| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | CKX | 89.000 | - | - | BBB- | - | - | - | - | - | Kupjlfma | TNJR | 385-400 | 430 | COKZ+430 | - | - |
| J-1 | KCM | 63.000 | - | - | T | - | - | - | - | - | Serdrcfs | QZVT | - | 260 | ANXR+260 | - | - |
| Ohj | WXS | 42.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2 | MCQ | 8.000 | - | - | LLL | - | - | - | - | - | Pehqyriy | ZGER | 180x | 180 | MHQO+180 | - | - |
| M-2 | IAY | 9.000 | - | - | W | - | - | - | - | - | Zkexkpre | MPUC | - | 360 | GKVT+360 | - | - |
| T | OZW | 83.000 | - | - | TT- | - | - | - | - | - | Ksqdqjwx | BUZA | 700-725 | 713 | ZNUD+713 | - | - |
| W | FPB | 29.000 | - | - | OO | - | - | - | - | - | Upjaqcwu | TYQV | 210k | 210 | AYOD+210 | - | - |
| O-1 | QYV | 782.000 | - | - | AAA | - | - | - | - | - | Afletmso | QKIF | 160k | 162 | SBCK+162 | - | - |
Tranche Comments
O-1: Redemption: 2026-04-15; Registration: 144M/Xaa C;
U-2: Redemption: 2026-04-15; Registration: 144M/Oni P;
W: Redemption: 2026-04-15; Registration: 144K/Fbd B;
J-1: Redemption: 2026-04-15; Registration: 144O/Erq G;
M-2: Redemption: 2026-04-15; Registration: 144O/Deb R;
H: Redemption: 2026-04-15; Registration: 144V/Pje Z;
T: Redemption: 2026-04-15; Registration: 144E/Kvb C;
Ohj: Redemption: 2026-04-15; Registration: 144B/Uqr K;
Deal Comments
Wcc Fbgg Nqlbcpw 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 23, 2020