| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | RIF | 68.000 | 1.60 | Saa | - | JJJ | - | - | 71.00% | - | Xbuydrtc | BPHB | - | 235 | HVHD+235 | - | - |
| C-2 | RJQ | 80.200 | 3.30 | Ree | - | - | - | - | 38.00% | - | Vuhgy | - | - | - | 6.12% | - | - |
| D | CXT | 15.500 | 9.90 | - | - | G | - | - | 27.10% | - | Pmlapmry | AJQK | Bbm 400d | 467 | DXNT+467 | - | - |
| E-2 | JSM | 6.100 | 3.80 | - | - | QQQ- | - | - | 43.00% | - | Xzlyvhyf | YEQL | - | 777 | UJAE+777 | - | - |
| K-1 | IGC | 27.000 | 3.40 | - | - | III+ | - | - | 46.20% | - | Hpbccuoo | DIYC | - | 638 | NWZA+638 | - | - |
| Rqcjwo | TVQ | 64.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | IXM | 27.200 | 6.50 | - | - | CC | - | - | 43.66% | - | Gysddlbc | EWWK | 310-320 | 340 | DYJR+340 | - | - |
| Z | NVW | 77.700 | 3.60 | - | - | BB- | - | - | 93.19% | - | - | - | - | - | - | - | Retained |
| H-1 Piaj | JLD | 602.900 | 9.70 | Zjj | - | UUU | - | - | 86.00% | - | Tjrcmafa | KZFE | - | 235 | CIXP+235 | - | - |
| J | VIG | 2.200 | 3.60 | N3 | - | - | - | - | 29.78% | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1 Piaj: First Pay: 2023-04-20; Redemption: 2024-10-20;
E-1: First Pay: 2023-04-20; Redemption: 2024-10-20;
C-2: First Pay: 2023-04-20; Redemption: 2024-10-20;
Y: First Pay: 2023-04-20; Redemption: 2024-10-20;
D: First Pay: 2023-04-20; Redemption: 2024-10-20;
K-1: First Pay: 2023-04-20; Redemption: 2024-10-20;
E-2: First Pay: 2023-04-20; Redemption: 2024-10-20;
Z: First Pay: 2023-04-20; Redemption: 2024-10-20;
J: First Pay: 2023-04-20; Redemption: 2024-10-20;
Rqcjwo: First Pay: 2023-04-20; Redemption: 2024-10-20;
Deal Comments
Dkc Zmqq Jsywkbt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 2, 2020