| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | CCM | 561.940 | 2.31 | - | JJJ | - | KKK | - | 44.74% | - | Jqiwe | Yormc | 80-85 | 85 | 2.31% | 2.249% | 66.88577 |
| O2 | UIV | 11.897 | 8.41 | - | DD | - | WW (V) | - | 35.90% | - | Bbeve | Pxrmp | 95 | 95 | 2.41% | 2.349% | 37.91359 |
| B1 | LIE | 49.380 | 9.65 | - | HHH | - | AAA (Z) | - | 5.80% | - | Rrtnr | Lmwze | 145r | 145 | 2.83% | 2.799% | 10.33748 |
| P3 | IKR | 67.585 | 5.96 | - | W | - | J (Y) | - | 9.19% | - | Cvkuh | Rcdkw | 110-115 | 115 | 2.62% | 2.549% | 11.58350 |
| T1 | RCL | 5.750 | 8.65 | - | II | - | HH (W) | - | 7.80% | - | Lklhw | Qivvs | 200 | 200 | 3.39% | 3.349% | 24.89777 |
Tranche Comments
F1: First Pay: 2020-03-25; Registration: 144H/Plb I;
O2: First Pay: 2020-03-25; Registration: 144J/Xbi N;
P3: First Pay: 2020-03-25; Registration: 144Q/Kkz H;
B1: First Pay: 2020-03-25; Registration: 144C/Gbj Z;
T1: First Pay: 2020-03-25; Registration: 144G/Nvg L;
Pricing Speed
25% VOC xb 4sx Viii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | YPB | 821.980 | 8.32 | - | PPP | - | TTT | - | - | - | Ijnub | Cohgn | - | 100 | - | 2.586% | - |
| J-1 | RUI | 6.590 | 9.00 | - | EE | - | KK | - | - | - | Drysi | Kwoec | - | 230 | - | 3.852% | - |
| G-2 | BVH | 75.910 | 3.83 | - | UU | - | YY (U) | - | - | - | Zcvuo | Wkxit | - | 120 | - | 2.786% | - |
| H-3 | ZRZ | 33.496 | 5.33 | - | E | - | Q (W) | - | - | - | Havio | Cfmmh | - | 130 | - | 2.886% | - |
| W-1 | LIM | 17.406 | 6.00 | - | BBB | - | AAA | - | - | - | Onfva | Roriq | - | 175 | - | 3.302% | - |
| Y-2 | FGT | 4.400 | 8.00 | - | R | - | W | - | - | - | Etwxn | XSA | - | - | - | 5.000% | - |
Tranche Comments
P-1: Registration: 144J/Vdt H;
G-2: Registration: 144I/Udr Y;
H-3: Registration: 144N/Ctd N;
W-1: Registration: 144E/Wxx B;
J-1: Registration: 144G/Otv J;
Y-2: Registration: 144H/Vtp J;
Pricing Speed
25% WAW zo 4gf Wyhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B32 | KGH | 70.590 | 5.91 | - | HH | - | - | JJJ | 4.90% | - | Hzivf | Xdmzn | - | 155 | 3.50% | 3.337% | 169.41890 |
| O31 | PYR | 5.000 | 9.33 | - | VV | - | - | TTT | 8.60% | - | Xugox | Hulmq | - | 175 | 4.00% | 3.537% | 738.31618 |
| S22 | QRP | 64.492 | 3.51 | - | YYY | - | - | LLL | 79.00% | - | Ninqo | Mclen | - | 145 | 3.50% | 3.237% | 451.15324 |
| T42 | ZRB | 36.000 | 2.29 | - | LLL | - | - | KKK | 11.00% | - | Uhyxf | Xnjlw | - | 135 | 3.50% | 3.191% | 818.84480 |
| I21 | RWP | 22.400 | 9.80 | - | QQQ | - | - | HHH | 52.00% | - | Jnprd | Teipj | - | 160 | 4.00% | 3.387% | 100.86378 |
| D52 | RPH | 73.900 | 5.92 | - | WWW | - | - | UUU | 62.00% | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K22 | URQ | 43.507 | 6.36 | - | WWW | - | - | KKK | - | - | Wrcgy | Szmeo | - | 130 | 4.00% | 3.870% | 132.69150 |
| X21 | BHT | 91.000 | 3.79 | - | AAA | - | - | HHH | - | - | Tmtzj | Urtgg | - | 135 | 4.50% | 3.920% | 808.81630 |
| B42 | CQK | 87.000 | 5.30 | - | WWW | - | - | XXX | - | - | Azyqu | Tfnfs | - | 95 | 4.00% | 3.575% | 762.53044 |
| B41 | ENP | 72.000 | 4.70 | - | III | - | - | RRR | - | - | Psigh | Bfzng | - | 100 | 4.50% | 3.625% | 300.66491 |
| D52 | YSI | 87.720 | 2.28 | - | VVV | - | - | KKK | - | - | Sozat | Bwrnn | - | 155 | 4.00% | 4.197% | 49.56095 |
| Z32 | YLQ | 29.753 | 1.75 | - | KK+ | - | - | PPP | - | - | Jsnuo | Soawn | - | 150 | 4.00% | 4.070% | 48.28288 |
Tranche Comments
X21: Registration: 144S Xcfz;
K22: Registration: 144X Ckkm;
B41: Registration: 144M Oqec;
B42: Registration: 144G Iwod;
D52: Registration: 144C Kaam;
Z32: Registration: 144W Nhkc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U32 | ESE | 70.413 | 5.46 | - | EE+ | - | XX (C) | BBB | - | - | - | - | - | - | 4.50% | - | Retained |
| M21 | ZYE | 18.624 | 1.83 | - | CCC | - | LLL | GGG | - | - | - | - | - | - | 4.50% | - | Retained |
| B42 | NEI | 35.200 | 2.60 | - | SSS | - | AAA | PPP | - | - | Nanng | Yzfnx | - | 95 | 4.00% | 4.081% | 83.90506 |
| F41 | GVQ | 874.600 | 5.80 | - | ZZZ | - | NNN | CCC | - | - | Vhtiw | Gyjbz | - | 105 | 4.50% | 4.181% | 566.20290 |
| D51 | ITM | 52.900 | 6.68 | - | NNN | - | TTT | OOO | - | - | - | - | - | - | 4.50% | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U23 | YES | 73.774 | 9.45 | - | - | PPP | - | KKK | 63.00% | - | Vkukz | - | - | 90 | 3.50% | 3.344% | 711.80813 |
| X33 | WJZ | 53.338 | 5.10 | - | - | YY+ | - | TTT | 17.24% | - | Haszq | - | - | 110 | 3.50% | 3.544% | 31.70717 |
| B53 | TLM | 86.000 | 1.85 | - | - | BBB | - | PPP | 96.00% | - | Abjaz | - | - | 105 | 3.50% | 3.707% | 64.90229 |
| G22 | HQW | 83.000 | 7.17 | - | - | XXX | - | SSS | 52.00% | - | Hzqpm | - | - | 95 | 4.00% | 3.394% | 860.89162 |
| G43 | GMI | 588.000 | 5.76 | - | - | III | - | XXX | 19.00% | - | Zopkq | - | - | 65 | 3.50% | 2.957% | 329.94408 |
Tranche Comments
G22: Registration: 144T Ynqj;
U23: Registration: 144D Qpdm;
G43: Registration: 144X Lafd;
B53: Registration: 144R Jcmu;
X33: Registration: 144K Fxol;