| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | VAY | 6.000 | 94.10 | - | FFF- | - | - | - | 70.00% | - | Nkmccsle | SNOF | - | 420 | PTSQ+420 | - | - |
| T | UUQ | 960.000 | 2.80 | - | QQQ | - | - | - | 71.00% | - | Akwcuvzp | LGFH | - | 138 | UDSD+138 | - | - |
| C | LIB | 47.000 | 7.90 | - | V | - | - | - | 91.00% | - | Iqmzdxzs | SJBD | - | 205 | LOZX+205 | - | - |
| Kpk | FND | 62.000 | - | - | JN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | LOC | 60.000 | 4.30 | - | YYY- | - | - | - | 40.00% | - | Yzhwddyp | VQQI | - | 315 | EXPY+315 | - | - |
| A | PWN | 35.000 | 5.80 | - | YY | - | - | - | 44.00% | - | Avcsykjh | NVQD | - | 175 | SGVQ+175 | - | - |
| T | LSF | 68.000 | 67.60 | - | TT- | - | - | - | 3.00% | - | Yboqcesr | HKLZ | - | 625 | LSXK+625 | - | - |
Tranche Comments
T: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144B/Dyq S;
A: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144V/Xjn I;
C: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144W/Wjo C;
Q-1: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144C/Qis J;
Q-2: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144O/Ckv N;
T: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144P/Ihw F;
Kpk: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144C/Ysi J;
Deal Comments
Djc Ygaa Qmhsjte 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 10, 2020