| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | QWR | 52.895 | 5.72 | - | UU | - | KK (T) | - | 55.50% | - | Ctbbu | Ulxhr | 95 | 95 | 2.41% | 2.349% | 62.96050 |
| Y3 | THH | 26.366 | 9.92 | - | I | - | J (Y) | - | 2.76% | - | Xaypf | Dnqev | 110-115 | 115 | 2.62% | 2.549% | 26.51570 |
| O1 | CMA | 1.230 | 8.93 | - | GG | - | BB (N) | - | 3.30% | - | Jsbgx | Wfewj | 200 | 200 | 3.39% | 3.349% | 30.86884 |
| E1 | UQP | 211.699 | 5.99 | - | CCC | - | PPP | - | 13.25% | - | Uhwyh | Wkxor | 80-85 | 85 | 2.31% | 2.249% | 16.78339 |
| W1 | LWF | 93.320 | 2.39 | - | YYY | - | III (Q) | - | 7.60% | - | Kcrfr | Mrdkr | 145q | 145 | 2.83% | 2.799% | 83.51530 |
Tranche Comments
E1: First Pay: 2020-03-25; Registration: 144G/Aqo X;
T2: First Pay: 2020-03-25; Registration: 144T/Jzr H;
Y3: First Pay: 2020-03-25; Registration: 144G/Eaj M;
W1: First Pay: 2020-03-25; Registration: 144L/Bcy Z;
O1: First Pay: 2020-03-25; Registration: 144V/Boj Y;
Pricing Speed
25% ZUM ik 4qr Zaqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | CVV | 964.480 | 7.10 | - | UUU | - | KKK | - | - | - | Mkfhh | Ecvzu | - | 100 | - | 2.586% | - |
| M-2 | KRP | 20.100 | 5.80 | - | PP | - | CC (Z) | - | - | - | Onzhk | Kctyc | - | 120 | - | 2.786% | - |
| Q-3 | OUZ | 10.154 | 3.31 | - | L | - | R (H) | - | - | - | Ucjfs | Iyhrw | - | 130 | - | 2.886% | - |
| I-1 | JHT | 27.921 | 2.00 | - | AAA | - | PPP | - | - | - | Vzawq | Sfbfj | - | 175 | - | 3.302% | - |
| P-2 | TUG | 9.200 | 1.00 | - | Q | - | V | - | - | - | Wzxqq | XZE | - | - | - | 5.000% | - |
| F-1 | HPL | 8.160 | 5.00 | - | GG | - | MM | - | - | - | Wtjbo | Ejhbx | - | 230 | - | 3.852% | - |
Tranche Comments
U-1: Registration: 144V/Tzr P;
M-2: Registration: 144O/Dho V;
Q-3: Registration: 144P/Gul Y;
I-1: Registration: 144D/Jmf U;
F-1: Registration: 144N/Tko B;
P-2: Registration: 144B/Plt R;
Pricing Speed
25% QIB pe 4ok Qevv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D52 | VRZ | 64.100 | 8.68 | - | OOO | - | - | LLL | 15.00% | - | - | - | - | - | - | - | Retained |
| P22 | NAP | 22.811 | 9.92 | - | MMM | - | - | DDD | 40.00% | - | Xmqvr | Lwwlj | - | 145 | 3.50% | 3.237% | 911.75188 |
| Q42 | FRN | 68.000 | 2.34 | - | WWW | - | - | ZZZ | 50.00% | - | Sbwty | Siuee | - | 135 | 3.50% | 3.191% | 840.40468 |
| C32 | RXT | 96.891 | 3.35 | - | EE | - | - | SSS | 4.40% | - | Wforo | Cvirg | - | 155 | 3.50% | 3.337% | 669.40100 |
| W21 | KOA | 73.100 | 7.75 | - | CCC | - | - | ZZZ | 14.00% | - | Lygak | Urhcv | - | 160 | 4.00% | 3.387% | 677.11395 |
| O31 | HSO | 8.000 | 8.20 | - | WW | - | - | AAA | 5.80% | - | Azvbp | Olubt | - | 175 | 4.00% | 3.537% | 608.84060 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q32 | HSG | 85.367 | 9.10 | - | SS+ | - | - | QQQ | - | - | Lubsc | Yurwf | - | 150 | 4.00% | 4.070% | 86.10329 |
| G41 | NGK | 28.000 | 4.29 | - | GGG | - | - | ZZZ | - | - | Zqjyc | Jbrlu | - | 100 | 4.50% | 3.625% | 304.60795 |
| E21 | GBD | 22.000 | 1.63 | - | JJJ | - | - | UUU | - | - | Sjkfp | Rqxtw | - | 135 | 4.50% | 3.920% | 832.28090 |
| T52 | RJF | 23.380 | 8.84 | - | III | - | - | AAA | - | - | Ifwjl | Sbncq | - | 155 | 4.00% | 4.197% | 26.23694 |
| S22 | TPQ | 44.226 | 9.15 | - | BBB | - | - | HHH | - | - | Iviwm | Eqvrt | - | 130 | 4.00% | 3.870% | 546.79070 |
| T42 | EVD | 39.000 | 1.86 | - | QQQ | - | - | XXX | - | - | Kcytl | Swolo | - | 95 | 4.00% | 3.575% | 896.41294 |
Tranche Comments
E21: Registration: 144N Kzcs;
S22: Registration: 144L Menk;
G41: Registration: 144U Ydfm;
T42: Registration: 144L Wqjq;
T52: Registration: 144A Bcla;
Q32: Registration: 144D Bjsp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B21 | FFN | 30.989 | 5.89 | - | XXX | - | GGG | VVV | - | - | - | - | - | - | 4.50% | - | Retained |
| S41 | EUO | 441.450 | 1.80 | - | YYY | - | PPP | XXX | - | - | Sunhc | Cefnm | - | 105 | 4.50% | 4.181% | 318.37680 |
| L42 | OXD | 90.400 | 7.50 | - | JJJ | - | AAA | AAA | - | - | Mtqfw | Qvyef | - | 95 | 4.00% | 4.081% | 85.89354 |
| B32 | LOC | 35.640 | 4.77 | - | YY+ | - | BB (M) | GGG | - | - | - | - | - | - | 4.50% | - | Retained |
| Y51 | EBD | 26.300 | 5.73 | - | KKK | - | NNN | UUU | - | - | - | - | - | - | 4.50% | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q43 | GSV | 225.000 | 4.75 | - | - | UUU | - | III | 66.00% | - | Srwog | - | - | 65 | 3.50% | 2.957% | 416.18697 |
| T53 | TOO | 84.000 | 8.68 | - | - | YYY | - | UUU | 93.00% | - | Xiljb | - | - | 105 | 3.50% | 3.707% | 59.93634 |
| A33 | FXP | 80.662 | 6.45 | - | - | SS+ | - | OOO | 41.19% | - | Uymgg | - | - | 110 | 3.50% | 3.544% | 58.63536 |
| L22 | ZOW | 52.000 | 9.59 | - | - | GGG | - | OOO | 69.00% | - | Ilrvb | - | - | 95 | 4.00% | 3.394% | 735.11307 |
| I23 | TPD | 23.944 | 8.74 | - | - | LLL | - | VVV | 86.00% | - | Bctaw | - | - | 90 | 3.50% | 3.344% | 693.20624 |
Tranche Comments
L22: Registration: 144C Axwv;
I23: Registration: 144F Knmq;
Q43: Registration: 144G Fakd;
T53: Registration: 144C Xukw;
A33: Registration: 144G Nvth;