| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HIY | 36.100 | 5.80 | Hcc3 | - | TT | - | - | 90.28% | - | - | - | - | 380 | - | - | 554.00000 |
| I | CKI | 893.400 | 2.70 | Wuu | - | AAA | - | - | 23.00% | - | - | - | - | 135 | - | - | 407.00000 |
| F-1 | JCW | 93.440 | 3.30 | Yo2 | - | KY | - | - | 34.70% | - | - | - | - | 200 | - | - | 585.00000 |
| G | KAK | 15.790 | 7.60 | S2 | - | XY | - | - | 56.20% | - | - | - | - | 255 | - | - | 456.00000 |
| Brblro | CTQ | 84.530 | - | KD | - | PI | - | - | - | - | - | - | - | - | - | - | - |
| Y-2 | VFK | 72.000 | 3.70 | Ve2 | - | CI | - | - | 32.20% | - | Rojtn | - | - | - | 4.05% | - | 400.00000 |
| H | WQH | 41.800 | 67.00 | Qo3 | - | VA | - | - | 1.50% | - | - | - | - | 700 | - | - | 43.00000 |
Tranche Comments
I: First Pay: 2020-07-24; Redemption: 7/24/2024;
F-1: First Pay: 2020-07-24; Redemption: 7/24/2024;
Y-2: First Pay: 2020-07-24; Redemption: 7/24/2024;
G: First Pay: 2020-07-24; Redemption: 7/24/2024;
C: First Pay: 2020-07-24; Redemption: 7/24/2024;
H: First Pay: 2020-07-24; Redemption: 7/24/2024;
Brblro: First Pay: 2020-07-24; Redemption: 7/24/2024;
Reinvestment Period End Date
Dec 21, 1999