| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | KZF | 2.960 | - | - | KK- | - | - | - | 8.40% | - | Iyczcszg | IQIH | - | 525 | KWGC+525 | - | 488.00000 |
| J-2 | MEN | 1.000 | - | - | WWW- | - | - | - | 75.00% | - | Qzqjxcek | EPCE | - | 355 | QHQB+355 | - | 880.00000 |
| D-1 | WHS | 61.000 | - | - | KK- | - | - | - | 8.00% | - | Tlcqkzuo | POWK | - | 440 | GVOQ+440 | - | 206.00000 |
| Z-1 | JPV | 416.000 | - | - | RRR | - | - | - | 75.00% | - | Fswdubaa | YKQM | - | 114 | QECB+114 | - | 672.00000 |
| S-2 | AAG | 4.000 | - | - | ZZZ | - | - | - | 52.00% | - | Ouyptkff | IKNN | - | 135 | WMXI+135 | - | 368.00000 |
| O-2 | KEK | 5.000 | - | - | A | - | - | - | 32.00% | - | Ojtwptde | MISY | - | 195 | JBUE+195 | - | 390.00000 |
| E-2 | YZI | 7.000 | - | - | GG | - | - | - | 19.00% | - | Qqkluzfh | LQGT | - | 155 | XHJK+155 | - | 115.00000 |
| E-1 | PKP | 55.000 | - | - | SS | - | - | - | 64.00% | - | Kbyjxlsh | DEWJ | - | 150 | BSKQ+150 | - | 113.00000 |
| Y-1 | NOD | 68.000 | - | - | B | - | - | - | 18.00% | - | Nfbmtzix | KLSK | - | 175 | LXAF+175 | - | 798.00000 |
| D-1 | YYD | 65.000 | - | - | AAA- | - | - | - | 95.00% | - | Cscqceol | BECL | - | 250 | HNHY+250 | - | 626.00000 |
| X | NQN | 6.360 | - | - | X- | - | - | - | 9.80% | - | - | - | - | - | - | - | Retained |
| Ifr | FSW | 33.000 | - | - | WB | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144D/Hcz D;
S-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144D/Wwd G;
E-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144Z/Ebl P;
E-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144M/Xxz D;
Y-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144Q/Yhe S;
O-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144P/Xcj O;
D-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144F/Ytm Z;
J-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144K/Qyv K;
D-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144P/Xof H;
V-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144F/Pap M;
X: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144I/Yla U;
Ifr: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144C/Pdc D;
Deal Comments
Otk Ffqq Zywstyo 2.05
Reinvestment Period (YRS)
1.2
Reinvestment Period End Date
Nov 4, 2019