| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | MIJ | 80.000 | - | - | II | FF | - | - | Rvuqumko | 3bVz | - | 190 | 3sZm+190 | - | 976.00000 |
| Y | OKN | 38.000 | - | - | QQ- | AA- | - | - | Jurahxrq | 3sTg | - | 625 | 3wQw+625 | - | 837.00000 |
| H | KTM | 383.000 | - | - | OOO | RRR | - | - | Rcmfkxyd | 3dNl | - | 130 | 3yNz+130 | - | 175.00000 |
| S Tbowj | FGR | 69.000 | - | - | PPP | WWW | - | - | Vddktdlb | 3oUx | - | 130 | 3sDw+130 | - | 754.00000 |
| Z | YTX | 48.000 | - | - | SSS- | LLL- | - | - | Dfcxfzjd | 3aVb | - | 320 | 3pVk+320 | - | 385.00000 |
| C-2 | DQX | 10.000 | - | - | UU | DD | - | - | Oifsm | PTF | - | - | 4.800% | 4.800% | 919.00000 |
| P | WSS | 25.000 | - | - | K- | S- | - | - | Mdowspjq | 3bOo | - | 950 | 3cMl+865 | - | 45.00000 |
| A | ZKT | 63.000 | - | - | Q | I | - | - | Ldodrxnp | 3pQz | - | 220 | 3cZm+220 | - | 601.00000 |
| Ydb | HAF | 76.800 | - | - | NO | FP | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144O/Znq Z;
S Tbowj: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144O/Ety G;
R-1: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144X/Wvx Y;
C-2: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144L/Pww W;
A: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144Y/Mtk P;
Z: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144M/Abr A;
Y: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144I/Pzr J;
P: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144P/Ahi O;
Ydb: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144M/Fvb M;
Deal Comments
Efg Vnoo Mfssfdw 2.00
Risk Retention
WA - Ahvg AS - Ahv
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 31, 2024
WAL Test Period End Date
Nov 15, 2006