| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2-M | KIP | 4.000 | 9.53 | - | - | III- | - | - | 89.90% | - | Mygpe | - | - | - | 9.25% | 9.250% | 167.00000 |
| U-M | JIO | 20.000 | 9.96 | - | - | TT- | - | - | 5.50% | - | Rqculokh | CBQT | - | 650 | IUZX+650 | - | 893.00000 |
| H-H | MGU | 40.000 | 9.60 | - | - | V | - | - | 26.20% | - | Uldrjhap | QCBD | - | 250 | TNZR+250 | - | 562.00000 |
| P-1-P | XGS | 29.000 | 6.46 | - | - | AA+ | - | - | 13.50% | - | Pxvsuzit | IKEG | - | 195 | UHOF+195 | - | 803.00000 |
| Z-2-I | ILF | 8.000 | 4.20 | - | - | AAA | - | - | 99.60% | - | Pwvmjush | DWSY | - | 174 | GLIV+174 | - | 104.00000 |
| Bnanlh | TXP | 75.350 | - | FP | - | ZB | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2-U | EVU | 16.000 | 2.70 | - | - | PP | - | - | 92.20% | - | Vswaeryq | YZLY | - | 212 | POKP+212 | - | 856.00000 |
| D | PUX | 6.900 | 8.66 | Qaa | - | - | - | - | - | - | Furtxytv | THOB | - | 110 | EEDX+110 | - | 335.00000 |
| U-1-K | GYL | 498.000 | 4.82 | Fii | - | - | - | - | 40.30% | - | Pljhhowl | MKCD | - | 154 | QEOF+154 | - | 815.00000 |
| V-1-J | JSX | 64.000 | 9.54 | - | - | YYY- | - | - | 65.57% | - | Luojtpcw | QKWC | - | 355 | WEMY+355 | - | 553.00000 |
Tranche Comments
D: Redemption: 2026-05-14; Registration: 144Y/Jpo J;
U-1-K: Redemption: 2026-05-14; Registration: 144A/Gty H;
Z-2-I: Redemption: 2026-05-14; Registration: 144A/Xxd C;
P-1-P: Redemption: 2026-05-14; Registration: 144Q/Ftr A;
I-2-U: Redemption: 2026-05-14; Registration: 144W/Qfu T;
H-H: Redemption: 2026-05-14; Registration: 144U/Pmt F;
V-1-J: Redemption: 2026-05-14; Registration: 144Q/Kll C;
H-2-M: Redemption: 2026-05-14; Registration: 144X/Wul A;
U-M: Redemption: 2026-05-14; Registration: 144N/Jmj J;
Bnanlh: Redemption: 2026-05-14; Registration: 144H/Xdy M;
Deal Comments
Huhut. Hxv Bqss Mukkxyj 2.00
Reinvestment Period (YRS)
3.46
Reinvestment Period End Date
Feb 1, 2020