| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XA | ALO | 976.190 | 9.20 | - | YYY | - | - | - | 85.30% | - | Oyslwemd | NPGL | 137 | 137 | EHUZ+137 | - | - |
| LS | ORF | 63.880 | 83.70 | - | AA- | - | - | - | 5.40% | - | Qqwxumpq | PJXZ | 575-600 | 605 | UQYG+605 | - | - |
| P1T | WGV | 72.200 | 5.90 | - | RRR- | - | - | - | 21.00% | - | Cxyphlku | JAUE | 300-310 | 315 | AMFL+315 | - | - |
| KM | QYH | 58.300 | 1.80 | - | P | - | - | - | 17.00% | - | Nembsiua | HOBI | 195-200 | 200 | GIFL+200 | - | - |
| K2W | PEG | 4.520 | 62.10 | - | WWW- | - | - | - | 11.22% | - | Ydlhdxbk | YVET | 425-435 | 440 | WQOJ+440 | - | - |
| Vlh | LZW | 35.400 | - | - | BM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | RFO | 5.000 | 7.60 | - | BBB | - | - | - | - | - | Fyqbclwh | AFIF | 100j | 105 | VYFT+105 | - | - |
| KB | YEK | 31.290 | 7.30 | - | ZZ | - | - | - | 93.00% | - | Vjkdeqvj | NANO | 170-175 | 175 | EWOK+175 | - | - |
Tranche Comments
J: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144C/Mpy J;
XA: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144Q/Ecr U;
KB: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144P/Cod A;
KM: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144E/Nab L;
P1T: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144Q/Cky O;
K2W: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144Y/Ahv L;
LS: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144U/Jpn K;
Vlh: First Pay: 2025-01-24; Redemption: 2026-10-10; Registration: 144J/Zjp O;
Deal Comments
Zjyjw. Axb Spzz Ijgixro 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 10, 2020