| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | OXD | 932.000 | - | - | AAA | LLL | - | - | Hqyqyfri | 3nRv | - | 128 | 3qVp+128 | - | 336.00000 |
| Y | XZG | 59.400 | - | - | AA- | KK- | - | - | Geluazfx | 3sUs | 550-575 | 575 | 3zXz+575 | - | 296.00000 |
| K | HDU | 89.900 | - | - | FF | JJ | - | - | Skyhqlcj | 3sRu | 190-195 | 195 | 3sBg+195 | - | 374.00000 |
| L | JPN | 57.000 | - | - | FFF- | GGG- | - | - | Fuuxuyal | 3nXy | 300-310 | 305 | 3zEf+305 | - | 803.00000 |
| Hzi | KOH | 96.360 | - | - | XH | FG | - | - | - | - | - | - | - | - | Retained |
| S | NKO | 5.000 | - | - | FFF | III | - | - | Tvzfxkct | 3qXt | 90z | 93 | 3yAm+93 | - | 184.00000 |
| W | YEI | 37.000 | - | - | G | Y | - | - | Heydkouw | 3iKb | 220q | 225 | 3xGy+225 | - | 530.00000 |
| Z-2 | TFQ | 24.600 | - | - | KKK | ZZZ | - | - | Wamwriva | 3hLw | 170j | 175 | 3zVu+175 | - | 238.00000 |
| O | WPH | 32.000 | - | - | M- | Z- | - | - | Fbobolww | 3bAl | 860-875 | 860 | 3qGh+828 | - | 91.00000 |
Tranche Comments
S: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144K/Fij X;
U-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144W/Lbu I;
Z-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144X/Jna H;
K: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144U/Ced X;
W: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144O/Qjh O;
L: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144F/Eji B;
Y: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144N/Mju Y;
O: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144T/Dsv A;
Hzi: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144B/Fwb M;
Deal Comments
Abxbk. Gmp Etss Hbhvmrz 1.5
Reinvestment Period (YRS)
6.3
Reinvestment Period End Date
Jan 14, 2020
WAL Test Period End Date
Feb 13, 2015