| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-V | VZD | 170.600 | 5.20 | - | QQQ | - | - | - | 94.00% | - | Cjbcqjul | VPJO | - | 140 | HZSZ+140 | - | 262.00000 |
| X-N | ZII | 28.000 | 9.20 | - | Q | - | - | - | 68.00% | - | Rquutjhi | WXEK | - | 195 | CQCQ+195 | - | 468.00000 |
| Fib | NXR | 1.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-Z Gctnl | WEO | 986.190 | 7.20 | - | III | - | - | - | 99.00% | - | Lhcjlcuv | WOZA | - | 140 | UNOQ+140 | - | 177.00000 |
| J-W | IYW | 69.000 | 7.20 | - | TT | - | - | - | 56.00% | - | Ebrfsdlt | HCAR | - | 165 | WTXI+165 | - | 368.00000 |
| I-Z | ITI | 52.340 | 87.40 | - | ZZ- | - | - | - | 2.00% | - | Xrfkxiau | JVQH | - | 560 | HVBU+560 | - | 380.00000 |
| D-2-D | ILS | 8.340 | 63.30 | - | GGG- | - | - | - | 45.82% | - | Mpspzkcf | UZWM | - | 420 | AUSD+420 | - | 153.00000 |
| I-1-Z | PCR | 38.000 | 3.80 | - | FFF- | - | - | - | 24.00% | - | Bejhakfj | EUXL | - | 290 | NTKH+290 | - | 407.00000 |
Tranche Comments
C-Z Gctnl: First Pay: 2024-10-17; Redemption: 2026-07-10; Registration: 144Y/Hpx E;
E-V: First Pay: 2024-10-17; Redemption: 2026-07-10; Registration: 144J/Doi F;
J-W: First Pay: 2024-10-17; Redemption: 2026-07-10; Registration: 144Z/Ktd X;
X-N: First Pay: 2024-10-17; Redemption: 2026-07-10; Registration: 144V/Yvy N;
I-1-Z: First Pay: 2024-10-17; Redemption: 2026-07-10; Registration: 144W/Dmz F;
D-2-D: First Pay: 2024-10-17; Redemption: 2026-07-10; Registration: 144W/Uaw V;
I-Z: First Pay: 2024-10-17; Redemption: 2026-07-10; Registration: 144U/Uiy E;
Fib: First Pay: 2024-10-17; Redemption: 2026-07-10; Registration: 144I/Dxv M;
Deal Comments
Hysyq. Fnx Dehh Yyannmg 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 19, 2017
WAL Test Period End Date
May 12, 2005