| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1-WW-G | QFQ | 372.000 | 3.20 | - | OOO | - | - | - | 87.00% | - | Jsquerpf | KYGO | - | 162 | QAVG+162 | - | 479.00000 |
| W-1-LL | CQU | 252.000 | 5.28 | - | TTT | - | - | - | 80.00% | - | Xxfjtjsd | XYOJ | - | 162 | NATE+162 | - | 986.00000 |
| X-LL | KZR | 66.000 | 5.30 | - | CC | - | - | - | 94.00% | - | Edocuhqb | AOQW | - | 185 | GNNK+185 | - | 966.00000 |
| C | END | 64.000 | 8.87 | - | BBB- | - | - | - | 34.00% | - | Ujxbdvlj | SYYT | - | 390 | NCAA+390 | - | 446.00000 |
| Tvwrcv | MLH | 16.797 | - | - | CS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2-YY | PPN | 70.000 | 6.44 | - | VVV | - | - | - | 67.00% | - | Npxakfji | ZGWO | - | 180 | DHQV+180 | - | 642.00000 |
| M-QQ | YXB | 27.000 | 5.25 | - | F | - | - | - | 15.00% | - | Kzembpdj | KDSP | - | 235 | QQIE+235 | - | 863.00000 |
Tranche Comments
W-1-LL: Redemption: 2026-11-21; Registration: 144C/Gpb F;
T-1-WW-G: Redemption: 2026-11-21; Registration: 144W/Hnq E;
P-2-YY: Redemption: 2026-11-21; Registration: 144F/Xls M;
X-LL: Redemption: 2026-11-21; Registration: 144B/Mch D;
M-QQ: Redemption: 2026-11-21; Registration: 144D/Fbo Q;
C: Redemption: 2026-11-21; Registration: 144G/Zdw G;
Tvwrcv: Redemption: 2026-11-21; Registration: 144Z/Dsd B;
Deal Comments
Ukgkp. Qec Yhuu Fkkxejn 2.00
Reinvestment Period (YRS)
5.23
Reinvestment Period End Date
Apr 7, 2020