| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-NN | XGR | 6.000 | 39.40 | - | - | DDD- | - | - | 37.00% | - | Plgsf | - | - | - | 8.31% | 8.314% | 858.00000 |
| V-II | AYM | 13.000 | 9.90 | - | - | JJ | - | - | 37.00% | - | Tbhbksjj | PSEQ | - | 180 | EBEK+180 | - | 604.00000 |
| A | YVV | 71.000 | 94.90 | - | - | AA- | - | - | 2.00% | - | Smbpjhwi | GMDC | - | - | IWOS+758 | - | 87.00000 |
| B-1-DD | MBC | 31.000 | 6.80 | - | - | UUU | - | - | 92.00% | - | Ettudytz | JSCM | - | 360 | AUCE+360 | - | 411.00000 |
| X-2-KK | ARL | 99.000 | 3.30 | - | - | SSS | - | - | 67.00% | - | Aozaoyqb | JGMI | - | 158 | PGOY+158 | - | 894.00000 |
| G-1-BB | VOQ | 769.000 | 2.60 | Ann | - | - | - | - | 72.00% | - | Judclznp | VHSS | - | 137 | MWDJ+137 | - | 620.00000 |
| A | YVW | 8.970 | 71.20 | R3 | - | - | - | - | 3.58% | - | - | - | - | - | - | - | Retained |
| X-TT | JWZ | 3.000 | 8.50 | Xoo | - | - | - | - | - | - | Qlmfubqw | SMVX | - | 105 | ZZFX+105 | - | 962.00000 |
| Q-1-KK | HSY | 37.000 | 1.70 | - | - | N | - | - | 37.00% | - | Hplpoklx | DKBQ | - | 220 | DGUZ+220 | - | 759.00000 |
| T-2-GG | CGS | 2.000 | 6.40 | - | - | O | - | - | 77.00% | - | Qvslc | - | - | - | 6.26% | 6.262% | 228.00000 |
| Ivt T | FGH | 31.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Icv D | NIL | 94.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Fjj Gar L | POR | 53.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-TT: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144L/Fwa Q;
G-1-BB: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144U/Vur M;
X-2-KK: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144F/Jdr D;
V-II: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144I/Xum B;
Q-1-KK: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144T/Vpc D;
T-2-GG: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Ymt D;
B-1-DD: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144U/Xmy I;
K-2-NN: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Lik G;
A: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144O/Uem J;
A: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144J/Grq I;
Icv D: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Dqk G;
Fjj Gar L: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144T/Ffh R;
Ivt T: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144O/Jxa A;
Deal Comments
Ypvpq. Hhh Ihzz Upcjhtl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 8, 2020
WAL Test Period End Date
Dec 14, 2017