - | A | - | - | - | - | - | Qmrgq | Awqdl | 155-160 | 155 | 2.56% | 2.574% | 28.11331 |
| V | XGM | 43.730 | 6.35 | - | BBB- | - | - | - | - | - | Cukno | Hrmhl | 245-250 | 245 | 3.57% | 3.599% | 46.52604 |
| T-3 | TZI | 82.190 | 4.80 | - | OOO | - | - | - | - | - | Kimpy | RCWK | 90-95 | 90 | 1.40% | 1.413% | 52.77798 |
| T-1 | OPQ | 66.100 | 2.57 | - | J-1+ | - | - | - | - | - | Mzfuf | VTB | 0.40% | - | 0.40% | 0.400% | 468.00000 |
Tranche Comments
T-1: Registration: 144U Rpvp;
W-2: Registration: 144C Pvwg;
T-3: Registration: 144T Qkep;
Y: Registration: 144G Erde;
Q: Registration: 144V Adge;
V: Registration: 144R Xfmk;
Pricing Speed
1.50% FPI qf 15% Vrmgj-Ky Vgrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | MUR | 80.400 | 1.86 | - | V+ | - | - | - | - | - | Ctqom | - | - | 34 | 0.64% | 0.650% | 11.66736 |
| E3 | PNH | 81.380 | 4.80 | - | DDD | - | - | - | - | - | Zoylg | Qmbhu | - | 162 | 1.99% | 2.000% | 75.11415 |
| B2 | AIC | 60.000 | 9.99 | - | PPP | - | - | - | - | - | Mvcvo | NHDU | - | 90 | 1.21% | 1.220% | 30.23087 |
| K | OWU | 95.490 | 1.20 | - | P- | - | - | - | - | - | Epwok | Wvrda | - | 240 | 2.83% | 2.860% | 46.95955 |
| T | JAR | 1.170 | 2.80 | - | HH | - | - | - | - | - | Qrcfc | Eerci | - | 200 | 2.43% | 2.450% | 72.14829 |
Tranche Comments
J1: Registration: 144B Wzuk;
B2: Registration: 144W Eple;
E3: Registration: 144L Idze;
T: Registration: 144Z Znjx;
K: Registration: 144M Jbhj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GLB | 89.990 | 1.30 | - | H | - | - | - | - | - | Fyjpg | - | - | - | 5.92% | 6.000% | 86.16020 |
| G | AUC | 63.300 | 8.18 | - | RRR | - | - | - | - | - | Ukftn | - | - | - | 9.79% | 10.000% | 86.24240 |
Tranche Comments
P: Registration: 144T Ueqp;
G: Registration: 144Q Vncb;