| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dgo | KOL | 60.000 | - | - | - | CH | - | - | - | - | - | - | - | - | - | - | Retained |
| X-Z | HJK | 21.000 | 3.70 | - | - | H | - | - | 24.00% | - | Plwkccuj | PGIR | - | 225 | DXMT+225 | - | - |
| S-P | YAL | 52.000 | 7.50 | - | - | OOO | - | - | 70.00% | - | Vypzuier | DUNW | - | 133 | JOHD+133 | - | - |
| K1-U | HKH | 94.200 | 6.10 | - | - | LLL | - | - | 32.00% | - | Bvldpbxm | NQWA | - | 350 | JDTU+350 | - | - |
| Q | FVT | 36.868 | 7.80 | - | - | TT- | - | - | 3.34% | - | Owvmhriu | KLDG | - | 700 | YJUV+680 | - | - |
| Y-X | HTO | 720.000 | 3.50 | - | - | NNN | - | - | 93.00% | - | Jueymcmx | UBKE | - | 133 | MIJT+133 | - | - |
| O-I | ZCT | 96.000 | 3.00 | - | - | TT | - | - | 95.00% | - | Rmyhascu | BUMQ | - | 175 | LEHC+175 | - | - |
| N2-B | RGY | 1.000 | 9.60 | - | - | CCC- | - | - | 67.00% | - | Gqppg | - | - | 450 | 8.41% | - | - |
Tranche Comments
S-P: Redemption: 2025-07-14; Registration: 144H/Azj B;
Y-X: Redemption: 2025-07-14; Registration: 144Q/Oed K;
O-I: Redemption: 2025-07-14; Registration: 144D/Nky B;
X-Z: Redemption: 2025-07-14; Registration: 144M/Mhg L;
K1-U: Redemption: 2025-07-14; Registration: 144O/Rxe X;
N2-B: Redemption: 2025-07-14; Registration: 144B/Gjv W;
Q: Redemption: 2025-07-14; Registration: 144P/Lqa H;
Dgo: Redemption: 2025-07-14; Registration: 144A/Npy K;
Deal Comments
Lgkgl. Tqc Oevv Egzhqlu 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 3, 2020