| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-N | PYS | 57.200 | 9.70 | - | AAA- | - | - | - | 24.90% | - | Nebvemzq | MALY | 350m | 395 | CUNZ+395 | - | - |
| Wul | VNR | 13.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1IB | EZR | 13.000 | 7.80 | Jaa | - | - | - | - | 80.50% | - | Zfzrmifa | HUCP | - | 170 | NWOA+170 | - | - |
| E-O | XCV | 94.850 | 7.60 | - | X | - | - | - | 78.30% | - | Uqsqtexr | GBAV | - | 275 | WLPM+275 | - | - |
| K | BTJ | 12.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2D | YHM | 28.260 | 3.00 | - | MM | - | - | - | 23.50% | - | Cuwyzffk | LDCH | - | 220 | DBNR+220 | - | - |
| F-1FY | VNZ | 283.000 | 6.40 | Occ | UUU | - | - | - | 19.40% | - | Clroymbl | ENCT | - | 132 | KYGM+132 | - | - |
Tranche Comments
F-1FY: Redemption: 2024-11-30; Registration: 144F/Qhc H;
A-1IB: Redemption: 2024-11-30; Registration: 144U/Rns S;
T-2D: Redemption: 2024-11-30; Registration: 144H/Aks J;
E-O: Redemption: 2024-11-30; Registration: 144O/Lmx K;
B-N: Redemption: 2024-11-30; Registration: 144E/Wec T;
K: Redemption: 2024-11-30; Registration: 144C/Wqy Z;
Wul: Redemption: 2024-11-30; Registration: 144H/Cef K;
Deal Comments
Tmyyeyezyej. Xne-Uygg Bmwyndh 0.6
Reinvestment Period (YRS)
7.80
Reinvestment Period End Date
Jan 17, 2020