| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1K | ZNT | 82.300 | - | - | YYY | - | - | - | 59.00% | - | Tyvlrwjy | BJQE | - | 340 | DOLG+340 | - | - |
| V-T | MIB | 80.000 | - | - | Z | - | - | - | 92.00% | - | Hulaecyn | WOWN | 190-195 | 220 | QWBV+220 | - | - |
| C-2Q | CCQ | 69.000 | - | - | YY | - | - | - | 88.00% | - | Kwvokhtk | YLOY | - | 195 | WSYU+195 | - | - |
| A-2B | HQU | 1.000 | - | - | QQQ- | - | - | - | 24.00% | - | Whjepzly | ISLD | - | 480 | JGUW+480 | - | - |
| B-Z | KBL | 44.100 | - | - | LL- | - | - | - | 9.00% | - | Grdmfqkv | PIUL | - | 705 | BCXC+705 | - | - |
| Rqj | PBU | 39.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1X | WZR | 594.000 | - | - | MMM | - | - | - | 37.00% | - | Qpmlpzzp | SQXI | - | 155 | KKCL+155 | - | - |
Tranche Comments
Y-1X: Redemption: 2026-06-21; Registration: 144Z/Wzf B;
C-2Q: Redemption: 2026-06-21; Registration: 144L/Qne M;
V-T: Redemption: 2026-06-21; Registration: 144C/Eqy J;
V-1K: Redemption: 2026-06-21; Registration: 144D/Yzi O;
A-2B: Redemption: 2026-06-21; Registration: 144U/Fjf T;
B-Z: Redemption: 2026-06-21; Registration: 144D/Nch A;
Rqj: Redemption: 2026-06-21; Registration: 144Z/Rbp B;
Deal Comments
Awqwt. Gmj-Etcc Uwqompb 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 8, 2020