| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | LBP | 4.500 | 32.30 | - | ZZZ- | - | - | - | 93.00% | - | Ssbzq | - | - | - | 9.25% | 9.250% | 497.00000 |
| Z-1 | ZMS | 13.000 | 10.00 | - | HHH- | - | - | - | 96.00% | - | Rdpkswnv | MYDC | - | 375 | NUWW+375 | - | 549.00000 |
| A | OYJ | 93.000 | 4.10 | - | KK | - | - | - | 79.00% | - | Kxyhusql | NEPM | - | 200 | HHTJ+200 | - | 263.00000 |
| Yle | LAC | 32.477 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | CCZ | 86.600 | 50.20 | - | PP- | - | - | - | 2.00% | - | Wycpletr | IQKA | - | 650 | UIGB+650 | - | 184.00000 |
| C-1 | MAZ | 594.000 | 3.50 | - | MMM | - | - | - | 13.00% | - | Zkdrhfmq | QCEU | - | 160 | IVWX+160 | - | 254.00000 |
| U-2 | UKX | 50.000 | 2.20 | - | DDD | - | - | - | 35.00% | - | Ycvvcmdd | DABR | - | 180 | WAAI+180 | - | 237.00000 |
| Q | IVO | 99.000 | 7.70 | - | N | - | - | - | 95.00% | - | Hbzslvcl | VZJR | - | 250 | SBFI+250 | - | 125.00000 |
Tranche Comments
C-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144H/Kkf J;
U-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144E/Wrz H;
A: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144V/Tfw K; Comments: Vmy-Vlemyw;
Q: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144G/Ios A;
Z-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144N/Coq Y;
X-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144D/Eom L;
B: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144B/Ika Q;
Yle: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Y/Wfe C;
Deal Comments
Bax Wjii Etbragq 2.00. Uit gtji ajy llyrstg
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 12, 2002
WAL Test Period End Date
Nov 17, 2026