| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HTG | 79.000 | 81.80 | - | KK- | - | - | - | 7.50% | - | Dkrfztpp | KDQW | - | 670 | GOEF+670 | - | 691.00000 |
| NG | NEY | 6.000 | 87.10 | - | YYY- | - | - | - | 77.00% | - | Crwtp | - | - | 450 | 8.59% | 8.586% | 666.00000 |
| Z | XKO | 82.000 | 7.70 | - | S | - | - | - | 51.00% | - | Yxwutesk | BLTV | - | 240 | YNXO+240 | - | 790.00000 |
| P1A | VRV | 42.600 | 7.50 | - | GGG | - | - | - | 92.00% | - | Xqtvo | - | - | 155 | 5.70% | 5.703% | 957.00000 |
| T | YJN | 52.000 | 9.50 | - | XX | - | - | - | 93.00% | - | Gdwduxkl | NPCC | - | 195 | TOBO+195 | - | 675.00000 |
| Z1 | PCU | 92.000 | 41.00 | - | DDD | - | - | - | 71.30% | - | Pqoxkemf | WYVI | - | 350 | SBPT+350 | - | 753.00000 |
| GY | TJX | 69.000 | 3.10 | - | YYY | - | - | - | 20.00% | - | Ckuepfmx | TLMJ | - | 173 | VEKH+173 | - | 429.00000 |
| Tvx | FFH | 97.800 | - | - | QQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I1I | RRN | 754.100 | 3.30 | - | LLL | - | - | - | 36.00% | - | Mdudwtfc | TWXG | - | 155 | XHCT+155 | - | 282.00000 |
Tranche Comments
I1I: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Lll G;
P1A: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144G/Rmc P;
GY: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144J/Rwv G;
T: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Lyl Q;
Z: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Vuc O;
Z1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Tcu R;
NG: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Tcf E;
C: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Q/Irv O;
Tvx: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Kjb V;
Deal Comments
Ahk Tobb Tycghze 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 18, 2021
WAL Test Period End Date
Oct 8, 2007