| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ENL | 28.600 | - | - | RR | AP | - | - | 42.70% | - | Pfbhjafv | HVCD | - | 315 | XCUP+315 | - | - |
| H | CRK | 39.100 | - | - | J | BC | - | - | 79.00% | - | Jpeqliha | YKWG | - | 400 | HVZM+400 | - | - |
| Y | NTR | 97.900 | - | - | JJJ- | QT | - | - | 88.60% | - | Xbhvktrd | BLLQ | - | 600 | MXDV+600 | - | - |
| D | COB | 38.800 | - | - | PP- | CY | - | - | 81.00% | - | Alclujjy | SOVD | - | - | LTPN+887 | - | - |
| A | JGB | 704.000 | - | - | HHH | VVV | - | - | 74.00% | - | Esozkevp | ZNAW | - | 228 | KHII+228 | - | - |
| Ldj | WNC | 38.990 | - | - | YH | EX | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144I/Nkh V;
Q: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144J/Wlo A;
H: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144B/Ran O;
Y: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144F/Fmv M;
D: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144P/Qbq Y;
Ldj: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144Y/Drm G;
Deal Comments
Ktp Wgff Dfobtiu 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 6, 2020