| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-D | LUT | 8.000 | 5.53 | HC | JA | LLL- | - | - | 55.00% | - | Gycartbs | MMHY | - | 405 | SHXH+405 | - | - |
| Xsk | UMU | 52.400 | - | GC | KA | US | - | - | - | - | - | - | - | - | - | - | Retained |
| N | BSY | 4.000 | 3.58 | Irr | UF | SZ | - | - | - | - | Axbmjfls | LLBM | - | 95 | EEUK+95 | - | - |
| Z | EUQ | 770.000 | 9.18 | Fll | OY | UW | - | - | 60.00% | - | Tjvoejwa | SIAW | - | 133 | WXZD+133 | - | - |
| H-D | OYP | 21.000 | 9.90 | AY | MH | SSS | - | - | 94.00% | - | Yefhsjju | XCYP | - | 145 | WMVF+145 | - | - |
| W | ENW | 87.000 | 6.40 | EY | PQ | L | - | - | 27.00% | - | Ewplyhoi | QYIC | - | 190 | DXIV+190 | - | - |
| X | JJB | 87.000 | 6.57 | CD | FI | FFF- | - | - | 68.00% | - | Bvqyldka | CYOP | - | 285 | TXYK+285 | - | - |
| V | ASE | 20.000 | 2.22 | SW | TK | EE | - | - | 56.00% | - | Gfmumbbm | ZLNG | - | 165 | ZITC+165 | - | - |
| X | BKH | 84.000 | 70.29 | UY | VL | TT- | - | - | 9.00% | - | Gqbzcsvk | YSQN | - | 525 | VYCZ+525 | - | - |
| T | CMF | 1.000 | 88.71 | OI | NM | N- | - | - | 7.70% | - | Dqrywxxw | NNCG | - | - | TELW+792 | - | - |
Tranche Comments
N: Redemption: 2026-10-20; Registration: 144H/Fpc S;
Z: Redemption: 2026-10-20; Registration: 144W/Yed V;
H-D: Redemption: 2026-10-20; Registration: 144H/Qcw M;
V: Redemption: 2026-10-20; Registration: 144T/Tje X;
W: Redemption: 2026-10-20; Registration: 144D/Hyd Y;
X: Redemption: 2026-10-20; Registration: 144W/Abq C;
I-D: Redemption: 2026-10-20; Registration: 144Y/Nbi Q;
X: Redemption: 2026-10-20; Registration: 144C/Alw V;
T: Redemption: 2026-10-20; Registration: 144D/Vqw F;
Xsk: Redemption: 2026-10-20; Registration: 144K/Vcs P;
Deal Comments
Iyn Zgxx Mhhaycf 2.00. Qoh chgx hgy ayyayhc ey VS$599.3e
Risk Retention
VE/ED - Cgx
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 16, 2020