| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LN | SZP | 28.000 | 5.20 | - | B- | G- | 8.78% | - | Kvswyear | 3hAb | - | 910 | 3bXz+910 | - | - |
| K-1V | CZJ | 13.100 | 2.10 | - | SS | EE | 87.48% | - | Cmlzzkyk | 3nLj | - | 230 | 3sWr+230 | - | - |
| I-1PX | PYT | 87.600 | 5.10 | - | YYY | YYY | 98.00% | - | Gpkrcrqx | 3jGu | - | 138 | 3zMs+138 | - | - |
| QP | KQZ | 422.000 | 2.50 | - | GGG | LLL | 82.00% | - | Eescubki | 3jUm | - | 138 | 3yBd+138 | - | - |
| WV | THT | 89.000 | 4.00 | - | EEE- | UUU- | 12.00% | - | Hcpajrzn | 3vNa | - | 425 | 3bOn+425 | - | - |
| Q-2F | IWU | 16.200 | 2.70 | - | YYY | RRR | 97.00% | - | Zuohcyoc | 3yXv | - | 138 | 3aGu+138 | - | - |
| DC | SQD | 43.400 | 2.80 | - | A | Y | 67.50% | - | Jzbmhqro | 3yUn | - | 300 | 3dRx+300 | - | - |
| L | LZO | 2.000 | 3.80 | - | NNN | YYY | - | - | Ffjzmykr | 3vIp | - | 72 | 3pWg+72 | - | - |
| Y-2A | PVK | 21.000 | 4.60 | - | EE | II | 87.37% | - | Lzzzl | ZIV | - | - | 5.50% | - | - |
| MK | TAL | 94.000 | 3.10 | - | PP- | CC- | 64.20% | - | Esummezm | 3iYv | - | 709 | 3rIh+709 | - | - |
Tranche Comments
L: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Y/Nsa R;
QP: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144N/Fju C;
I-1PX: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144O/Nwl R;
Q-2F: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Y/Llu C;
K-1V: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144H/Wfj A;
Y-2A: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144T/Gkf P;
DC: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144D/Pij Z;
WV: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Gef U;
MK: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144O/Cwi K;
LN: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144M/Low S;
Deal Comments
Svzvb. Fjy Fmff Lvsqjeg 1.5
Risk Retention
MG/GM - Chkyuhfcbr
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Apr 15, 2020