| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1O | OUE | 536.000 | - | MU | VN | YYY | - | - | 53.00% | - | Hdywvnun | JHNF | - | 144 | VMBT+144 | - | - |
| UJ | GTQ | 22.000 | - | BM | XW | EE | - | - | 64.00% | - | Mxqahpuk | ZVIA | - | 185 | AUDU+185 | - | - |
| G2Q | IKG | 4.500 | - | AY | VU | PP- | - | - | 8.31% | - | Kqzfrxix | BVUT | - | - | CYQG+830 | - | - |
| D2M | OXI | 61.000 | - | DZ | KL | QQQ | - | - | 74.00% | - | Erdvkvvq | IWNB | - | 160 | DNBF+160 | - | - |
| IX | PCK | 72.000 | - | KC | PS | K | - | - | 94.00% | - | Dfmfybyo | TYAO | - | 225 | QNGX+225 | - | - |
| O2T | UAO | 2.000 | - | WT | FR | ZZZ- | - | - | 83.00% | - | Wpthvtya | THXT | - | 525 | QAMB+525 | - | - |
| O1Y | NOZ | 29.000 | - | BI | JM | NN- | - | - | 1.00% | - | Ycvqfmmv | YMKD | - | 740 | CAXY+740 | - | - |
| Pxs | ZCK | 21.120 | - | UM | YB | XS | - | - | - | - | - | - | - | - | - | - | Retained |
| D1W | IOM | 91.000 | - | JR | HL | HHH- | - | - | 73.00% | - | Jujcehln | VGFA | - | 350 | IMLN+350 | - | - |
Tranche Comments
H1O: Redemption: 2026-07-21; Registration: 144Q/Gch F;
D2M: Redemption: 2026-07-21; Registration: 144T/Vpx I;
UJ: Redemption: 2026-07-21; Registration: 144D/Hef M;
IX: Redemption: 2026-07-21; Registration: 144E/Umx E;
D1W: Redemption: 2026-07-21; Registration: 144U/Czh Q;
O2T: Redemption: 2026-07-21; Registration: 144M/Qzs D;
O1Y: Redemption: 2026-07-21; Registration: 144B/Glg Q;
G2Q: Redemption: 2026-07-21; Registration: 144W/Pji A;
Pxs: Redemption: 2026-07-21; Registration: 144B/Vcg T;
Deal Comments
Syhyg. Dbp-Hsjj Cyccbkd 2.00
Risk Retention
HX/XZ - Fpm
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 19, 2019