| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | RHL | 56.000 | - | - | SSS | - | - | - | 32.00% | - | Wfbczqng | XPEQ | - | 400 | KSWY+400 | - | 733.00000 |
| WO | WXE | 39.000 | - | - | UUU | - | - | - | 14.00% | - | Pkuye | Ikorb | - | 400 | 7.793% | 7.793% | 887.00000 |
| M1 | KQX | 131.000 | - | - | LLL | - | - | - | 84.00% | - | Zuxsrzdt | EOWZ | - | 160 | FMYF+160 | - | 861.00000 |
| RS | KCG | 65.000 | - | - | JJ | - | - | - | 86.00% | - | Lzctr | Wqvwu | - | 200 | 5.784% | 5.784% | 446.00000 |
| BD | AXL | 5.000 | - | - | P | - | - | - | 25.00% | - | Azgnn | Mhalh | - | 250 | 6.288% | 6.288% | 879.00000 |
| TG | HUV | 1.000 | - | - | CCC- | - | - | - | 82.00% | - | Sbelvtup | VZKK | - | 525 | TBQE+525 | - | 838.00000 |
| QF | YYD | 24.000 | - | - | DDD | - | - | - | 64.00% | - | Ixdroczh | VDVM | - | 180 | DTCC+180 | - | 476.00000 |
| N1 | HKP | 63.000 | - | - | Y | - | - | - | 47.00% | - | Cjwqpwvb | YKQR | - | 255 | KEVJ+255 | - | 789.00000 |
| I1 | MHO | 82.000 | - | - | KK | - | - | - | 16.00% | - | Bvfzetzq | IKTK | - | 205 | KZFU+205 | - | 731.00000 |
| K | IHO | 8.000 | - | - | EEE | - | - | - | - | - | Thylfojp | HQXZ | - | 135 | HMUV+135 | - | 818.00000 |
| Cae | JZU | 57.800 | - | - | FL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | NID | 19.000 | - | - | KK- | - | - | - | 8.00% | - | Uoyqorko | UTHL | - | 725 | HSHU+709 | - | 40.00000 |
Tranche Comments
K: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144P/Ufh B;
M1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144P/Foo R;
QF: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144O/Bwx Z;
I1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144A/Yli X;
RS: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144L/Iqb H;
N1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144J/Tzg I;
BD: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144H/Kte I;
Z1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144O/Hfe K;
WO: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144G/Uor V;
TG: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144U/Guu E;
D: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144P/Gpv X;
Cae: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144C/Iod J;
Deal Comments
Zyt Ibaa Lwccysx 1.9
Reinvestment Period (YRS)
8.8
Reinvestment Period End Date
Mar 19, 2021
WAL Test Period End Date
Jul 31, 2003