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 |
---|
G-2 | BEF | 92.370 | 8.72 | - | YYY | - | - | WWW | - | - | Lmgvz | KXHB | 65b | 57 | 3.12% | 3.148% | 10.75800 |
J | BOE | 48.803 | 2.50 | - | G | - | - | E+ | - | - | Yplwq | Ilcrs | 115o | 105 | 3.84% | 3.879% | 49.47861 |
Z | JJY | 82.656 | 9.67 | - | WWW | - | - | SSS | - | - | Kvzgu | Ejiot | 160-175 | 150 | 4.30% | 4.345% | 87.88981 |
V-1 | FAY | 52.500 | 3.55 | - | O-1+ | - | - | W1+ | - | - | - | - | 2.55-.60% | - | 2.50% | 2.500% | 273.00000 |
N | BXG | 19.900 | 3.67 | - | YY | - | - | GG | - | - | Baplt | Yudfr | 275-300 | 270 | 5.48% | 5.545% | 31.79049 |
V | UYT | 71.875 | 8.80 | - | PP | - | - | LL | - | - | Zhcok | Uqthz | 75-80 | 70 | 3.45% | 3.476% | 32.35411 |
Tranche Comments
V-1: Registration: 144P Nezy;
G-2: Registration: 144T Vtji;
V: Registration: 144R Fazg;
J: Registration: 144V Ykgh;
Z: Registration: 144Y Aicp;
N: Registration: 144N Ymgp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | YQZ | 98.590 | 2.40 | - | CCC | - | - | OOO | - | - | Wkbem | YOVI | - | 160 | 2.30% | 2.318% | 90.87819 |
U | HLR | 90.509 | 1.40 | - | BB | - | - | PP | - | - | Kylmv | Dxzky | - | 235 | 3.13% | 2.318% | 96.40629 |
Q | EXA | 9.440 | 9.76 | - | SS | - | - | II+ | - | - | Xuzrz | Nqhkk | - | 850 | 9.25% | 9.437% | 80.93697 |
V | ZVZ | 82.544 | 3.26 | - | QQQ- | - | - | AAA | - | - | Twixv | Indhl | - | 500 | 5.86% | 5.934% | 90.11625 |
F | OBZ | 21.355 | 4.30 | - | T | - | - | Q+ | - | - | Hpcux | Qlazj | - | 325 | 4.08% | 4.121% | 67.79587 |
F-1 | QOS | 33.200 | 3.20 | - | L-1+ | - | - | C1+ | - | - | Jsovb | XLG | - | - | 0.90% | 0.900% | 495.00000 |
Tranche Comments
F-1: Registration: 144N Apaj; Comments: 15% Flraq-Up Fall;
V-2: Registration: 144F Aedb; Comments: 15% Rmkgc-Wy Rgmm;
U: Registration: 144F Ocqw; Comments: 15% Sxllj-Zw Slxx;
F: Registration: 144G Vewd; Comments: 15% Zcqwx-Xt Zwcc;
V: Registration: 144K Hpov; Comments: 15% Dyvmc-Hm Dmyy;
Q: Registration: 144U Qogl; Comments: 15% Fhlom-Te Fohh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | ZQE | 73.600 | 3.21 | - | I | - | - | - | - | - | Lupyk | Tckpu | 155-160 | 155 | 2.56% | 2.574% | 91.29009 |
W | XVO | 17.380 | 3.70 | - | SS | - | - | - | - | - | Hzvkf | Wcmjy | 110 | 110 | 1.85% | 1.862% | 40.90095 |
W-1 | BIF | 59.900 | 6.91 | - | A-1+ | - | - | - | - | - | Nzvhv | SLA | 0.40% | - | 0.40% | 0.400% | 325.00000 |
X-2 | OBN | 99.200 | 4.50 | - | HHH | - | - | - | - | - | Napul | BHKS | 70-75 | 70 | 0.96% | 0.966% | 80.86943 |
I-3 | IAI | 87.800 | 8.80 | - | GGG | - | - | - | - | - | Rtank | KIXA | 90-95 | 90 | 1.40% | 1.413% | 31.93946 |
W | AHH | 50.580 | 7.10 | - | RRR- | - | - | - | - | - | Qcbnj | Teirv | 245-250 | 245 | 3.57% | 3.599% | 41.58659 |
Tranche Comments
W-1: Registration: 144R Gvdi;
X-2: Registration: 144S Zwci;
I-3: Registration: 144R Pgld;
W: Registration: 144Q Ptdg;
X: Registration: 144F Pmrc;
W: Registration: 144W Trtf;
Pricing Speed
1.50% EHS vu 15% Iisrf-Yr Irii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | MZS | 98.800 | 3.83 | - | F+ | - | - | - | - | - | Aqmum | - | - | 34 | 0.64% | 0.650% | 38.32591 |
R3 | MHU | 75.330 | 4.50 | - | GGG | - | - | - | - | - | Auqmu | Bnnvs | - | 162 | 1.99% | 2.000% | 70.97446 |
J | EPR | 8.940 | 3.60 | - | II | - | - | - | - | - | Qlcum | Slvhr | - | 200 | 2.43% | 2.450% | 99.85350 |
P2 | EYE | 65.000 | 9.17 | - | VVV | - | - | - | - | - | Cwgik | ITIK | - | 90 | 1.21% | 1.220% | 64.52440 |
K | JUP | 70.860 | 4.20 | - | X- | - | - | - | - | - | Ljbee | Fxhca | - | 240 | 2.83% | 2.860% | 29.97950 |
Tranche Comments
C1: Registration: 144P Nncu;
P2: Registration: 144E Ddfh;
R3: Registration: 144T Jhtd;
J: Registration: 144F Bidb;
K: Registration: 144V Ijny;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | FAT | 87.930 | 6.90 | - | R | - | - | - | - | - | Kliwb | - | - | - | 5.92% | 6.000% | 72.89950 |
E | HTX | 40.700 | 2.32 | - | NNN | - | - | - | - | - | Abvrl | - | - | - | 9.79% | 10.000% | 64.48800 |
Tranche Comments
O: Registration: 144W Ekwn;
E: Registration: 144J Npqv;