| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mzf | QYE | 11.800 | - | - | OM | YB | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1hSS | NZG | 925.900 | 9.70 | - | CCC | RRR | - | - | 24.00% | - | Qyxpmdms | AZID | - | 140 | CDIX+140 | - | - |
| W-1TV | MYT | 40.000 | 4.80 | - | WWW- | - | - | - | 53.00% | - | Ykwag | - | - | 330 | 6.71% | - | - |
| J-2KK | LEQ | 99.000 | 1.40 | - | RR | - | - | - | 61.00% | - | Kprodzfs | JGCN | - | 180 | PXTN+180 | - | - |
| O-2E | CKE | 3.000 | 21.40 | - | UUU- | - | - | - | 64.00% | - | Xifsp | - | - | 425 | 7.66% | - | - |
| O-LL | HNO | 48.000 | 2.50 | - | W | - | - | - | 46.00% | - | Mlxslyfs | NJVB | - | 220 | SGNX+220 | - | - |
| W-C | QVI | 41.800 | 54.10 | - | SS- | - | - | - | 7.00% | - | Veecbuqs | NIIQ | - | 735 | YIAI+719 | - | - |
| E-1sHH | VEI | 36.900 | 5.20 | - | - | TTT | - | - | 68.00% | - | Zehmudxm | ZBZH | - | 160 | GOMJ+160 | - | - |
| Y-1QI | ZNM | 56.700 | 2.40 | - | III- | - | - | - | 28.00% | - | Mudbovax | WKFY | - | 330 | EJLH+330 | - | - |
Tranche Comments
Y-1hSS: Redemption: 2026-10-15; Registration: 144O/Mmv J;
E-1sHH: Redemption: 2026-10-15; Registration: 144O/Cxj W;
J-2KK: Redemption: 2026-10-15; Registration: 144I/Pvk O;
O-LL: Redemption: 2026-10-15; Registration: 144T/Phd B;
Y-1QI: Redemption: 2026-10-15; Registration: 144Z/Csg V;
W-1TV: Redemption: 2026-10-15; Registration: 144O/Lvl Y;
O-2E: Redemption: 2026-10-15; Registration: 144Y/Ypd T;
W-C: Redemption: 2026-10-15; Registration: 144J/Nqy W;
Mzf: Redemption: 2026-10-15; Registration: 144A/Wci Y;
Deal Comments
Fqcqy. Gyz Rtww Tqlgyav 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 29, 2019