| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-LL | PZG | 89.000 | - | - | K | - | - | - | 93.00% | - | Dwdokrop | UHZN | - | 200 | AYTE+200 | - | 159.00000 |
| L-1-OO | ZYJ | 65.000 | - | - | CCC- | - | - | - | 14.00% | - | Vckljcmo | PVLG | - | 315 | UXHY+315 | - | 833.00000 |
| Y-2-LL | HJL | 1.000 | - | - | WWW- | - | - | - | 60.80% | - | Zcdmopsd | PCXV | - | 425 | BHHT+425 | - | 899.00000 |
| Ibucbq | TFV | 49.500 | - | - | UT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-PP | XTM | 53.000 | - | - | WW- | - | - | - | 2.28% | - | Chvktybk | DGZN | - | 575 | UVCG+575 | - | 736.00000 |
| X-II | UAT | 943.000 | - | - | VVV | - | - | - | 24.00% | - | Xekyfyxg | ZTCQ | - | 137 | EASK+137 | - | 720.00000 |
| E-JJ | GTV | 53.000 | - | - | ZZ | - | - | - | 49.00% | - | Leyuhzne | YZGS | - | 175 | JCJW+175 | - | 168.00000 |
Tranche Comments
X-II: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Yrf T;
E-JJ: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Uyb T;
W-LL: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Izo I;
L-1-OO: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Xji Q;
Y-2-LL: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Pzv Z;
H-PP: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Axe T;
Ibucbq: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Bmi A;
Deal Comments
Rvbvv. Uxx Tfyy Zvzvxph 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 16, 2020