| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1-Y | IKK | 994.500 | 1.70 | Juu | - | YYY | - | - | 73.00% | - | Bwkkcruy | MZLD | - | 137 | ETSH+137 | - | 907.00000 |
| P-2-Q | EKX | 27.190 | 6.80 | - | - | WWW | - | - | 53.00% | - | Yrkweutm | WJPA | - | 157 | WWEE+157 | - | 585.00000 |
| Z-O | MOZ | 57.202 | 68.30 | - | - | SS- | - | - | 4.00% | - | Aebmhafv | BHAF | - | 675 | PMIS+675 | - | 427.00000 |
| F-1-N | OOP | 94.160 | 7.60 | - | - | DDD | - | - | 59.00% | - | Zmsjyykn | NQSH | - | 310 | KJCX+310 | - | 401.00000 |
| F-T | HTO | 30.290 | 6.10 | - | - | SS | - | - | 13.00% | - | Cyrxlwna | BQYZ | - | 175 | QPSW+175 | - | 536.00000 |
| N-2-L | BBJ | 2.120 | 12.10 | - | - | ZZZ- | - | - | 84.80% | - | Wzcij | - | - | - | 8.46% | 8.460% | 547.00000 |
| U-B | POI | 76.200 | 5.90 | - | - | X | - | - | 24.00% | - | Lrxodviw | MPFL | - | 215 | XMHP+215 | - | 687.00000 |
Tranche Comments
W-1-Y: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144O/Nam Z;
P-2-Q: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144V/Gqp E;
F-T: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144P/Mvg Z;
U-B: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144W/Muf Y;
F-1-N: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144N/Kvd E;
N-2-L: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144K/Ksg K;
Z-O: First Pay: 2024-10-25; Redemption: 2026-07-25; Registration: 144C/Nub Y;
Deal Comments
Spcps. Voq Azhh Jpwtoey 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 22, 2020
WAL Test Period End Date
May 12, 2004