| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-W2 | WWH | 31.000 | 9.40 | - | ZZZ | - | - | - | 85.00% | - | Oumvphkb | TOLL | - | 320 | ZESW+320 | - | 770.00000 |
| I-N2 | ECG | 85.000 | 7.20 | - | WW | - | - | - | 93.00% | - | Chvkewds | ITKY | - | 175 | NWAF+175 | - | 178.00000 |
| E-P2 | FAT | 42.000 | 5.60 | - | W | - | - | - | 11.00% | - | Quoeemjq | CPCN | - | 210 | IDQY+210 | - | 610.00000 |
| G-2-Z2 | KSW | 9.550 | 53.30 | - | OOO- | - | - | - | 50.24% | - | Anzmx | - | - | - | 7.90% | 7.902% | 159.00000 |
| J-R2 | HTP | 94.000 | 60.10 | - | EE- | - | - | - | 1.45% | - | Rbszfevi | IJIL | - | 635 | QLJR+635 | - | 118.00000 |
| Acz | WBO | 33.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-S2 | LZO | 7.200 | 9.20 | - | YYY | - | - | - | - | - | Fszhhshl | NJTL | - | 105 | NLHA+105 | - | 817.00000 |
| V-1-H2 | FIH | 684.000 | 8.40 | - | GGG | - | - | - | 13.00% | - | Dmdeswvr | YHSG | - | 138 | UWYJ+138 | - | 436.00000 |
| Z-2-A2 | WKZ | 60.000 | 4.00 | - | SSS | - | - | - | 21.00% | - | Jkcsxhyj | GSFU | - | 160 | WOQN+160 | - | 428.00000 |
Tranche Comments
A-S2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144M/Lon H;
V-1-H2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144F/Oax U;
Z-2-A2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Y/Kss R;
I-N2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144P/Fch D;
E-P2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Q/Dfq H;
A-1-W2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144T/Jxv A;
G-2-Z2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144W/Wpn S;
J-R2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144D/Vdt T;
Acz: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Z/Vkw J;
Deal Comments
Lpqpt. Dgk Raqq Yptxgaz 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 30, 2020
WAL Test Period End Date
Nov 6, 2027