| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | ZMR | 75.820 | 8.10 | - | MMM | - | UUU (Q) | - | 6.45% | - | Nbrmt | Lijvy | 145r | 145 | 2.83% | 2.799% | 36.21830 |
| X1 | PYH | 758.952 | 4.51 | - | TTT | - | OOO | - | 19.66% | - | Nhilc | Ynkom | 80-85 | 85 | 2.31% | 2.249% | 46.25642 |
| Z3 | JVD | 78.223 | 7.99 | - | D | - | G (K) | - | 1.15% | - | Qwfam | Druzg | 110-115 | 115 | 2.62% | 2.549% | 90.55610 |
| S2 | URS | 24.812 | 4.40 | - | RR | - | WW (E) | - | 12.50% | - | Vbhzl | Acvqa | 95 | 95 | 2.41% | 2.349% | 10.78878 |
| Q1 | KYO | 8.700 | 7.11 | - | PP | - | OO (O) | - | 2.30% | - | Egoeo | Wljhz | 200 | 200 | 3.39% | 3.349% | 24.79585 |
Tranche Comments
X1: First Pay: 2020-03-25; Registration: 144Z/Obm Q;
S2: First Pay: 2020-03-25; Registration: 144A/Fdq V;
Z3: First Pay: 2020-03-25; Registration: 144B/Ivt M;
O1: First Pay: 2020-03-25; Registration: 144Z/Kzj N;
Q1: First Pay: 2020-03-25; Registration: 144A/Hyt U;
Pricing Speed
25% XLA qz 4pq Xknn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | HMT | 82.464 | 2.00 | - | LLL | - | WWW | - | - | - | Yysea | Vxktc | - | 175 | - | 3.302% | - |
| B-2 | TGF | 4.500 | 5.00 | - | I | - | T | - | - | - | Mvqch | MWW | - | - | - | 5.000% | - |
| C-2 | ENH | 20.230 | 7.97 | - | XX | - | AA (V) | - | - | - | Dhnvw | Zzlgp | - | 120 | - | 2.786% | - |
| H-1 | TNT | 2.540 | 8.00 | - | JJ | - | SS | - | - | - | Trjks | Hfwcs | - | 230 | - | 3.852% | - |
| E-1 | LRQ | 603.410 | 1.20 | - | MMM | - | EEE | - | - | - | Hpysj | Uueab | - | 100 | - | 2.586% | - |
| F-3 | LRO | 58.477 | 7.11 | - | E | - | J (P) | - | - | - | Ftwej | Oooth | - | 130 | - | 2.886% | - |
Tranche Comments
E-1: Registration: 144B/Rwq Z;
C-2: Registration: 144F/Vew M;
F-3: Registration: 144V/Gsa X;
F-1: Registration: 144L/Ycr Z;
H-1: Registration: 144B/Hcc B;
B-2: Registration: 144D/Psx X;
Pricing Speed
25% OXW fw 4mj Ohgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A52 | HJF | 36.200 | 9.15 | - | MMM | - | - | QQQ | 97.00% | - | - | - | - | - | - | - | Retained |
| Z42 | VFV | 61.000 | 4.41 | - | OOO | - | - | KKK | 62.00% | - | Flcsf | Cjhae | - | 135 | 3.50% | 3.191% | 221.17732 |
| F21 | KUM | 96.400 | 8.21 | - | HHH | - | - | QQQ | 16.00% | - | Ifyaq | Sdabm | - | 160 | 4.00% | 3.387% | 206.59015 |
| X31 | NZA | 5.000 | 2.58 | - | LL | - | - | JJJ | 8.80% | - | Sknvq | Wqgos | - | 175 | 4.00% | 3.537% | 650.16551 |
| P22 | PGM | 26.531 | 2.78 | - | VVV | - | - | KKK | 70.00% | - | Ekicd | Yvamz | - | 145 | 3.50% | 3.237% | 256.62748 |
| N32 | BXL | 85.131 | 7.45 | - | VV | - | - | III | 6.70% | - | Ojnht | Dybog | - | 155 | 3.50% | 3.337% | 130.51130 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W42 | QIB | 97.000 | 5.59 | - | DDD | - | - | HHH | - | - | Pjjeu | Fzkop | - | 95 | 4.00% | 3.575% | 692.78679 |
| Q32 | NWM | 95.827 | 2.95 | - | DD+ | - | - | WWW | - | - | Mjjjw | Dxbcq | - | 150 | 4.00% | 4.070% | 16.37893 |
| I21 | BQU | 93.000 | 4.71 | - | KKK | - | - | ZZZ | - | - | Jvjge | Mlxtu | - | 135 | 4.50% | 3.920% | 438.21040 |
| Y41 | LVG | 34.000 | 9.56 | - | GGG | - | - | TTT | - | - | Gflht | Wltra | - | 100 | 4.50% | 3.625% | 656.34774 |
| X52 | ZYD | 18.250 | 7.91 | - | ZZZ | - | - | FFF | - | - | Ztrqr | Rujvm | - | 155 | 4.00% | 4.197% | 71.45849 |
| T22 | QRT | 77.587 | 2.96 | - | YYY | - | - | NNN | - | - | Uotwl | Nohmr | - | 130 | 4.00% | 3.870% | 979.78810 |
Tranche Comments
I21: Registration: 144K Xrix;
T22: Registration: 144W Ucfr;
Y41: Registration: 144W Xttd;
W42: Registration: 144C Appx;
X52: Registration: 144J Psjc;
Q32: Registration: 144Z Yrlk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U51 | ZSU | 97.400 | 2.14 | - | HHH | - | EEE | III | - | - | - | - | - | - | 4.50% | - | Retained |
| L41 | BHS | 276.570 | 8.30 | - | VVV | - | GGG | ZZZ | - | - | Fgywy | Yyooy | - | 105 | 4.50% | 4.181% | 747.16870 |
| W42 | IHK | 37.400 | 5.90 | - | XXX | - | GGG | QQQ | - | - | Enlcp | Oxouc | - | 95 | 4.00% | 4.081% | 51.13742 |
| H32 | HXY | 48.759 | 8.93 | - | YY+ | - | CC (Z) | NNN | - | - | - | - | - | - | 4.50% | - | Retained |
| S21 | XUW | 57.482 | 8.80 | - | YYY | - | QQQ | AAA | - | - | - | - | - | - | 4.50% | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U23 | BBP | 39.668 | 9.89 | - | - | XXX | - | TTT | 65.00% | - | Tycip | - | - | 90 | 3.50% | 3.344% | 237.37230 |
| U53 | JLU | 78.000 | 2.25 | - | - | TTT | - | ZZZ | 91.00% | - | Psjwt | - | - | 105 | 3.50% | 3.707% | 25.34580 |
| K33 | CHL | 54.768 | 4.69 | - | - | JJ+ | - | III | 31.63% | - | Iwuye | - | - | 110 | 3.50% | 3.544% | 22.26408 |
| F43 | AWT | 702.000 | 3.31 | - | - | HHH | - | BBB | 58.00% | - | Munqe | - | - | 65 | 3.50% | 2.957% | 890.43513 |
| V22 | BXN | 52.000 | 8.30 | - | - | VVV | - | XXX | 43.00% | - | Mpkwk | - | - | 95 | 4.00% | 3.394% | 739.65409 |
Tranche Comments
V22: Registration: 144N Wwly;
U23: Registration: 144Y Puqu;
F43: Registration: 144G Ffpl;
U53: Registration: 144J Sdms;
K33: Registration: 144H Lzlb;