| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-P | IFM | 71.000 | - | QF | - | J | - | - | 24.72% | - | Daroamcs | LTNP | 205-215 | 230 | WMFZ+230 | - | - |
| E-1M | GFE | 26.940 | - | FZ | - | DD- | - | - | 3.99% | - | Zdopafmx | BVCD | 775p | 807 | KWIZ+807 | - | - |
| D | IUS | 8.100 | - | Mjj | - | BA | - | - | - | - | Ihkrqmpn | HDGQ | 110b | 110 | MKYH+110 | - | - |
| P-D | LUO | 25.000 | - | AM | - | II | - | - | 83.12% | - | Gczwkusv | TZFC | 180-185 | 185 | PNLU+185 | - | - |
| E-1LI | XGG | 50.000 | - | KM | - | JJJ- | - | - | 25.64% | - | Hjjry | - | - | - | 6.529% | - | - |
| N-2-K | UQS | 54.000 | - | ZX | - | DDD | - | - | 49.19% | - | Bddpvicv | LGWO | 160-165 | 170 | DPQS+170 | - | - |
| D-2UV | LKO | 8.500 | - | SV | - | TTT- | - | - | 96.66% | - | Zqweo | - | - | - | 7.886% | - | - |
| D-1LC | RXT | 93.000 | - | TB | - | GGG- | - | - | 38.35% | - | Jxndvbmn | UVTR | - | 330 | ZYJR+330 | - | - |
| Z-1-J | ZSA | 243.000 | - | Xjj | - | EK | - | - | 38.29% | - | Ayhckddu | GTIL | 142 | 142 | ZNYE+142 | - | - |
| E-2SS | VWW | 8.000 | - | ZY | - | MMM- | - | - | 25.37% | - | Urujpusc | GISZ | - | 465 | LCLW+465 | - | - |
| D-2N | VMV | 3.521 | - | XG | - | RR- | - | - | 1.54% | - | Dkcvbqbe | WQSQ | - | 833 | NEZU+833 | - | - |
| Zyc | CJO | 96.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Redemption: 2026-10-16; Registration: 144Y/Gtq O;
Z-1-J: Redemption: 2026-10-16; Registration: 144I/Dad U;
N-2-K: Redemption: 2026-10-16; Registration: 144T/Koa T;
P-D: Redemption: 2026-10-16; Registration: 144Z/Ris T;
Z-P: Redemption: 2026-10-16; Registration: 144Y/Hvq S;
D-1LC: Redemption: 2026-10-16; Registration: 144G/Lvh H;
E-1LI: Redemption: 2026-10-16; Registration: 144N/Yke F;
E-2SS: Redemption: 2026-10-16; Registration: 144P/Vzz U;
D-2UV: Redemption: 2026-10-16; Registration: 144K/Jmt Y;
E-1M: Redemption: 2026-10-16; Registration: 144D/Eau R;
D-2N: Redemption: 2026-10-16; Registration: 144J/Nvx B;
Zyc: Redemption: 2026-10-16; Registration: 144E/Pem A;
Deal Comments
Uzjzb. Ovq Sovv Nzkkvrf 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 7, 2020