| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1E2 | ASF | 849.000 | 2.97 | Koo | - | - | - | - | 18.70% | - | Otmisvit | MDAQ | - | 136 | SYPS+136 | - | 454.00000 |
| G-1LN2 | NZE | 2.000 | 7.90 | - | - | YYY- | - | - | 49.90% | - | Rhludmxp | TBDX | - | 375 | OYXO+375 | - | 860.00000 |
| N-K2 | ICL | 46.000 | 5.97 | - | - | WW | - | - | 42.70% | - | Njyzaswc | YQUE | - | 175 | SQCS+175 | - | 663.00000 |
| Z-1JR2 | IZW | 31.000 | 5.29 | - | - | ZZZ- | - | - | 28.80% | - | Fhhmfcrj | DEQH | - | 315 | GNFF+315 | - | 108.00000 |
| Lpdsow | APF | 42.500 | - | - | - | BU | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-U2 | WYL | 38.000 | 5.10 | - | - | S | - | - | 80.50% | - | Cezqjupl | HWIL | - | 200 | PCNE+200 | - | 362.00000 |
| P-2B2 | QFL | 2.000 | 9.14 | - | - | HHH- | - | - | 94.60% | - | Kmmjqshl | AANF | - | 420 | CAZT+420 | - | 147.00000 |
| V-L2 | MIJ | 36.000 | 55.90 | - | - | LL- | - | - | 1.60% | - | Rburworq | BWIP | - | 675 | HLIU+675 | - | 769.00000 |
| L-2Z2 | QYC | 33.000 | 1.60 | - | - | QQQ | - | - | 54.40% | - | Msyzoayg | QGLI | - | 158 | JUYT+158 | - | 652.00000 |
Tranche Comments
V-1E2: Redemption: 2026-10-15; Registration: 144W/Ckn A;
L-2Z2: Redemption: 2026-10-15; Registration: 144M/Ibt A;
N-K2: Redemption: 2026-10-15; Registration: 144I/Miv N;
Z-U2: Redemption: 2026-10-15; Registration: 144W/Baz C;
Z-1JR2: Redemption: 2026-10-15; Registration: 144H/Wzr V;
G-1LN2: Redemption: 2026-10-15; Registration: 144A/Plh I;
P-2B2: Redemption: 2026-10-15; Registration: 144A/Cmn H;
V-L2: Redemption: 2026-10-15; Registration: 144M/Kfj O;
Lpdsow: Redemption: 2026-10-15; Registration: 144M/Ghj E;
Deal Comments
Dyryq. Rus Eeyy Zygyurb 1.89
Reinvestment Period (YRS)
4.82
Reinvestment Period End Date
Dec 27, 2019