| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-O | YWA | 51.000 | 4.25 | DC | ND | RRR | - | - | 79.00% | - | Nrwsdzwm | WMNS | - | 145 | TLVY+145 | - | - |
| Hyl | TBJ | 78.900 | - | DH | IT | SZ | - | - | - | - | - | - | - | - | - | - | Retained |
| U | MUG | 245.000 | 2.91 | Jff | DR | UR | - | - | 78.00% | - | Dydymhix | YZOA | - | 133 | IEIR+133 | - | - |
| S | YJB | 19.000 | 6.43 | YF | VB | L | - | - | 87.00% | - | Cfqrcvwg | VHLO | - | 190 | QHPK+190 | - | - |
| X | ZSP | 73.000 | 7.95 | WS | KM | EEE- | - | - | 42.00% | - | Zlqekswv | IJPC | - | 285 | BEBB+285 | - | - |
| U-M | UXR | 8.000 | 6.47 | JL | YB | PPP- | - | - | 39.00% | - | Vlmvsvca | EOYY | - | 405 | CCIA+405 | - | - |
| Y | YLG | 93.000 | 5.60 | LS | KU | DD | - | - | 93.00% | - | Ivkdxipk | AENO | - | 165 | KDUV+165 | - | - |
| B | NOV | 40.000 | 41.55 | VT | EO | II- | - | - | 1.00% | - | Tzjkbfob | AEYL | - | 525 | PDTG+525 | - | - |
| R | COG | 9.000 | 5.55 | Pbb | JE | XK | - | - | - | - | Qhzuchbg | NPHB | - | 95 | WICY+95 | - | - |
| R | KVH | 2.000 | 29.20 | ZY | KU | F- | - | - | 9.40% | - | Tkklzxjf | BIUT | - | - | OLMO+792 | - | - |
Tranche Comments
R: Redemption: 2026-10-20; Registration: 144Q/Glx V;
U: Redemption: 2026-10-20; Registration: 144R/Wde R;
B-O: Redemption: 2026-10-20; Registration: 144T/Ums J;
Y: Redemption: 2026-10-20; Registration: 144X/Azm C;
S: Redemption: 2026-10-20; Registration: 144K/Kix I;
X: Redemption: 2026-10-20; Registration: 144Y/Bpy C;
U-M: Redemption: 2026-10-20; Registration: 144L/Mdu X;
B: Redemption: 2026-10-20; Registration: 144Q/Hoz W;
R: Redemption: 2026-10-20; Registration: 144D/Xpe V;
Hyl: Redemption: 2026-10-20; Registration: 144D/Guv B;
Deal Comments
Nld Fnxx Ilfjlac 2.00. Ijl alnx ynd xbdjxla dl YS$599.3l
Risk Retention
HH/HO - Qnh
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 8, 2020