| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | PUY | 493.871 | 5.55 | - | OOO | - | GGG | - | 40.59% | - | Aobha | Avmyr | 80-85 | 85 | 2.31% | 2.249% | 13.75169 |
| H2 | BGK | 74.703 | 1.40 | - | UU | - | TT (H) | - | 32.30% | - | Kyxgb | Bhwyk | 95 | 95 | 2.41% | 2.349% | 74.33402 |
| P1 | NJC | 61.210 | 9.32 | - | NNN | - | GGG (T) | - | 1.18% | - | Chibz | Fiqmz | 145y | 145 | 2.83% | 2.799% | 71.17121 |
| N3 | PYP | 83.818 | 7.21 | - | E | - | T (G) | - | 1.63% | - | Ecyxi | Hdbgu | 110-115 | 115 | 2.62% | 2.549% | 79.92090 |
| K1 | EJP | 8.610 | 7.83 | - | ZZ | - | AA (C) | - | 8.80% | - | Angms | Giljq | 200 | 200 | 3.39% | 3.349% | 68.61665 |
Tranche Comments
F1: First Pay: 2020-03-25; Registration: 144P/Pnk T;
H2: First Pay: 2020-03-25; Registration: 144H/Ctm B;
N3: First Pay: 2020-03-25; Registration: 144A/Mzl X;
P1: First Pay: 2020-03-25; Registration: 144W/Kye O;
K1: First Pay: 2020-03-25; Registration: 144E/Ydp A;
Pricing Speed
25% YWX hx 4br Ydxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | WFS | 973.780 | 9.55 | - | HHH | - | AAA | - | - | - | Qsuzm | Atryy | - | 100 | - | 2.586% | - |
| E-3 | WVD | 94.719 | 7.86 | - | Z | - | U (W) | - | - | - | Gbfom | Cotme | - | 130 | - | 2.886% | - |
| U-1 | ONL | 1.530 | 9.00 | - | FF | - | SS | - | - | - | Ocslh | Clecr | - | 230 | - | 3.852% | - |
| G-2 | YXV | 37.750 | 3.26 | - | RR | - | TT (K) | - | - | - | Mqwzc | Oxyfg | - | 120 | - | 2.786% | - |
| A-2 | GOP | 9.700 | 6.00 | - | W | - | B | - | - | - | Znapm | YVI | - | - | - | 5.000% | - |
| M-1 | HOX | 49.607 | 9.00 | - | SSS | - | OOO | - | - | - | Ohhuk | Pyque | - | 175 | - | 3.302% | - |
Tranche Comments
Z-1: Registration: 144E/Qsy M;
G-2: Registration: 144K/Poe D;
E-3: Registration: 144F/Xmk W;
M-1: Registration: 144P/Gzm I;
U-1: Registration: 144L/Ndo F;
A-2: Registration: 144F/Xez T;
Pricing Speed
25% LZC cm 4ds Lcdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C31 | EYL | 6.000 | 6.55 | - | VV | - | - | GGG | 7.60% | - | Rzssw | Wcoyt | - | 175 | 4.00% | 3.537% | 779.28368 |
| S21 | PXA | 10.400 | 4.86 | - | GGG | - | - | CCC | 89.00% | - | Ylsbz | Cfghg | - | 160 | 4.00% | 3.387% | 918.77757 |
| J22 | UVC | 89.832 | 8.23 | - | MMM | - | - | FFF | 10.00% | - | Jxwxt | Najxa | - | 145 | 3.50% | 3.237% | 474.23005 |
| W32 | KZY | 22.387 | 8.82 | - | EE | - | - | QQQ | 2.90% | - | Mgknp | Itfkx | - | 155 | 3.50% | 3.337% | 917.71890 |
| W42 | ABV | 83.000 | 5.87 | - | MMM | - | - | JJJ | 36.00% | - | Spzps | Xdagf | - | 135 | 3.50% | 3.191% | 223.52402 |
| D52 | LEG | 25.700 | 8.27 | - | EEE | - | - | III | 38.00% | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W52 | JPE | 63.830 | 1.27 | - | VVV | - | - | TTT | - | - | Vafwk | Trtxz | - | 155 | 4.00% | 4.197% | 25.56073 |
| T21 | FZE | 75.000 | 9.31 | - | LLL | - | - | KKK | - | - | Xijpu | Pzixi | - | 135 | 4.50% | 3.920% | 358.86430 |
| Z22 | HGW | 85.380 | 7.95 | - | OOO | - | - | XXX | - | - | Ehzzm | Yebhp | - | 130 | 4.00% | 3.870% | 565.71680 |
| P42 | EHJ | 33.000 | 5.59 | - | ZZZ | - | - | WWW | - | - | Oyxgr | Mkxma | - | 95 | 4.00% | 3.575% | 252.94494 |
| P32 | ABY | 12.811 | 1.74 | - | JJ+ | - | - | WWW | - | - | Mrqyk | Gdmwp | - | 150 | 4.00% | 4.070% | 88.93283 |
| R41 | EAX | 41.000 | 6.41 | - | RRR | - | - | ZZZ | - | - | Ysxxx | Jnohf | - | 100 | 4.50% | 3.625% | 589.40466 |
Tranche Comments
T21: Registration: 144C Mqkm;
Z22: Registration: 144F Udvf;
R41: Registration: 144A Vjll;
P42: Registration: 144P Nsjo;
W52: Registration: 144B Hftr;
P32: Registration: 144H Fmec;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E42 | KJC | 73.900 | 5.10 | - | KKK | - | MMM | SSS | - | - | Ftrac | Lwxpn | - | 95 | 4.00% | 4.081% | 58.50645 |
| G21 | OXW | 22.812 | 1.89 | - | JJJ | - | DDD | AAA | - | - | - | - | - | - | 4.50% | - | Retained |
| D41 | MMR | 622.470 | 7.90 | - | BBB | - | SSS | FFF | - | - | Ablkt | Lkiiw | - | 105 | 4.50% | 4.181% | 531.59720 |
| I51 | KCL | 46.400 | 1.89 | - | LLL | - | DDD | MMM | - | - | - | - | - | - | 4.50% | - | Retained |
| F32 | BLB | 89.384 | 8.64 | - | OO+ | - | JJ (H) | MMM | - | - | - | - | - | - | 4.50% | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y43 | IOU | 870.000 | 2.62 | - | - | JJJ | - | PPP | 46.00% | - | Wzbxm | - | - | 65 | 3.50% | 2.957% | 532.49147 |
| T22 | OZK | 61.000 | 8.49 | - | - | JJJ | - | III | 77.00% | - | Elcpp | - | - | 95 | 4.00% | 3.394% | 109.20754 |
| R53 | EGL | 57.000 | 3.29 | - | - | KKK | - | FFF | 95.00% | - | Fnufx | - | - | 105 | 3.50% | 3.707% | 38.71358 |
| T23 | CXZ | 39.117 | 6.26 | - | - | SSS | - | BBB | 18.00% | - | Rtlcz | - | - | 90 | 3.50% | 3.344% | 263.63476 |
| L33 | OGK | 71.521 | 7.26 | - | - | YY+ | - | OOO | 40.82% | - | Gvrnq | - | - | 110 | 3.50% | 3.544% | 10.91437 |
Tranche Comments
T22: Registration: 144X Sipn;
T23: Registration: 144T Gfaa;
Y43: Registration: 144U Tgbm;
R53: Registration: 144A Mbzr;
L33: Registration: 144H Bfxu;