| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VUD | 59.000 | - | - | - | H | - | - | 37.00% | - | Tybktajc | TTSK | 185-190 | 185 | AOFE+185 | - | - |
| Q | REZ | 74.000 | - | - | - | OO- | - | - | 3.00% | - | Bpcchccb | SKJO | 535i | 525 | ZCWF+525 | - | - |
| F | ECZ | 33.000 | - | - | - | EE | - | - | 43.00% | - | Wdzoaotv | QEBW | 155-160 | 160 | VPKF+160 | - | - |
| Ank | KHV | 45.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | KEI | 666.000 | - | - | - | PPP | - | - | 24.00% | - | Xpzcwsfa | ZDML | - | 135 | GGSS+135 | - | - |
| I | HAJ | 4.000 | - | - | - | A- | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| P | ZCM | 86.000 | - | - | - | LLL- | - | - | 71.00% | - | Fpbczmwt | QMGK | 280-285 | 285 | QKTK+285 | - | - |
Tranche Comments
Z: Redemption: 2026-09-25; Registration: 144E/Rfg F;
F: Redemption: 2026-09-25; Registration: 144E/Bmz Q;
Z: Redemption: 2026-09-25; Registration: 144Q/Rsw H;
P: Redemption: 2026-09-25; Registration: 144C/Ehi X;
Q: Redemption: 2026-09-25; Registration: 144X/Hhj X;
I: Redemption: 2026-09-25; Registration: 144I/Eii A;
Ank: Redemption: 2026-09-25; Registration: 144U/Owc L;
Deal Comments
Ekk-Swll Xqgrkap 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 12, 2020