Willis Engine Structured Trust (WESTF) 2020-A

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NCQL689.0003.90--Y-P--AmskoQTP3.50-3.70%-3.23%3.250%61.84133
RBGD97.8009.00--FF-FF--CujfbHEM6.875-7.00%-6.66%6.750%49.17735
OAMQ79.8008.20--OOO-DDD--RjhpxRZB4.50-4.70%-4.21%4.250%42.37838
Tranche Comments
N: Registration: 144J/Eib E; O: Registration: 144H/Ubt M; R: Registration: 144T/Vvb O;
Collateral
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