| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UW | GAU | 1.000 | 5.90 | - | XXX- | - | - | - | 31.00% | - | Wlduvctl | YZBV | - | 394 | ZVVZ+394 | - | - |
| M | LOI | 34.000 | 7.40 | - | KK | - | - | - | 77.00% | - | Rfrrylpb | IVOC | - | 185 | TKPA+185 | - | - |
| Dpd | RQA | 25.400 | - | - | VX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X1 | YFL | 560.000 | 6.20 | - | III | - | - | - | 35.00% | - | Yumdvfzv | XWDE | - | 134 | VTTI+134 | - | - |
| H1 | CKO | 93.000 | 2.40 | - | EEE+ | - | - | - | 39.00% | - | Kvrwyejt | QZDT | - | 348 | QKGC+348 | - | - |
| R | UOE | 40.000 | 1.50 | - | ZZ- | - | - | - | 4.00% | - | Hrrblipu | AAFP | - | 689 | QWKE+689 | - | - |
| F | JBC | 9.000 | - | - | GGG | - | - | - | - | - | Tqqpacnz | DGXN | - | 105 | ZQMV+105 | - | - |
| F | PRR | 56.000 | 3.00 | - | G | - | - | - | 46.00% | - | Ofxvhmvi | VUKS | - | 250 | PVYC+250 | - | - |
| SZ | HUY | 27.000 | 8.10 | - | MMM | - | - | - | 78.00% | - | Octsd | AVB | - | - | 2.52% | - | - |
Tranche Comments
F: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144B/Ylt K;
X1: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144N/Nej J;
SZ: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144K/Fti N;
M: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144P/Doo B;
F: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144V/Rpd R;
H1: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144W/Dnf Y;
UW: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144L/Zxx L;
R: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144F/Ntu W;
Dpd: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144N/Wpq F;
Deal Comments
Ipf-Okqq Wfwfpwx 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 16, 2020
WAL Test Period End Date
Feb 11, 2002