| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1-LL | LNY | 95.000 | 3.70 | - | - | TTT- | - | - | 74.00% | - | Pskhmfro | YWZR | - | 250 | VDQY+250 | - | - |
| F | VLT | 4.000 | 5.80 | Sqq | - | - | - | - | - | - | Iobqokam | AVHL | - | 95 | NCQH+95 | - | - |
| L-2-EE | RSG | 2.550 | 14.40 | - | - | BBB- | - | - | 65.50% | - | Vwserucp | NVJW | - | 370 | NWHF+370 | - | - |
| K-HH | KUO | 368.000 | 2.70 | Hee | - | - | - | - | 42.00% | - | Ebmveobe | LZCF | - | 118 | PDXR+118 | - | - |
| A-KK | FLM | 37.490 | 98.30 | - | - | BB- | - | - | 4.00% | - | Jlebvpwr | ISTF | - | 475 | TMED+475 | - | - |
| T-ZZ | LLD | 13.000 | 5.20 | - | - | Q | - | - | 58.00% | - | Lykhusyd | LHWU | - | 170 | TCTL+170 | - | - |
| Gfi | NPA | 29.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-II | JBJ | 38.000 | 6.50 | - | - | HH | - | - | 87.00% | - | Zlplhyvj | VQUC | - | 150 | KBHY+150 | - | - |
| A | ULJ | 2.400 | 45.10 | H3 | - | - | - | - | 9.10% | - | Xsrxpqfi | UYOE | - | 725 | HMQW+725 | - | - |
Tranche Comments
F: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144E/Dif J;
K-HH: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144N/Iol I;
P-II: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144W/Avw G;
T-ZZ: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144J/Nqi P;
Z-1-LL: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144M/Ijj Q;
L-2-EE: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Z/Dig V;
A-KK: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144H/Vfw I;
A: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144E/Cze W;
Gfi: Redemption: 2027-01-25; Registration: 144M/Rpp C;
Deal Comments
Lykyp. Uec Yvnn Oyksetj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 22, 2020