| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | UPL | 19.400 | 7.90 | ZZ | - | OO | - | - | 58.00% | - | Tgvay | SMLJ | - | - | 5.69% | - | - |
| P-1 | GGM | 679.000 | 9.30 | Lnn | - | CCC | - | - | 48.00% | - | Ybvuoslw | LQYW | - | 183 | PUKY+183 | - | - |
| K | NWB | 33.620 | 44.00 | Jw3 | - | NF | - | - | 5.20% | - | Tyqrvcmx | SYWY | - | 790 | BNKK+774 | - | - |
| Ctx | WFF | 14.000 | - | EK | - | UF | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | UMS | 12.500 | 2.40 | QY | - | W | - | - | 18.50% | - | Mwsdxojf | MAOH | - | 325 | JUAP+325 | - | - |
| R | LQZ | 60.400 | 5.80 | WS | - | GGG- | - | - | 63.91% | - | Xhxejpbg | ZZIV | - | 490 | HDOC+490 | - | - |
| L-2 | URL | 66.800 | 9.70 | KH | - | RRR | - | - | 83.80% | - | Eqcrcdys | WUAM | - | 240 | YWPI+240 | - | - |
| W-1 | AWC | 60.000 | 1.20 | JS | - | XX | - | - | 49.00% | - | Nxfdadjo | EIUD | - | 260 | JQJW+260 | - | - |
Tranche Comments
P-1: Redemption: 2024-07-23; Registration: 144J/Tyy G;
L-2: Redemption: 2024-07-23; Registration: 144I/Vjw Q;
W-1: Redemption: 2024-07-23; Registration: 144Z/Tfl H;
X-2: Redemption: 2024-07-23; Registration: 144N/Kmw S;
Z: Redemption: 2024-07-23; Registration: 144I/Bzd Q;
R: Redemption: 2024-07-23; Registration: 144G/Eul B;
K: Redemption: 2024-07-23; Registration: 144U/Eqa U;
Ctx: Redemption: 2024-07-23; Registration: 144W/Ptn T;
Deal Comments
Jgo Tbkk Qchggzp 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 31, 2020