| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | CLO | 529.000 | - | Cnn | - | - | - | - | - | - | Vcomc | - | - | - | 3.000% | - | - |
| L | PZP | 49.000 | - | Ao3 | - | - | - | - | - | - | Ncpsc | - | - | - | 3.250% | - | - |
| N | QMW | 28.000 | - | Dl3 | - | - | - | - | - | - | Palhm | - | - | - | 7.452% | - | - |
| Clp | JCC | 33.600 | - | IR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | BYE | 98.000 | - | G3 | - | - | - | - | - | - | Tvksd | - | - | - | 3.600% | - | - |
| N | LMJ | 76.000 | - | Vxx3 | - | - | - | - | - | - | Rbulp | - | - | - | 5.405% | - | - |
Tranche Comments
Z: First Pay: 2022-07-21; Redemption: 2023-12-22;
L: First Pay: 2022-07-21; Redemption: 2023-12-22;
Q: First Pay: 2022-07-21; Redemption: 2023-12-22;
N: First Pay: 2022-07-21; Redemption: 2023-12-22;
N: First Pay: 2022-07-21; Redemption: 2023-12-22;
Clp: First Pay: 2022-07-21; Redemption: 2023-12-22;
Deal Comments
Zdtriy. Dqy Vbff Vdriqys 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 29, 2020