| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1L | XXD | 11.000 | 8.10 | - | JJJ | - | - | - | 33.40% | - | Usaqn | - | - | 390 | 8.13% | 8.133% | 896.00000 |
| E | RME | 41.000 | 2.60 | - | AA | - | - | - | 49.00% | - | Uewplyvd | ZTDV | - | 210 | GQQH+210 | - | 143.00000 |
| SE | HOS | 2.000 | 78.30 | - | MMM- | - | - | - | 93.00% | - | Wuppvxsl | EYHK | - | 525 | XOFQ+525 | - | 662.00000 |
| D | JCS | 36.000 | 68.40 | - | FF- | - | - | - | 8.00% | - | Tqdfelmu | TPCI | - | 750 | MWAE+716 | - | 39.00000 |
| Yde | RGT | 32.200 | - | - | PM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M1Y | EZF | 6.000 | 2.90 | - | GGG | - | - | - | 36.30% | - | Szbzqyfn | BVEP | - | 390 | XYOU+390 | - | 528.00000 |
| V1 | IUA | 994.000 | 9.30 | - | FFF | - | - | - | 23.00% | - | Jhspybwh | HEXB | - | 160 | EIYN+160 | - | 428.00000 |
| DT | QHV | 96.000 | 5.60 | - | BBB | - | - | - | 79.00% | - | Pyjbtpoo | EOWI | - | 183 | TVYM+183 | - | 825.00000 |
| Z1 | TBW | 33.000 | 8.40 | - | W | - | - | - | 23.00% | - | Kucklohs | TATQ | - | 270 | XQCZ+270 | - | 178.00000 |
| PM | OGY | 65.000 | 8.20 | - | U | - | - | - | 81.00% | - | Zljhy | - | - | 270 | 6.94% | 6.942% | 976.00000 |
Tranche Comments
V1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Zwg B;
DT: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Vkv K;
E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Vmv A;
Z1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Ltd S;
PM: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Kyv R;
M1Y: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Hvp I;
D1L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Nav B;
SE: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Gcv K;
D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Dch G;
Yde: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Qig N;
Deal Comments
Tpq Dxjj Qomxphu 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 17, 2005
WAL Test Period End Date
Jul 5, 2014