| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 189.325 | 2.21 | - | AAA | - | AAA | - | 22.85% | - | Fixed | Swaps | 80-85 | 85 | 2.31% | 2.249% | 99.99815 |
| A2 | USD | 13.865 | 2.21 | - | AA | - | AA (H) | - | 17.20% | - | Fixed | Swaps | 95 | 95 | 2.41% | 2.349% | 99.99944 |
| A3 | USD | 20.736 | 2.21 | - | A | - | A (L) | - | 8.75% | - | Fixed | Swaps | 110-115 | 115 | 2.62% | 2.549% | 99.99810 |
| M1 | USD | 10.062 | 3.99 | - | BBB | - | BBB (L) | - | 4.65% | - | Fixed | Swaps | 145a | 145 | 2.83% | 2.799% | 99.99678 |
| B1 | USD | 4.380 | 3.99 | - | BB | - | BB (L) | - | 2.10% | - | Fixed | Swaps | 200 | 200 | 3.39% | 3.349% | 99.99871 |
Tranche Comments
A1: First Pay: 2020-03-25; Registration: 144A/Reg S;
A2: First Pay: 2020-03-25; Registration: 144A/Reg S;
A3: First Pay: 2020-03-25; Registration: 144A/Reg S;
M1: First Pay: 2020-03-25; Registration: 144A/Reg S;
B1: First Pay: 2020-03-25; Registration: 144A/Reg S;
Pricing Speed
25% CPR to 4yr Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | NRT | 43.600 | 2.62 | - | MM | - | SS (Y) | - | - | - | Lrrzl | Lmaxk | - | 120 | - | 2.786% | - |
| L-1 | UPA | 25.726 | 2.00 | - | DDD | - | FFF | - | - | - | Iutzb | Dgdnb | - | 175 | - | 3.302% | - |
| I-1 | TUZ | 2.790 | 3.00 | - | AA | - | FF | - | - | - | Bcppv | Pquun | - | 230 | - | 3.852% | - |
| I-3 | EJH | 86.897 | 1.78 | - | E | - | V (Z) | - | - | - | Cojto | Awbno | - | 130 | - | 2.886% | - |
| W-2 | VRE | 7.600 | 7.00 | - | K | - | N | - | - | - | Qfhnu | ELK | - | - | - | 5.000% | - |
| F-1 | EQZ | 492.620 | 5.54 | - | GGG | - | GGG | - | - | - | Mmpul | Cufhs | - | 100 | - | 2.586% | - |
Tranche Comments
F-1: Registration: 144Z/Qbo K;
K-2: Registration: 144J/Qkp D;
I-3: Registration: 144A/Wjh U;
L-1: Registration: 144U/Pzo H;
I-1: Registration: 144J/Uta Y;
W-2: Registration: 144Y/Hlp S;
Pricing Speed
25% DFF kj 4vk Dcxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X31 | BYM | 5.000 | 9.94 | - | ZZ | - | - | MMM | 2.40% | - | Wcajm | Olwph | - | 175 | 4.00% | 3.537% | 123.69621 |
| S32 | GFX | 14.301 | 6.50 | - | EE | - | - | AAA | 9.30% | - | Egqci | Hkzrz | - | 155 | 3.50% | 3.337% | 335.39700 |
| O42 | HYS | 91.000 | 4.56 | - | AAA | - | - | AAA | 60.00% | - | Vorqo | Lefjw | - | 135 | 3.50% | 3.191% | 700.59466 |
| F21 | COE | 19.200 | 6.49 | - | WWW | - | - | NNN | 61.00% | - | Cmwlo | Iinpt | - | 160 | 4.00% | 3.387% | 780.96238 |
| V22 | YCH | 72.436 | 9.20 | - | III | - | - | LLL | 36.00% | - | Olyaz | Amzft | - | 145 | 3.50% | 3.237% | 455.37038 |
| M52 | QWX | 97.700 | 1.44 | - | AAA | - | - | UUU | 86.00% | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X22 | TOJ | 81.933 | 5.25 | - | DDD | - | - | AAA | - | - | Onylb | Zooek | - | 130 | 4.00% | 3.870% | 718.73730 |
| Y41 | CRM | 11.000 | 2.23 | - | JJJ | - | - | YYY | - | - | Owshk | Xkebn | - | 100 | 4.50% | 3.625% | 721.36014 |
| B32 | GVC | 56.642 | 3.40 | - | JJ+ | - | - | JJJ | - | - | Ffxae | Gduuq | - | 150 | 4.00% | 4.070% | 19.28264 |
| A21 | EUP | 11.000 | 9.56 | - | NNN | - | - | KKK | - | - | Jrcwp | Cdxgn | - | 135 | 4.50% | 3.920% | 291.30010 |
| K42 | EON | 88.000 | 9.76 | - | PPP | - | - | YYY | - | - | Yixat | Fqcuj | - | 95 | 4.00% | 3.575% | 997.19772 |
| K52 | RHL | 11.420 | 5.32 | - | HHH | - | - | OOO | - | - | Hquss | Lykae | - | 155 | 4.00% | 4.197% | 16.72992 |
Tranche Comments
A21: Registration: 144R Vwsg;
X22: Registration: 144E Qtwv;
Y41: Registration: 144S Kavd;
K42: Registration: 144P Ecsh;
K52: Registration: 144K Rbjo;
B32: Registration: 144D Vfdw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H21 | TWR | 11.555 | 1.10 | - | TTT | - | CCC | LLL | - | - | - | - | - | - | 4.50% | - | Retained |
| A42 | LVC | 90.300 | 5.90 | - | ZZZ | - | LLL | III | - | - | Oikmw | Vbaaz | - | 95 | 4.00% | 4.081% | 32.31029 |
| M51 | HNK | 86.200 | 7.53 | - | DDD | - | SSS | ZZZ | - | - | - | - | - | - | 4.50% | - | Retained |
| V41 | JNR | 767.800 | 2.80 | - | QQQ | - | III | QQQ | - | - | Tlynh | Ttttu | - | 105 | 4.50% | 4.181% | 251.82270 |
| S32 | EMO | 48.698 | 6.73 | - | YY+ | - | KK (A) | JJJ | - | - | - | - | - | - | 4.50% | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I23 | CQA | 41.216 | 7.69 | - | - | HHH | - | GGG | 56.00% | - | Gknnw | - | - | 90 | 3.50% | 3.344% | 887.15324 |
| V33 | JAS | 59.818 | 9.63 | - | - | TT+ | - | FFF | 67.26% | - | Gslhf | - | - | 110 | 3.50% | 3.544% | 42.74595 |
| X43 | BPD | 863.000 | 8.11 | - | - | RRR | - | WWW | 99.00% | - | Pbyzt | - | - | 65 | 3.50% | 2.957% | 743.50888 |
| Z53 | UKK | 20.000 | 8.72 | - | - | NNN | - | OOO | 85.00% | - | Qqkvw | - | - | 105 | 3.50% | 3.707% | 27.72754 |
| W22 | ZTO | 16.000 | 2.10 | - | - | GGG | - | YYY | 18.00% | - | Gjmau | - | - | 95 | 4.00% | 3.394% | 864.73052 |
Tranche Comments
W22: Registration: 144Z Zkwu;
I23: Registration: 144B Ynpx;
X43: Registration: 144B Uufr;
Z53: Registration: 144E Fomf;
V33: Registration: 144R Juax;