| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-K | HLF | 99.000 | 2.80 | - | - | KKK- | - | - | 47.00% | - | Swfsxzon | NJLV | - | 375 | EHQO+375 | - | 724.00000 |
| L-2-N | ZNS | 35.100 | 6.80 | - | - | SSS | - | - | 48.00% | - | Fmlhxopc | MCMC | - | 170 | LCHZ+170 | - | 753.00000 |
| T-E | GFJ | 50.800 | 4.80 | - | - | MM | - | - | 12.00% | - | Rdkeuivz | XVNJ | - | 195 | SUAH+195 | - | 990.00000 |
| Eqo | JCJ | 17.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1-Q | IBA | 563.000 | 4.80 | Dww | - | LLL | - | - | 28.00% | - | Pfdjkayi | BOMC | - | 134 | NTZQ+134 | - | 673.00000 |
| D-X | UUT | 29.516 | 9.00 | - | - | UU- | - | - | 5.45% | - | Lzvzeece | MDAZ | - | 665 | ZNEO+665 | - | 623.00000 |
| X-A | ZGO | 32.000 | 8.00 | - | - | L | - | - | 88.00% | - | Rpchmuiv | MOGW | - | 245 | LLLD+245 | - | 408.00000 |
Tranche Comments
K-1-Q: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144T/Mdl D;
L-2-N: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144T/Btv X;
T-E: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144K/Feo S;
X-A: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Y/Tlj O;
P-K: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Dks F;
D-X: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144G/Nzk E;
Eqo: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144T/Ehx I;
Deal Comments
Bezej. Hvc Cfpp Xecbvmu 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 8, 2020
WAL Test Period End Date
Sep 4, 2016