| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | RLU | 482.000 | - | - | YYY | - | - | - | 63.00% | - | Emuoqcaa | INQI | - | 129 | PTWX+129 | - | - |
| F | PVD | 29.000 | - | - | BBB- | - | - | - | 58.00% | - | Tpwhrmqm | ATJQ | - | 325 | VDIL+325 | - | - |
| J | GIS | 11.000 | - | - | E | - | - | - | 89.00% | - | Rsqqpsop | JJMR | - | 200 | YCNR+200 | - | - |
| M | TBW | 16.000 | - | - | LL- | - | - | - | 1.00% | - | Lzqpkmuu | TDLN | - | 575 | AMOO+575 | - | - |
| Nnr | QIR | 81.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2 | RVN | 5.000 | - | - | FFF | - | - | - | 70.00% | - | Pwzhtios | BBEL | - | 150 | PPTT+150 | - | - |
| E | AFC | 40.000 | - | - | QQ | - | - | - | 97.00% | - | Nuulxkyr | MXME | - | 170 | ULZY+170 | - | - |
Tranche Comments
Y-1: Redemption: 2027-04-20; Registration: 144W/Tme P;
K-2: Redemption: 2027-04-20; Registration: 144H/Yko D;
E: Redemption: 2027-04-20; Registration: 144X/Iun Q;
J: Redemption: 2027-04-20; Registration: 144D/Lld H;
F: Redemption: 2027-04-20; Registration: 144N/Orc A;
M: Redemption: 2027-04-20; Registration: 144Q/Blo M;
Nnr: Redemption: 2027-04-20; Registration: 144N/Noi L;
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 9, 2020