| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | FGO | 156.603 | 8.78 | 9.96 | Brr | - | - | - | KKK | 78.91% | - | Vvsxpwvc | 1lZ | - | 265 | 1hQ+262 | - | 32.45800 |
| Y | WRQ | 38.300 | 6.77 | 5.69 | OD | - | - | - | U- | 12.60% | - | Jhxzolqj | 1sB | - | 600 | 1xL+310.8 | - | 59.15000 |
| E | QCI | 90.965 | 1.81 | 5.56 | XZ | - | - | - | DD- | 73.00% | - | Jyleljrc | 1nV | - | 475 | 1jM+415 | - | 33.19600 |
| Osnw | ZMB | 46.280 | - | - | VD | - | - | - | UH | - | - | - | - | - | - | - | - | Retained |
| Z-R | JBU | 75.629 | 8.48 | 1.60 | FE | - | - | - | AAA | 43.49% | - | Slflmrzg | 1dP | - | 345 | 1vA+345 | - | 639.00000 |
| W | AVB | 66.253 | 8.53 | 9.25 | SX | - | - | - | HHH- | 92.42% | - | - | - | - | - | - | - | Retained |
| R | RSJ | 39.835 | 1.83 | 1.82 | EQ | - | - | - | IV | 11.97% | - | - | - | - | - | - | - | Retained |
| O | LNW | 58.457 | 5.18 | 2.98 | YA | - | - | - | MI | 50.40% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2020-06-10; Registration: 144J/Hil M;
Z-R: First Pay: 2020-06-10; Registration: 144O/Epr H;
E: First Pay: 2020-06-10; Registration: 144K/Qpl T;
Y: First Pay: 2020-06-10; Registration: 144E/Dpk K;
W: First Pay: 2020-06-10; Registration: 144J/Npk T;
R: First Pay: 2020-06-10; Registration: 144L/Was X;
O: First Pay: 2020-06-10; Registration: 144B/Nuc M;
Osnw: First Pay: 2020-06-10; Registration: 144Y/Fik C;
Cut-Off Balance ($mm)
599.896434
WA U/W NOI Debt Yield
6.7%