| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | JNY | 427.908 | 5.71 | - | MMM | - | PPP | - | 47.60% | - | Ebree | Olbnq | 80-85 | 85 | 2.31% | 2.249% | 32.17142 |
| C2 | TWM | 51.798 | 5.60 | - | QQ | - | GG (Q) | - | 88.90% | - | Yynzp | Wnmug | 95 | 95 | 2.41% | 2.349% | 34.64922 |
| F1 | ERA | 18.580 | 6.94 | - | CCC | - | YYY (C) | - | 6.40% | - | Epnfz | Cgotw | 145s | 145 | 2.83% | 2.799% | 79.28638 |
| Q3 | XQO | 68.859 | 7.21 | - | M | - | T (E) | - | 3.40% | - | Fuuey | Mgwpz | 110-115 | 115 | 2.62% | 2.549% | 96.84470 |
| E1 | KUZ | 7.260 | 8.69 | - | DD | - | MM (A) | - | 4.70% | - | Wozew | Xtgzn | 200 | 200 | 3.39% | 3.349% | 14.82089 |
Tranche Comments
U1: First Pay: 2020-03-25; Registration: 144H/Jit V;
C2: First Pay: 2020-03-25; Registration: 144J/Apl S;
Q3: First Pay: 2020-03-25; Registration: 144Q/Kap I;
F1: First Pay: 2020-03-25; Registration: 144Y/Aaa O;
E1: First Pay: 2020-03-25; Registration: 144I/Gaa Z;
Pricing Speed
25% SLH pc 4qv Sagg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | NJF | 98.915 | 6.35 | - | K | - | Z (W) | - | - | - | Efxfg | Yhapb | - | 130 | - | 2.886% | - |
| V-2 | ZIX | 87.430 | 3.91 | - | QQ | - | NN (Y) | - | - | - | Btnsx | Ngzeb | - | 120 | - | 2.786% | - |
| M-1 | HWJ | 420.140 | 9.39 | - | HHH | - | BBB | - | - | - | Egjfv | Xbioj | - | 100 | - | 2.586% | - |
| I-1 | LKL | 2.280 | 1.00 | - | WW | - | UU | - | - | - | Kgott | Jwntf | - | 230 | - | 3.852% | - |
| M-2 | JBH | 1.100 | 4.00 | - | K | - | H | - | - | - | Mvxcp | HQE | - | - | - | 5.000% | - |
| V-1 | OPV | 65.701 | 3.00 | - | RRR | - | MMM | - | - | - | Ihlps | Kdcva | - | 175 | - | 3.302% | - |
Tranche Comments
M-1: Registration: 144K/Zrm F;
V-2: Registration: 144X/Anc L;
L-3: Registration: 144T/Gab T;
V-1: Registration: 144N/Anh X;
I-1: Registration: 144P/Zyt L;
M-2: Registration: 144B/Zdx G;
Pricing Speed
25% XEJ jf 4dt Xixx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I21 | HPR | 40.400 | 5.56 | - | UUU | - | - | GGG | 26.00% | - | Lluad | Idvaa | - | 160 | 4.00% | 3.387% | 518.28709 |
| K42 | HZV | 89.000 | 3.25 | - | HHH | - | - | PPP | 20.00% | - | Tqilc | Awfkg | - | 135 | 3.50% | 3.191% | 658.21597 |
| P52 | XIK | 28.900 | 7.52 | - | BBB | - | - | VVV | 54.00% | - | - | - | - | - | - | - | Retained |
| P31 | QJF | 6.000 | 6.76 | - | GG | - | - | SSS | 2.20% | - | Ybnlm | Soqzo | - | 175 | 4.00% | 3.537% | 543.41806 |
| F32 | OMW | 17.987 | 6.12 | - | VV | - | - | CCC | 4.20% | - | Wgmqa | Gfcvw | - | 155 | 3.50% | 3.337% | 248.41230 |
| R22 | LUP | 99.818 | 6.27 | - | SSS | - | - | NNN | 16.00% | - | Vrias | Vonbx | - | 145 | 3.50% | 3.237% | 462.66760 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R42 | JJQ | 58.000 | 8.83 | - | III | - | - | NNN | - | - | Arbtm | Yeucn | - | 95 | 4.00% | 3.575% | 142.44429 |
| V21 | MZN | 19.000 | 4.21 | - | KKK | - | - | HHH | - | - | Pgylo | Afooo | - | 135 | 4.50% | 3.920% | 260.77470 |
| A41 | ECY | 81.000 | 7.70 | - | EEE | - | - | EEE | - | - | Xhyuv | Jjtdu | - | 100 | 4.50% | 3.625% | 950.35454 |
| I32 | HSC | 48.642 | 9.97 | - | NN+ | - | - | AAA | - | - | Kkrky | Zvxdv | - | 150 | 4.00% | 4.070% | 83.87509 |
| E22 | LEY | 89.615 | 2.51 | - | AAA | - | - | QQQ | - | - | Wzxew | Bdhnf | - | 130 | 4.00% | 3.870% | 868.41020 |
| U52 | QVL | 15.900 | 1.19 | - | BBB | - | - | YYY | - | - | Rjbeo | Yeouf | - | 155 | 4.00% | 4.197% | 53.31102 |
Tranche Comments
V21: Registration: 144U Vhuc;
E22: Registration: 144X Zwmi;
A41: Registration: 144S Qrit;
R42: Registration: 144X Wcen;
U52: Registration: 144V Qfli;
I32: Registration: 144F Lnjb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A41 | PEE | 646.780 | 7.60 | - | YYY | - | LLL | NNN | - | - | Scyvm | Mjbxv | - | 105 | 4.50% | 4.181% | 601.26660 |
| K32 | FRO | 94.538 | 4.72 | - | II+ | - | PP (B) | KKK | - | - | - | - | - | - | 4.50% | - | Retained |
| U42 | MJC | 77.400 | 7.70 | - | BBB | - | ZZZ | KKK | - | - | Gfnyg | Ivmqp | - | 95 | 4.00% | 4.081% | 91.28645 |
| I51 | HWH | 24.600 | 7.93 | - | GGG | - | HHH | BBB | - | - | - | - | - | - | 4.50% | - | Retained |
| L21 | JKK | 95.563 | 5.33 | - | XXX | - | III | FFF | - | - | - | - | - | - | 4.50% | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D43 | EIR | 296.000 | 6.28 | - | - | HHH | - | AAA | 66.00% | - | Ufffv | - | - | 65 | 3.50% | 2.957% | 715.84691 |
| I53 | XLG | 98.000 | 2.62 | - | - | KKK | - | LLL | 25.00% | - | Ukvzj | - | - | 105 | 3.50% | 3.707% | 60.62005 |
| S22 | GWK | 27.000 | 4.88 | - | - | VVV | - | PPP | 54.00% | - | Tquyf | - | - | 95 | 4.00% | 3.394% | 740.93104 |
| P33 | MVO | 97.643 | 1.12 | - | - | DD+ | - | RRR | 87.10% | - | Kolrc | - | - | 110 | 3.50% | 3.544% | 79.58133 |
| Y23 | LFI | 95.212 | 9.89 | - | - | JJJ | - | YYY | 57.00% | - | Cousj | - | - | 90 | 3.50% | 3.344% | 632.49734 |
Tranche Comments
S22: Registration: 144X Wiah;
Y23: Registration: 144G Aagu;
D43: Registration: 144A Hjuv;
I53: Registration: 144N Jeqz;
P33: Registration: 144V Feuf;