| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | 1.48 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 140 | SOFR+140 | - | 100.00000 |
| A | USD | 175.500 | 5.27 | - | AAA | - | - | - | 41.50% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
| B | USD | 37.500 | 6.86 | - | AA | - | - | - | 29.00% | - | Floating | SOFR | - | 265 | SOFR+265 | - | 100.00000 |
| Equity | USD | 81.970 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144A/Reg S;
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | IWH | 27.100 | 8.30 | - | VV | - | - | - | 62.00% | - | Nfxfdobu | LPTC | - | 320 | BSJS+320 | - | 421.00000 |
| G | LBN | 9.000 | 5.30 | - | QQQ | - | - | - | - | - | Xrohqvhr | DVEO | - | 200 | PNGT+200 | - | 393.00000 |
| X-1 | VOF | 299.200 | 7.80 | - | III | - | - | - | 33.70% | - | Ljqrkmhf | DLNH | - | 235 | VQWM+235 | - | 661.00000 |
| Y-N-Y | JKA | 85.000 | 4.10 | - | III | - | - | - | 84.10% | - | Omhyacuk | CDLW | - | 235 | SBEF+235 | - | 789.00000 |
| Olq | NWW | 59.100 | - | - | LP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-C-O | RII | 81.000 | 3.80 | - | JJJ | - | - | - | 60.40% | - | Yuckvelo | YDLI | - | 235 | HYYN+235 | - | 898.00000 |
Tranche Comments
G: Redemption: 2026-01-20; Registration: 144V/Uzz B;
X-1: Redemption: 2026-01-20; Registration: 144T/Tol X;
Y-N-Y: Redemption: 2026-01-20; Registration: 144K/Ehb B;
T-C-O: Redemption: 2026-01-20; Registration: 144P/Jai G;
R: Redemption: 2026-01-20; Registration: 144T/Zsv K;
Olq: Redemption: 2026-01-20; Registration: 144M/Fsa A;
Deal Comments
Qxn Xfqq Fzvnxmj 2.00
Risk Retention
MQ - Ztoc QM - Zto
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 8, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1A | KBY | 78.980 | 3.99 | - | SSS | - | - | - | 55.60% | - | Osbnp | YTEQ | - | 170 | 4.42% | - | 25.65034 |
| Q | PXH | 56.400 | 1.86 | - | S | - | - | - | 28.00% | - | Pslmyadc | EVKQ | - | 315 | B+315 | - | 119.00000 |
| X-1 | JKD | 228.000 | 7.16 | - | QQQ | - | - | - | 20.40% | - | Rxrqacpo | WSWJ | - | 180 | Y+180 | - | 643.00000 |
| J-J | BQB | 59.000 | 5.44 | - | JJJ | - | - | - | 32.30% | - | Jeuwxfpb | WUTW | - | 180 | W+180 | - | 119.00000 |
| V | TAV | 46.280 | 6.66 | - | XX | - | - | - | 22.00% | - | Ydllzwdc | CZQQ | - | 230 | J+230 | - | 503.00000 |
| Z | YIH | 73.000 | 1.30 | - | PPP- | - | - | - | 48.00% | - | Thvsbiic | IGTV | - | 415 | N+415 | - | Retained |
| Wwrfhj | XWH | 24.504 | - | - | DC | - | - | - | - | - | - | - | - | - | - | - | 714.00000 |
Deal Comments
Qbf Kcff Abhvboi 2.00
Reinvestment Period (YRS)
7.34