| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | GLC | 24.000 | - | - | FFF | JP | BBB | 94.00% | - | Fueexueu | 3bOt | - | 300 | 3cKz+300 | - | - |
| D-2D | DAK | 31.800 | - | - | OO | MY | XX | 79.69% | - | Uhotcthy | 3fXf | - | 190 | 3gHq+190 | - | - |
| P-2 | WGU | 5.000 | - | - | DDD- | FD | PPP- | 98.00% | - | Ozvuuapr | 3eNg | - | 405 | 3bTa+405 | - | - |
| N | EZM | 90.000 | - | - | XX- | AA- | II- | 4.90% | - | Tqelqmna | 3yXo | - | 600 | 3vQj+600 | - | - |
| Y-1 | WNH | 561.000 | - | - | UUU | TTT | NNN | 49.00% | - | Zhbrwfls | 3eEq | - | 131 | 3iTn+131 | - | - |
| E-2C | MLZ | 8.100 | - | - | DD | ON | DD | 60.89% | - | Uthqc | EHQ | - | - | 5.200% | - | - |
| O | TDT | 36.000 | - | - | H | EZ | K | 37.00% | - | Nkuqmtue | 3kZe | - | 220 | 3aFy+220 | - | - |
| Fxp | TUG | 10.951 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: Redemption: 2026-02-22; Registration: 144E/Nzr G;
D-2D: Redemption: 2026-02-22; Registration: 144H/Myz L;
E-2C: Redemption: 2026-02-22; Registration: 144A/Osu Z;
O: Redemption: 2026-02-22; Registration: 144I/Lbr F;
T-1: Redemption: 2026-02-22; Registration: 144I/Ymw B;
P-2: Redemption: 2026-02-22; Registration: 144K/Cvz Y;
N: Redemption: 2026-02-22; Registration: 144C/Baz J;
Fxp: Redemption: 2026-02-22; Registration: 144Q/Dsm O;
Deal Comments
Gym Hstt Bxzrybi 1.5
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
May 22, 2020