| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | VGJ | 83.600 | 37.80 | - | YY- | - | - | - | 7.00% | - | Isufvoar | EPQA | - | 615 | YGVJ+615 | - | 689.00000 |
| T-2 | NBV | 97.900 | 2.20 | - | LLL | - | - | - | 94.00% | - | Gmydkznx | MVPF | - | 160 | GGFS+160 | - | 397.00000 |
| B-1 | JCF | 48.000 | 3.60 | - | QQQ- | - | - | - | 91.00% | - | Ayzfxxmm | QBLQ | - | 300 | CUYO+300 | - | 815.00000 |
| W-2 | YTL | 8.100 | 36.20 | - | QQQ- | - | - | - | 33.00% | - | Eusdrxfm | USWR | - | 425 | IHNN+425 | - | 626.00000 |
| Y-1 | BXX | 474.000 | 9.50 | - | PPP | - | - | - | 52.00% | - | Gzlfzsoc | MZZM | - | 140 | HVEC+140 | - | 497.00000 |
| M | GHV | 34.000 | 4.80 | - | L | - | - | - | 82.00% | - | Avbhiyik | DOCK | - | 205 | DOWM+205 | - | 564.00000 |
| V | MJL | 19.400 | 1.90 | - | DD | - | - | - | 37.00% | - | Rvybmiro | WOPR | - | 170 | UDCW+170 | - | 664.00000 |
| Hey | FKX | 55.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2025-01-22; Redemption: 2026-09-05; Registration: 144D/Iyi O;
T-2: First Pay: 2025-01-22; Redemption: 2026-09-05; Registration: 144Z/Dlh Z;
V: First Pay: 2025-01-22; Redemption: 2026-09-05; Registration: 144N/Epb S;
M: First Pay: 2025-01-22; Redemption: 2026-09-05; Registration: 144J/Evr W;
B-1: First Pay: 2025-01-22; Redemption: 2026-09-05; Registration: 144P/Fzw C;
W-2: First Pay: 2025-01-22; Redemption: 2026-09-05; Registration: 144F/Uoy K;
E: First Pay: 2025-01-22; Redemption: 2026-09-05; Registration: 144I/Gbv L;
Hey: First Pay: 2025-01-22; Redemption: 2026-09-05; Registration: 144W/Dur Q;
Deal Comments
Fwz Mpxx Bggkwvo 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 28, 2020
WAL Test Period End Date
Apr 7, 2027