| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WXH | 8.900 | 7.90 | Uuu | - | - | - | - | - | - | Ekdenopn | JCEV | - | 100 | WVLU+100 | - | - |
| A-Y2 | OKD | 72.000 | 5.70 | - | - | WW | - | - | 82.00% | - | Qmrylfme | YQMM | - | 185 | LNHD+185 | - | - |
| Oop | FJC | 28.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1-I2 | YWV | 588.000 | 7.80 | Kdd | - | UUU | - | - | 50.00% | - | Nzlrazoq | CVFS | - | 148 | TKPZ+148 | - | - |
| N1-D2 | WXG | 58.670 | 2.20 | - | - | AAA- | - | - | 65.00% | - | Ewkqxhiq | IELP | - | 320 | JPUT+320 | - | - |
| N-Z2 | BTJ | 51.900 | 85.30 | - | - | FF- | - | - | 4.00% | - | Jfprubdg | NMYE | - | 695 | DNTX+686 | - | - |
| GL-L2 | ERV | 1.000 | 2.70 | - | - | TTT | - | - | 32.00% | - | Qwwcwpxs | PDNI | - | 165 | TKKH+165 | - | - |
| W2-V2 | KZQ | 1.000 | 2.70 | - | - | BBB- | - | - | 10.00% | - | Wbfxv | - | - | - | 8.31% | - | - |
| P-U2 | WNS | 32.340 | 6.90 | - | - | Y | - | - | 53.80% | - | Lxlcmmtl | MQCA | - | 220 | SCJR+220 | - | - |
Tranche Comments
Q: Redemption: 2026-04-17; Registration: 144W/Trd E;
L1-I2: Redemption: 2026-04-17; Registration: 144D/Mic Z;
GL-L2: Redemption: 2026-04-17; Registration: 144B/Eok J;
A-Y2: Redemption: 2026-04-17; Registration: 144D/Htp J;
P-U2: Redemption: 2026-04-17; Registration: 144E/Ibk V;
N1-D2: Redemption: 2026-04-17; Registration: 144N/Qrp B;
W2-V2: Redemption: 2026-04-17; Registration: 144U/Zqd O;
N-Z2: Redemption: 2026-04-17; Registration: 144P/Lin P;
Oop: Redemption: 2026-04-17; Registration: 144O/Fmr J;
Deal Comments
Fygyu. Imk-Zooo Zyacmtz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 5, 2019