| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hte | WMF | 95.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1q | ZQK | 841.600 | - | - | SSS | YYY | - | - | 36.00% | - | Kcbprhwk | 3bX | - | 139 | 3aB+139 | - | - |
| M | TJD | 54.000 | - | - | GG | - | - | - | 88.00% | - | Oxrwtutq | 3jN | 200k | 200 | 3eR+200 | - | - |
| U-1 | FJR | 6.000 | - | - | AA- | - | - | - | 11.99% | - | - | - | - | - | - | - | Retained |
| Y | AYT | 77.000 | - | - | G | - | - | - | 42.00% | - | Hhwdvwue | 3mZ | 285r | 300 | 3qA+300 | - | - |
| A-1s | WSI | 28.200 | - | - | EEE | HHH | - | - | 65.00% | - | Dtxbp | Abckf | - | 139 | 3.120% | - | - |
| J-2j | NSI | 2.000 | - | - | - | FFF | - | - | 71.80% | - | Esszmeng | 3vB | - | 185 | 3dQ+185 | - | - |
| O-2a | MPS | 83.000 | - | - | - | SSS | - | - | 94.30% | - | Dsgwd | Wzjoz | - | 185 | 3.620% | - | - |
| O | XEC | 47.000 | - | - | FFF- | - | - | - | 46.00% | - | Mdlkrdod | 3oL | 395r | 395 | 3cL+395 | - | - |
| K-2 | OZL | 6.000 | - | - | CC- | - | - | - | 5.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1q: First Pay: 2020-07-19; Registration: 144D/Vrl M;
A-1s: First Pay: 2020-07-19; Registration: 144D/Keu Z;
J-2j: First Pay: 2020-07-19; Registration: 144G/Mpj P;
O-2a: First Pay: 2020-07-19; Registration: 144A/Ake V;
M: First Pay: 2020-07-19; Registration: 144I/Wow G;
Y: First Pay: 2020-07-19; Registration: 144K/Crc T;
O: First Pay: 2020-07-19; Registration: 144Y/Xbn V;
U-1: First Pay: 2020-07-19; Registration: 144I/Meg D;
K-2: First Pay: 2020-07-19; Registration: 144G/Pii J;
Hte: First Pay: 2020-07-19; Registration: 144Z/Mjj B;
Deal Comments
Atc-Iqyy Mmmkttp 2.00
Reinvestment Period (YRS)
8