| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2-O | MOD | 6.000 | 7.50 | - | - | AAA | - | - | 97.00% | - | Cdklzueh | ZMHF | 150-155 | 155 | NSHM+155 | - | - |
| L-N | ZBK | 86.000 | 64.00 | - | - | BBB- | - | - | 27.00% | - | Hzuhjadj | CXTY | - | 280 | VXZE+280 | - | - |
| Z-1-K | RCS | 406.000 | 8.80 | - | - | NNN | - | - | 62.00% | - | Opfsamdq | IDYF | 130r | 130 | KJPM+130 | - | - |
| A-V | GKV | 13.000 | 3.30 | - | - | A | - | - | 37.00% | - | Ucslxhra | LECW | 180m | 180 | ELVJ+180 | - | - |
| M-S | OYR | 68.000 | 44.80 | - | - | ZZ- | - | - | 9.00% | - | Ozraswjs | YYFH | 500k | 490 | UBXQ+490 | - | - |
| G-O | JQR | 97.000 | 9.50 | - | - | EE | - | - | 72.00% | - | Byvqhcrz | THJU | 165a | 165 | JOEY+165 | - | - |
Tranche Comments
Z-1-K: First Pay: 2025-04-15; Redemption: 2026-12-18; Registration: 144Q/Obm H; Comments: Iit-tfhntz;
V-2-O: First Pay: 2025-04-15; Redemption: 2026-12-18; Registration: 144C/Rnf P;
G-O: First Pay: 2025-04-15; Redemption: 2026-12-18; Registration: 144I/Xjx P;
A-V: First Pay: 2025-04-15; Redemption: 2026-12-18; Registration: 144T/Krh G;
L-N: First Pay: 2025-04-15; Redemption: 2026-12-18; Registration: 144X/Hzq I;
M-S: First Pay: 2025-04-15; Redemption: 2026-12-18; Registration: 144B/Ial Y;
Deal Comments
Ibkby. Fol Hngg Cbhgovs 2.00. Kab vbng lnk jhkggbv ghoc EU$400c yo EU$450c
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 30, 2020