| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CMA | 42.000 | - | UK | CG | CC- | - | - | 7.00% | - | Gfvjkdwv | VDOQ | - | 615 | NCOY+615 | - | - |
| S-2 | EIU | 5.000 | - | SY | ME | U | - | - | 79.00% | - | Jsrdqpzi | DMNX | - | 255 | LMXK+255 | - | - |
| T | VPD | 93.000 | - | BM | KL | DDD- | - | - | 91.00% | - | Jhewzxrd | CWMS | - | 320 | DIWF+320 | - | - |
| Z | LQP | 203.000 | - | Hvv | PT | WU | - | - | 31.00% | - | Ijzsrppj | WLGI | - | 148 | PTIJ+148 | - | - |
| V | JKR | 26.000 | - | HT | NU | OO | - | - | 63.00% | - | Yrfajpfo | PHZN | - | 180 | TIHU+180 | - | - |
| Dlh | BJQ | 74.800 | - | UW | WG | SQ | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | CQS | 88.000 | - | JR | NS | G+ | - | - | 53.64% | - | Tfjohcli | YDUZ | - | 220 | YUAT+220 | - | - |
Tranche Comments
Z: Redemption: 2026-06-24; Registration: 144C/Ttr Q;
V: Redemption: 2026-06-24; Registration: 144Z/Oto O;
H-1: Redemption: 2026-06-24; Registration: 144I/Qsz S;
S-2: Redemption: 2026-06-24; Registration: 144F/Vjg M;
T: Redemption: 2026-06-24; Registration: 144C/Jip W;
F: Redemption: 2026-06-24; Registration: 144L/Awa A;
Dlh: Redemption: 2026-06-24; Registration: 144A/Uac K;
Deal Comments
Vwn-Acuu Cbopwgy 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 2, 2020