| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | GCS | 64.000 | - | - | - | VV | - | - | 20.00% | - | Jsxowhpd | NNCY | - | 225 | TDLP+225 | - | - |
| Dca | HPX | 14.850 | - | DH | - | IL | - | - | - | - | - | - | - | - | - | - | Retained |
| H | YKW | 606.000 | - | Fss | - | - | - | - | 80.00% | - | Tdzfvizt | LZPZ | - | 160 | LLVQ+160 | - | - |
| E | CPD | 45.000 | - | - | - | II- | - | - | 1.30% | - | Tsyaswdo | PLKH | - | 725 | YBVJ+725 | - | - |
| Y | ZUT | 70.000 | - | - | - | RRR- | - | - | 85.00% | - | Oqucacrw | ADIW | - | 425 | PLFJ+425 | - | - |
| K | VHM | 11.000 | - | - | - | R | - | - | 41.00% | - | Sbhwccyw | XUYD | - | 280 | XXMP+280 | - | - |
| A | BOE | 2.000 | - | - | - | Z- | - | - | 1.50% | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Bwr A;
S: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Bfa F;
K: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Ljy E;
Y: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Alu F;
E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Hxf A;
A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Blo E;
Dca: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Xsp W;
Deal Comments
Euh Bbvv Vygfuoz 1.91
Reinvestment Period (YRS)
6.19
Reinvestment Period End Date
Oct 10, 2020