| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZS | FWO | 56.000 | 7.00 | - | VV | TTT | - | - | 80.00% | - | Oeclrdvx | IBEM | - | 180 | SGEX+180 | - | - |
| VU | ZBH | 3.000 | 32.60 | - | KB | RRR- | - | - | 71.00% | - | Czzpb | - | - | - | 8.24% | - | - |
| Ivo | QHU | 47.500 | - | - | WE | BD | - | - | - | - | - | - | - | - | - | - | Retained |
| T | NPC | 25.000 | 5.50 | - | VX | O | - | - | 72.00% | - | Msbprowm | JSVJ | - | 230 | QCLM+230 | - | - |
| Y1 | WSX | 18.000 | 7.80 | - | QC | NNN | - | - | 31.00% | - | Jqxsfxuj | BYOL | - | 400 | GUBK+400 | - | - |
| P1 | YOF | 266.000 | 7.90 | - | TTT | OW | - | - | 67.00% | - | Pdyezqqt | ZKJC | - | 148 | XTQR+148 | - | - |
| F | RQU | 27.000 | 2.60 | - | YZ | FF | - | - | 93.00% | - | Ubzoaxvo | ZBZB | - | 195 | IYNJ+195 | - | - |
| P | GNK | 73.000 | 54.20 | - | ZH | RR- | - | - | 9.00% | - | Uzcoj | PCBQ | - | 800 | LNQH+800 | - | - |
Tranche Comments
P1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Wmc W;
ZS: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Ltw M;
F: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Zmm S;
T: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Ycx E;
Y1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Biz D;
VU: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Dpk H;
P: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Bca N;
Ivo: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Gqb V;
Deal Comments
Ezu Tczz Lkrqznf 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 20, 2020
WAL Test Period End Date
Aug 14, 2004