| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EN3 | AOV | 9.000 | - | - | B- | - | - | - | 5.80% | - | Ehzjpzvw | JUBX | - | 829 | LQOR+829 | - | - |
| Q2D3 | IMK | 88.000 | - | - | BB | - | - | - | 91.00% | - | Gkhszluu | QHAT | - | 175 | CTDN+175 | - | - |
| W1M3 | CFH | 78.000 | - | - | RRR- | - | - | - | 20.00% | - | Ulxpbapu | AKAP | - | 320 | ATBM+320 | - | - |
| W1W | MMP | 158.000 | - | - | OOO | - | - | - | 32.00% | - | Ytckuktq | AVYS | - | 145 | CWQH+145 | - | - |
| ZP3 | PUI | 96.600 | - | - | VV- | - | - | - | 9.00% | - | Jkbvhfxi | AEQS | - | 716 | MGBI+716 | - | - |
| JH3 | BRI | 56.000 | - | - | U | - | - | - | 98.00% | - | Fqwaeozw | IGPH | - | 215 | CTMM+215 | - | - |
| P2J3 | KSE | 1.800 | - | - | KKK- | - | - | - | 86.00% | - | Gaams | - | - | - | 8.367% | - | - |
| Rhu | OZL | 11.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N1P | EQT | 39.000 | - | - | MMM | - | - | - | 33.00% | - | Xuzzfsjh | GDKW | - | 145 | IJSO+145 | - | - |
| Y1T3 | YBN | 95.000 | - | - | OOO | - | - | - | 62.00% | - | Odkoyzoa | DQWX | - | 145 | ZWKX+145 | - | - |
Tranche Comments
Y1T3: Redemption: 2026-07-16; Registration: 144E/Tyg M;
W1W: Redemption: 2026-07-16; Registration: 144N/Gsk M;
N1P: Redemption: 2026-07-16; Registration: 144A/Kpu C;
Q2D3: Redemption: 2026-07-16; Registration: 144Z/Ljy S;
JH3: Redemption: 2026-07-16; Registration: 144W/Qyz J;
W1M3: Redemption: 2026-07-16; Registration: 144V/Hxz P;
P2J3: Redemption: 2026-07-16; Registration: 144L/Tqa X;
ZP3: Redemption: 2026-07-16; Registration: 144Z/Kww H;
EN3: Redemption: 2026-07-16; Registration: 144L/Jdt I;
Rhu: Redemption: 2026-07-16; Registration: 144X/Bzb I;
Deal Comments
Jyjyq. Mmx Jlee Qykqmlf 2.00. Lly lyle alj spjqkyl
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 24, 2020