| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | OXD | 65.000 | - | - | - | GG- | - | - | - | - | - | - | - | - | - | - | Retained |
| DR | KAR | 566.000 | - | - | - | AAA | - | - | - | - | Edflkvrp | GBWE | - | 245 | ZVSS+245 | - | - |
| X2 | AAR | 14.000 | - | - | - | YY | - | - | - | - | Rfwqz | - | - | - | 6.652% | - | - |
| N | CRR | 18.000 | - | - | - | QQQ- | - | - | - | - | Fxowxqeo | PIBH | 590-610 | 591 | JQVA+591 | - | - |
| I1 | MOJ | 30.000 | - | - | - | WW | - | - | - | - | Jbpavxjf | CULP | - | 320 | NAUM+320 | - | - |
| Y | NPK | 990.000 | - | - | - | YYY | - | - | - | - | Odsqzbwf | NPNA | 235-245 | 245 | DSSW+245 | - | - |
| H | MGT | 55.000 | - | - | - | X | - | - | - | - | Xjurzllp | UTYJ | 425-435 | 435 | CWLD+435 | - | - |
| Njz | VEJ | 59.410 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Redemption: 2024-11-15;
DR: Redemption: 2024-11-15;
I1: Redemption: 2024-11-15;
X2: Redemption: 2024-11-15;
H: Redemption: 2024-11-15;
N: Redemption: 2024-11-15;
G: Redemption: 2024-11-15;
Njz: Redemption: 2024-11-15;
Deal Comments
Zxp Qbpp Yhzwxyg 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 5, 2020