| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1DM Q | QAJ | 63.000 | - | DR | JJJ | XR | - | - | 52.00% | - | Vdpjosbc | DBVG | - | 163 | ZBTY+163 | - | - |
| Z-1GI | BOS | 50.000 | - | OC | MMM | KR | - | - | 24.00% | - | Qvbmmqyc | TIJD | - | 190 | KLJU+190 | - | - |
| E-F | GUB | 57.000 | - | BP | III- | LD | - | - | 72.00% | - | Kxwbvzns | VALC | - | 450 | GYBL+450 | - | - |
| M-1M N | WNO | 468.000 | - | BA | LLL | LZ | - | - | 88.00% | - | Kuprqcdu | KIYL | - | 163 | QVPV+163 | - | - |
| S-2L | RHH | 49.000 | - | CA | RR | MO | - | - | 86.00% | - | Brodqsiu | WSCM | - | 200 | GNOG+200 | - | - |
| K-N | KWL | 28.000 | - | QK | O | NS | - | - | 90.00% | - | Edlzfprt | MSGZ | - | 250 | LVKA+250 | - | - |
| W-1WW | TYN | 991.000 | - | AC | SSS | JR | - | - | 28.00% | - | Krxzvfzc | SLCX | - | 163 | HOHV+163 | - | - |
| Fyf | IYA | 96.000 | - | SU | SS | TP | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1WW: Redemption: 2026-10-15; Registration: 144V/Woi G;
M-1M N: Redemption: 2026-10-15; Registration: 144C/Yhs U;
D-1DM Q: Redemption: 2026-10-15; Registration: 144F/Mkk J;
Z-1GI: Redemption: 2026-10-15; Registration: 144V/Cwt R;
S-2L: Redemption: 2026-10-15; Registration: 144Y/Phv K;
K-N: Redemption: 2026-10-15; Registration: 144J/Tcz T;
E-F: Redemption: 2026-10-15; Registration: 144K/Lbx J;
Fyf: Redemption: 2026-10-15; Registration: 144Q/Wom J;
Deal Comments
Accch. Sfj-Vqpp Occgfyt 2.00
Risk Retention
IQ - Yroz HI/IM - Yro
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 5, 2020