| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | EAN | 702.000 | - | Jyy | YX | FP | - | - | 96.00% | - | Rrwlcieu | 3dE | - | 130 | 3fX+130 | - | - |
| S | CZW | 78.000 | - | Yl3 | WU | OP | - | - | 84.67% | - | Phweackp | 3aG | - | 700 | 3kI+700 | - | - |
| Z | CHA | 44.000 | - | Sxx3 | TG | XM | - | - | 53.00% | - | Dvzezlof | 3yH | - | 325 | 3iR+325 | - | - |
| Z | BCT | 88.000 | - | L3 | AZ | KV | - | - | 30.00% | - | Gswfxdnr | 3sY | - | 200 | 3nO+200 | - | - |
| Wlx | HNK | 97.120 | - | FF | PE | GM | - | - | - | - | - | - | - | - | - | - | Retained |
| X | RQX | 32.000 | - | Sc3 | MM | UL | - | - | 81.00% | - | Nreucxfw | 3jR | - | 170 | 3iB+170 | - | - |
Tranche Comments
R: Redemption: 2023-04-20; Registration: 144A/Cft B;
X: Redemption: 2023-04-20; Registration: 144F/Omu U;
Z: Redemption: 2023-04-20; Registration: 144C/Obn W;
Z: Redemption: 2023-04-20; Registration: 144P/Jfv R;
S: Redemption: 2023-04-20; Registration: 144K/Tbv O;
Wlx: Redemption: 2023-04-20; Registration: 144L/Xrm O;
Deal Comments
Kfo Rxxx Yvpqfdk 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 19, 2020