| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2-X | LTM | 47.000 | 4.33 | Brr | OOO | - | - | - | - | - | Akmmvxdm | 1mC | 60-65 | 53 | 1mY+53 | - | 759.00000 |
| J-3 | NQD | 566.750 | 7.69 | Ovv | BBB | - | - | - | - | - | Poych | LBUD | 65-70 | 55 | 0.83% | 0.834% | 89.78877 |
| O | NCD | 724.840 | 7.94 | Aq1 | PP | - | - | - | - | - | Gqgyu | Adbji | 135-145 | 115 | 1.42% | 1.428% | 63.73746 |
| R-2-R | BTY | 449.000 | 3.50 | Vee | FFF | - | - | - | - | - | Bcuhg | YJLX | 60-65 | 53 | 0.85% | 0.855% | 96.50413 |
| H | CLO | 766.330 | 6.20 | J2 | D | - | - | - | - | - | Rvcpg | Bwgir | 225f | 200 | 2.28% | 2.292% | 23.86403 |
| D | IWP | 896.440 | 5.77 | Hkk3 | OOO | - | - | - | - | - | Grmbe | Lfugn | 300-325 | 275 | 3.05% | 3.072% | 57.58347 |
| O-1 | IUR | 513.000 | 2.83 | Z-1 | R-1+ | - | - | - | - | - | Cpnvd | JadL | 12-15 | 10 | 0.32% | 0.324% | 510.00000 |
Tranche Comments
O-1: First Pay: 2020-07-15; Registration: Ueaavleaec;
R-2-R: First Pay: 2020-07-15; Registration: Ufbecpfmfg;
Z-2-X: First Pay: 2020-07-15; Registration: Ecjehvcrco;
J-3: First Pay: 2020-07-15; Registration: Swqjcxwvwb;
O: First Pay: 2020-07-15; Registration: Upcypppzpm;
H: First Pay: 2020-07-15; Registration: Anugpnnpns;
D: First Pay: 2020-07-15; Registration: Swvnjpwrwe;
Pricing Speed
1.75% UUW ce 10% Apll