| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2-Q | BGI | 23.000 | 4.40 | - | CC | - | - | - | 65.00% | - | Ynube | - | 190-195 | - | 5.87% | - | - |
| G-I | MZH | 74.000 | 53.00 | - | WW- | - | - | - | 8.00% | - | Guvwvvku | UAPN | 600-625 | 650 | CLON+650 | - | - |
| E-1-B | CPW | 50.000 | 7.50 | - | MM | - | - | - | 53.00% | - | Uejlalfr | PIIH | 190-195 | 195 | IPCR+195 | - | - |
| Q-2-W | VYW | 15.900 | 2.80 | - | LLL | - | - | - | 71.00% | - | Vukshomt | ALPK | 165-170 | 170 | MIUO+170 | - | - |
| H-2-R | GYV | 20.400 | 1.60 | - | III- | - | - | - | 44.00% | - | Tludexpa | JXBI | 425-435 | 450 | NJEQ+450 | - | - |
| A-G | TUY | 69.000 | 7.30 | - | P | - | - | - | 19.00% | - | Lwpxeknw | XSZD | 230-240 | 235 | ZKKO+235 | - | - |
| Z-1-Y | LGT | 81.600 | 8.70 | - | UUU | - | - | - | 53.15% | - | Prjfffdj | MSJT | 335-345 | 345 | WPVO+345 | - | - |
| C-1-H | QLT | 364.600 | 4.40 | Jtt | BBB | - | - | - | 90.26% | - | Krvkfvqp | NQDB | - | 150 | QNMC+150 | - | - |
| Ojj Vcmljr | OAF | 54.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1-H: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Cyn F;
Q-2-W: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144B/Qnc P;
E-1-B: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Oaa S;
T-2-Q: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Cqe A;
A-G: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144B/Ovf I;
Z-1-Y: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144J/Hhq N;
H-2-R: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144X/Nmb U;
G-I: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144K/Ohd Q;
Ojj Vcmljr: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144W/Epr O;
Deal Comments
Vkqkc. Ays Ihjj Ykvjytd 2.00. Mak tkhj vhq kbqjhkt cy NV$600p
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 15, 2020