| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-R | VQN | 23.000 | 3.30 | - | - | ZZ- | - | - | 1.59% | - | Ozeylvoi | ZWEC | 715 | 682 | BAJK+682 | - | - |
| J-W | ZXX | 40.000 | 8.10 | Rr2 | - | - | - | - | 72.30% | - | Jfkvlbyo | KVCC | - | 195 | PNSB+195 | - | - |
| H-1L | JED | 45.000 | 9.40 | - | - | HHH- | - | - | 26.12% | - | Vzovrvuq | DLMF | 330 | 330 | PZVA+330 | - | - |
| K-2I | TTT | 4.000 | 5.80 | - | - | QQQ- | - | - | 70.73% | - | Uxbxj | - | 430 | - | 7.86% | - | - |
| X-W | UIL | 398.000 | 2.40 | Zuu | - | - | - | - | 18.50% | - | Hxopspxa | OQOP | - | 138 | PXEC+138 | - | - |
| Q-D | XAA | 39.000 | 6.10 | - | - | O | - | - | 21.95% | - | Pfufortt | KPLW | 205 | 205 | WMOK+205 | - | - |
| Xnm | FOD | 58.900 | - | IH | - | ZT | - | - | - | - | - | - | - | - | - | - | Retained |
| E-T | IGN | 1.400 | 18.00 | R3 | - | - | - | - | 9.30% | - | Kklshuie | WKPK | - | 783 | ZCMO+783 | - | - |
| I | GQY | 2.000 | 7.20 | Vnn | - | - | - | - | - | - | Icjokpvq | CNBQ | 110 | 110 | QEKK+110 | - | - |
Tranche Comments
I: Redemption: 2026-10-20; Registration: 144Y/Imq Z;
X-W: Redemption: 2026-10-20; Registration: 144Z/Nhx I;
J-W: Redemption: 2026-10-20; Registration: 144W/Prv P;
Q-D: Redemption: 2026-10-20; Registration: 144B/Vow O;
H-1L: Redemption: 2026-10-20; Registration: 144E/Aoa U;
K-2I: Redemption: 2026-10-20; Registration: 144W/Acw O;
D-R: Redemption: 2026-10-20; Registration: 144I/Zto V;
E-T: Redemption: 2026-10-20; Registration: 144B/Bce H;
Xnm: Redemption: 2026-10-20; Registration: 144Y/Klc S;
Deal Comments
Vwkwc. Bss Bkoo Dwheshj 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 15, 2020