| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1YYY | RLZ | 64.300 | 2.80 | - | YYY+ | - | - | - | 28.28% | - | Ndpbssad | XMWC | 250r | 230 | AIPF+230 | - | - |
| E2DDD | YCC | 44.200 | 5.40 | - | CCC- | - | - | - | 28.67% | - | Lruxwzeu | SKPE | 300h | 300 | SSNA+300 | - | - |
| Yjg | CVI | 69.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| OKKK | FPP | 68.000 | 2.20 | - | W | - | - | - | 74.73% | - | Wdsfzyno | NGEJ | 170-180 | 170 | ZTVZ+170 | - | - |
| LP | BMQ | 9.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| IKKK | ZBI | 19.900 | 7.20 | - | JJ | - | - | - | 43.95% | - | Pxmvzjkk | YLHR | - | 145 | EAQN+145 | - | - |
| BYYY | CVB | 77.000 | 4.50 | - | AA- | - | - | - | 2.20% | - | Wqkdzptq | DVFR | 525d | 600 | KBBZ+600 | - | - |
| LNNN | BGC | 861.200 | 1.20 | - | EEE | - | - | - | 57.21% | - | Pjsvhiro | AXWN | - | 100 | KHUB+100 | - | - |
Tranche Comments
LNNN: First Pay: 2025-01-21; Redemption: 2025-07-03; Registration: 144J/Qll P;
IKKK: First Pay: 2025-01-21; Redemption: 2025-07-03; Registration: 144O/Pvs P;
OKKK: First Pay: 2025-01-21; Redemption: 2025-07-03; Registration: 144A/Rkm X;
L1YYY: First Pay: 2025-01-21; Redemption: 2025-07-03; Registration: 144W/Whr H;
E2DDD: First Pay: 2025-01-21; Redemption: 2025-07-03; Registration: 144Q/Ryo A;
BYYY: First Pay: 2025-01-21; Redemption: 2025-07-03; Registration: 144K/Kto A;
LP: First Pay: 2025-01-21; Redemption: 2025-07-03; Registration: 144P/Wxr W;
Yjg: First Pay: 2025-01-21; Redemption: 2025-07-03; Registration: 144V/Vvz J;
Deal Comments
Qmtphnhcphi. Ysh-Yntt Embpsvr 0.5
Reinvestment Period End Date
Feb 24, 2004