| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ZQN | 57.400 | - | GW | BB- | JJ- | - | - | Nfvsfqpf | 3sPi | 790-800 | 800 | 3sGm+732 | - | 32.00000 |
| F | VMN | 34.400 | - | UV | AAA- | III- | - | - | Sfzqexrc | 3fAl | 500-510 | 510 | 3hEp+510 | - | 789.00000 |
| W | WTY | 2.000 | - | LF | UV | WA | - | - | - | - | - | - | - | - | Retained |
| J-1 | HSH | 2.900 | - | US | W+ | H+ | - | - | Jmkozhfw | 3gGg | - | 950 | 3rOz+853 | - | 34.30000 |
| E | JOQ | 73.000 | - | MA | KK | XX | - | - | Mbzkumic | 3rPf | 235-245 | 240 | 3kCv+240 | - | 135.00000 |
| U-2 | HHW | 2.100 | - | BH | H- | L- | - | - | Lrlwpvzn | 3sLd | - | 1095 | 3xTx+946 | - | 46.79000 |
| Sqw | XYQ | 64.400 | - | PJ | SS | QG | - | - | - | - | - | - | - | - | Retained |
| N | SWD | 79.700 | - | FA | L | N | - | - | Bfykmyxt | 3iBz | 315s | 315 | 3mQi+315 | - | 380.00000 |
| R | BCV | 630.000 | - | Rjj | UO | EEE | - | - | Lxpaboml | 3iMv | 175 | 175 | 3nSk+175 | - | 643.00000 |
Tranche Comments
R: First Pay: 2024-04-25; Redemption: 2025-03-28;
E: First Pay: 2024-04-25; Redemption: 2025-03-28;
N: First Pay: 2024-04-25; Redemption: 2025-03-28;
F: First Pay: 2024-04-25; Redemption: 2025-03-28;
T: First Pay: 2024-04-25; Redemption: 2025-03-28;
J-1: First Pay: 2024-04-25; Redemption: 2025-03-28;
U-2: First Pay: 2024-04-25; Redemption: 2025-03-28;
W: First Pay: 2024-04-25; Redemption: 2025-03-28;
Sqw: First Pay: 2024-04-25; Redemption: 2025-03-28;
Deal Comments
Vyx Kcpp Hvgtyof 1.50
Risk Retention
BB/BE - Smza 5% lj mkam sokaamm kz 3oe zkoso lovxvakslo
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
Jul 15, 2020
WAL Test Period End Date
Jan 19, 2028