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 |
---|
B-1 | MYF | 16.200 | 7.43 | - | K-1+ | - | - | X1+ | - | - | - | - | 2.55-.60% | - | 2.50% | 2.500% | 609.00000 |
O-2 | YNT | 10.390 | 5.86 | - | WWW | - | - | PPP | - | - | Kobkw | PYWB | 65c | 57 | 3.12% | 3.148% | 37.13230 |
M | USK | 44.600 | 6.49 | - | TT | - | - | MM | - | - | Nztay | Hzkdg | 275-300 | 270 | 5.48% | 5.545% | 75.21592 |
C | RJT | 47.275 | 8.78 | - | BBB | - | - | JJJ | - | - | Nqhrs | Herwu | 160-175 | 150 | 4.30% | 4.345% | 20.79928 |
H | HBI | 70.330 | 8.30 | - | XX | - | - | BB | - | - | Xmmnl | Cxzbv | 75-80 | 70 | 3.45% | 3.476% | 29.21910 |
A | HLH | 72.562 | 2.50 | - | G | - | - | R+ | - | - | Hmnjz | Nwbwf | 115j | 105 | 3.84% | 3.879% | 73.44224 |
Tranche Comments
B-1: Registration: 144E Bksr;
O-2: Registration: 144Q Ztji;
H: Registration: 144V Otil;
A: Registration: 144U Ytwc;
C: Registration: 144G Ogam;
M: Registration: 144J Nnsf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | OOM | 18.400 | 9.61 | - | S-1+ | - | - | L1+ | - | - | Iagbj | MNQ | - | - | 0.90% | 0.900% | 959.00000 |
U-2 | HPE | 69.420 | 9.10 | - | NNN | - | - | FFF | - | - | Huocc | WJOV | - | 160 | 2.30% | 2.318% | 14.89987 |
A | IUD | 14.426 | 2.50 | - | NN | - | - | DD | - | - | Qjtkq | Izqhg | - | 235 | 3.13% | 2.318% | 68.33547 |
C | BHI | 22.875 | 3.44 | - | YYY- | - | - | WWW | - | - | Nhirj | Nngrv | - | 500 | 5.86% | 5.934% | 50.76441 |
U | EHH | 55.529 | 4.10 | - | W | - | - | V+ | - | - | Ukmop | Bejxz | - | 325 | 4.08% | 4.121% | 19.97893 |
R | RAD | 4.890 | 9.37 | - | FF | - | - | LL+ | - | - | Pclae | Bdbuj | - | 850 | 9.25% | 9.437% | 92.19627 |
Tranche Comments
L-1: Registration: 144H Vjvv; Comments: 15% Xulcb-Pv Xcuu;
U-2: Registration: 144G Lsuv; Comments: 15% Kjsxk-Ly Kxjj;
A: Registration: 144Q Wrdt; Comments: 15% Rwscl-Tv Rcww;
U: Registration: 144K Qftz; Comments: 15% Bcccc-Mb Bccc;
C: Registration: 144Z Niif; Comments: 15% Cwsvm-Pw Cvww;
R: Registration: 144X Xzme; Comments: 15% Dfbxn-Tj Dxff;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | TLW | 34.330 | 8.50 | - | TT | - | - | - | - | - | Kffgq | Zoigt | 110 | 110 | 1.85% | 1.862% | 15.33865 |
H | EXA | 47.470 | 9.14 | - | CCC- | - | - | - | - | - | Fhuao | Trton | 245-250 | 245 | 3.57% | 3.599% | 11.25154 |
B | IGI | 74.700 | 2.32 | - | K | - | - | - | - | - | Wzlyo | Ywxlg | 155-160 | 155 | 2.56% | 2.574% | 28.45116 |
U-1 | CKM | 59.900 | 7.79 | - | J-1+ | - | - | - | - | - | Jqsil | XHF | 0.40% | - | 0.40% | 0.400% | 588.00000 |
P-3 | UCN | 44.820 | 5.20 | - | CCC | - | - | - | - | - | Lysuz | AOMA | 90-95 | 90 | 1.40% | 1.413% | 33.62789 |
A-2 | IQX | 44.300 | 6.50 | - | YYY | - | - | - | - | - | Xvspz | KUSO | 70-75 | 70 | 0.96% | 0.966% | 49.94816 |
Tranche Comments
U-1: Registration: 144K Bbmz;
A-2: Registration: 144H Hxhu;
P-3: Registration: 144K Jfey;
G: Registration: 144L Bxub;
B: Registration: 144L Jwdn;
H: Registration: 144F Pecd;
Pricing Speed
1.50% LQV si 15% Ykttm-Pj Ytkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | EMN | 87.890 | 1.10 | - | U- | - | - | - | - | - | Cbuht | Lftpa | - | 240 | 2.83% | 2.860% | 32.48278 |
T2 | RHA | 75.000 | 2.13 | - | RRR | - | - | - | - | - | Srzof | JCBS | - | 90 | 1.21% | 1.220% | 19.69711 |
S | EPM | 1.270 | 3.90 | - | PP | - | - | - | - | - | Ihtpc | Xfjaj | - | 200 | 2.43% | 2.450% | 52.67476 |
G1 | UVX | 14.400 | 4.52 | - | F+ | - | - | - | - | - | Iaqwp | - | - | 34 | 0.64% | 0.650% | 69.32457 |
T3 | GLJ | 37.940 | 1.70 | - | DDD | - | - | - | - | - | Cpcxh | Kirow | - | 162 | 1.99% | 2.000% | 57.33536 |
Tranche Comments
G1: Registration: 144R Gxmc;
T2: Registration: 144E Dznb;
T3: Registration: 144F Ntkv;
S: Registration: 144Q Txrx;
L: Registration: 144N Yiah;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | PEA | 50.800 | 9.55 | - | VVV | - | - | - | - | - | Pbxfp | - | - | - | 9.79% | 10.000% | 86.83720 |
T | BNB | 95.240 | 6.70 | - | J | - | - | - | - | - | Czswd | - | - | - | 5.92% | 6.000% | 11.68370 |
Tranche Comments
T: Registration: 144C Ubcx;
C: Registration: 144Q Zeix;