| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1M2 | VOK | 18.000 | 6.90 | - | JJJ- | - | - | - | 45.00% | - | Byskdskw | NFMF | 300 | - | XPIW+300 | - | - |
| IR2 | AEP | 72.000 | 9.30 | - | GG | - | - | - | 59.00% | - | Shzkfycy | IOHV | 165 | - | XLFQ+165 | - | - |
| E2Z2 | CWK | 4.000 | 81.00 | - | VVV- | - | - | - | 18.10% | - | Gvjbdszs | QZOL | 385 | - | LAJK+385 | - | - |
| Ivv Aok | HPB | 72.690 | - | - | HY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| GC2 | MZJ | 50.000 | 3.30 | - | Y | - | - | - | 40.00% | - | Useqbiju | ZNMS | 190-195 | - | KKXE+190 | - | - |
| I2U2 | VZP | 8.000 | 2.10 | - | ZZZ | - | - | - | 18.00% | - | Bulpbwji | SCNY | 145 | - | XPJR+145 | - | - |
| Tgg | ZEC | 32.770 | - | - | BI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O1K2 | MIK | 121.000 | 2.30 | - | XXX | - | - | - | 61.00% | - | Fzoielsi | ZWJE | 125-127 | - | WTCD+125 | - | - |
| ZK2 | NLT | 75.000 | 10.60 | - | LL- | - | - | - | 4.00% | - | Kwvyfzij | QZIU | 600 | - | GOLB+600 | - | - |
Tranche Comments
O1K2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Lry U;
I2U2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144N/Bka J;
IR2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144N/Oxa M;
GC2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144N/Zsw O;
B1M2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144V/Rma F;
E2Z2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Q/Uqn G;
ZK2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Nqg Z;
Ivv Aok: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Jmq M;
Tgg: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Cnw R;
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Nov 11, 2005
WAL Test Period End Date
Jul 14, 2007