| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZMN | 19.000 | 8.10 | Pk2 | - | XX | - | - | 70.00% | - | Vcxykzws | VYGR | - | 205 | PTOO+205 | - | 193.00000 |
| I1 | ERQ | 922.000 | 7.70 | Qyy | - | XXX | - | - | 76.00% | - | Sjscmucx | YKGG | - | 160 | YOZC+160 | - | 589.00000 |
| SC | HGV | 2.000 | 3.00 | GW | - | FFF | - | - | 75.00% | - | Qbewwxdd | IEWZ | - | 180 | JJSD+180 | - | 916.00000 |
| X | HTT | 37.000 | 6.80 | DV | - | S | - | - | 21.00% | - | Dymoqojf | BASC | - | 240 | MHUE+240 | - | 659.00000 |
| CW | XOS | 1.000 | 20.60 | LG | - | QQQ- | - | - | 24.54% | - | Jdvuezep | DTDC | - | 475 | BYJZ+475 | - | 937.00000 |
| R | OHY | 15.000 | 13.30 | GR | - | SS- | - | - | 8.00% | - | Shbuldxd | KEOW | - | 700 | BTAT+700 | - | 314.00000 |
| FZK | PYD | 83.800 | - | QU | - | QQ | - | - | - | - | - | - | - | - | - | - | Retained |
| J1 | FXW | 26.000 | 8.40 | UJ | - | VVV- | - | - | 79.00% | - | Wdorxewe | JHEN | - | 350 | YHGV+350 | - | 483.00000 |
Tranche Comments
I1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144L/Ipl H;
SC: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144I/Ezq H;
B: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144I/Rkl A;
X: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144I/Otg R;
J1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144X/Hxu J;
CW: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Y/Qif E;
R: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Z/Ekr N;
FZK: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144C/Njm N;
Deal Comments
Ysu-Bxvv Tqsvsob 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 9, 2011
WAL Test Period End Date
Aug 27, 2023