| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AT | WWD | 56.000 | 4.50 | - | V | - | - | - | 34.00% | - | Lzzfrqar | QTTI | 200c | 210 | NEQI+210 | - | - |
| FUU | VIY | 50.000 | - | - | YYY | - | - | - | 92.10% | - | Ihkulfws | JWJP | - | 138 | SPJJ+138 | - | - |
| V | TFY | 3.000 | 4.70 | - | XXX | - | - | - | - | - | Bzcrmzhh | QWSV | - | 95 | XLIP+95 | - | - |
| TJ | CRU | 837.000 | 6.80 | - | BBB | - | - | - | 75.30% | - | Kypfdzev | BQJS | 137-138 | 138 | GUFW+138 | - | - |
| WN | KSP | 66.000 | 8.40 | - | PP | - | - | - | 39.70% | - | Sdrammab | WLXN | 160b | 165 | MAMO+165 | - | - |
| G2B | NMM | 9.000 | 56.00 | - | TTT- | - | - | - | 55.26% | - | Ecrcvefc | UTUN | 420f | 460 | JZPN+460 | - | - |
| WW | UAU | 11.000 | 44.40 | - | RR- | - | - | - | 7.00% | - | Bbywawsu | YPSL | 610u | 625 | KTHJ+625 | - | - |
| L1X | CHL | 84.000 | 1.60 | - | JJJ- | - | - | - | 56.00% | - | Ojhovzwp | MOIR | 300v | 310 | TGOX+310 | - | - |
| Chs | ZPE | 12.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Redemption: 2026-07-21; Registration: 144H/Duv Y;
TJ: Redemption: 2026-07-21; Registration: 144J/Jsx G;
FUU: Redemption: 2026-07-21; Registration: 144L/Yvh E;
WN: Redemption: 2026-07-21; Registration: 144L/Tum T;
AT: Redemption: 2026-07-21; Registration: 144N/Zie W;
L1X: Redemption: 2026-07-21; Registration: 144W/Jkw W;
G2B: Redemption: 2026-07-21; Registration: 144P/Jcq H;
WW: Redemption: 2026-07-21; Registration: 144N/Kmu Q;
Chs: Redemption: 2026-07-21; Registration: 144E/Biz L;
Deal Comments
Quvuc. Vhn Kmcc Ruzphyq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 24, 2020