| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | OSB | 24.000 | 8.80 | - | - | KKK | - | - | 16.00% | - | Zdeulhfi | BEKD | - | 170 | UUNS+170 | - | 338.00000 |
| Q-1 | PZE | 978.000 | 5.20 | Jbb | - | - | - | - | 10.00% | - | Lwrrqknr | HWAA | - | 152 | DXCU+152 | - | 121.00000 |
| B | UGA | 50.000 | 13.00 | - | - | RRR- | - | - | 54.00% | - | Ebkudzce | GVSK | - | 360 | AXBL+360 | - | 416.00000 |
| X | VRE | 76.000 | 4.20 | - | - | QQ | - | - | 71.00% | - | Wsraesoq | ESST | - | 200 | SOZH+200 | - | 883.00000 |
| Riy | QRD | 84.755 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | VJM | 26.000 | 1.80 | - | - | M | - | - | 91.00% | - | Ypyjfseo | HLHS | - | 240 | ADEW+240 | - | 229.00000 |
| B | GFN | 92.000 | 72.40 | - | - | EE- | - | - | 6.00% | - | Iquvhzbd | ZZCL | - | 665 | ZEOH+665 | - | 966.00000 |
Tranche Comments
Q-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Hlv D;
S-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Bxc K;
X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Xzn M;
D: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Amq L;
B: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Hjm T;
B: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Ttu B;
Riy: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Nnm N;
Deal Comments
Zof Axkk Eyrcozw 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 25, 2020
WAL Test Period End Date
Jun 21, 2021