| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-K | ZUV | 7.200 | 79.40 | - | - | G- | - | - | 4.70% | - | Nhyrupts | WTZB | - | - | ISJG+775 | - | Retained |
| V-1-F | HSW | 526.000 | 2.10 | Udd | - | - | - | - | 14.00% | - | Fywfkhmp | TMCD | - | 146 | CTYS+146 | - | - |
| Y-L | RSF | 55.000 | 4.60 | - | - | O | - | - | 39.00% | - | Nlyzzspl | TABU | - | 210 | XCLT+210 | - | - |
| Q-M | ARB | 1.000 | 8.80 | Fff | - | - | - | - | - | - | Oujvodcq | PLVA | - | 105 | BTXY+105 | - | - |
| Xlb | HZX | 93.810 | - | JP | - | XU | - | - | - | - | - | - | - | - | - | - | Retained |
| F-X | QYT | 59.000 | 5.20 | - | - | HH | - | - | 50.00% | - | Zquvmool | UCWO | - | 175 | MXNC+175 | - | - |
| A-2-G | XZP | 3.000 | 86.80 | - | - | DDD- | - | - | 35.00% | - | Beesksmu | KJEE | - | 450 | HLWR+450 | - | - |
| Z-2-L | OWL | 30.000 | 1.80 | - | - | XXX | - | - | 49.00% | - | Dcclmyyp | TJUL | - | 165 | ZDNS+165 | - | - |
| P-1-U | NQF | 68.000 | 28.70 | - | - | DDD- | - | - | 76.00% | - | Guyltyrx | DKYW | - | 315 | QKFB+315 | - | - |
| W-I | NOI | 84.000 | 37.70 | - | - | VV- | - | - | 6.00% | - | Cqyyjvxc | MCLP | - | 595 | QSMF+595 | - | - |
Tranche Comments
Q-M: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144G/Bzt G;
V-1-F: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144A/Jhb D;
Z-2-L: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144B/Xyo C;
F-X: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144A/Qxg J;
Y-L: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144I/Xfn G;
P-1-U: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144O/Oce Q;
A-2-G: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144A/Jlt G;
W-I: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144D/Cqt I;
L-K: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144D/Gvk X;
Xlb: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144B/Gkv D;
Deal Comments
Gvxvk. Vxx-Obyy Mvjjxat 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 15, 2020