| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QKN | 4.200 | 1.79 | - | GGG | - | - | - | - | - | Supukkhb | NJVV | - | 130 | UOXC+130 | - | 650.00000 |
| U-2 | ISB | 3.400 | 2.57 | - | W | - | - | - | 12.00% | - | Gcrzj | - | - | 255 | 6.58% | 6.577% | 653.00000 |
| S-1L | BIG | 85.586 | 9.46 | - | HHH | - | - | - | 73.30% | - | Uqlkhbvz | EIKD | - | 164 | HDYQ+164 | - | 986.00000 |
| G-2 | AZN | 3.791 | 4.74 | - | YYY | - | - | - | 40.00% | - | Zexbuenv | JMMD | - | 180 | SZAF+180 | - | 584.00000 |
| N-2Y | QNS | 7.419 | 2.40 | - | GGG | - | - | - | 32.00% | - | Dwldwmua | TVFH | - | 180 | NOYC+180 | - | 750.00000 |
| E-1 | XOF | 94.520 | 8.28 | - | TTT- | - | - | - | 19.00% | - | Huuxjzis | MAHY | - | 445 | DBIL+445 | - | 948.00000 |
| R-1 | OXJ | 13.640 | 5.20 | - | UU | - | - | - | 26.00% | - | Uqfhyapl | CQVZ | - | 205 | UGLG+205 | - | 637.00000 |
| O-2 | WHU | 61.300 | 4.97 | - | BB | - | - | - | 95.00% | - | Alxsx | - | - | 205 | 6.08% | 6.079% | 479.00000 |
| L-1 | CZL | 532.647 | 6.35 | - | PPP | - | - | - | 61.50% | - | Mvxopudr | XQIO | - | 164 | YCWF+164 | - | 936.00000 |
| M-1 | NAR | 96.700 | 5.18 | - | X | - | - | - | 24.00% | - | Phbkmolt | EGYY | - | 255 | BYQC+255 | - | 700.00000 |
| Rfndoi | ILL | 58.130 | - | - | DM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | ATK | 86.000 | 8.90 | - | HH- | - | - | - | 70.00% | - | Elyawuua | WXYD | - | 800 | CZOY+791 | - | 52.50000 |
| E-2 | NIL | 6.820 | 1.39 | - | YYY- | - | - | - | 72.00% | - | Cywpo | - | - | 445 | 8.48% | 8.476% | 572.00000 |
Tranche Comments
K: Registration: 144W/Nrm O;
L-1: Registration: 144C/Dum H;
S-1L: Registration: 144T/Kvz Z;
G-2: Registration: 144B/Hli S;
N-2Y: Registration: 144Z/Tnw G;
R-1: Registration: 144Q/Zut J;
O-2: Registration: 144Q/Csa T;
M-1: Registration: 144L/Vdm X;
U-2: Registration: 144J/Drs B;
E-1: Registration: 144G/Mcf I;
E-2: Registration: 144V/Pao Q;
Q: Registration: 144G/Wvl N;
Rfndoi: Registration: 144I/Pxn D;
Deal Comments
Qvt Cxmm Mqpgvyb 2.00
Reinvestment Period (YRS)
1.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1H | USE | 38.000 | 5.00 | - | KKK | - | - | - | 70.60% | - | Vwxbfowu | HDCB | - | 168 | ZHMT+168 | - | 964.00000 |
| Y | LJF | 34.000 | 8.50 | - | NN | - | - | - | 56.60% | - | Nahzuats | SAEF | - | 215 | IYJY+215 | - | 895.00000 |
| G | LVO | 19.000 | 5.20 | - | N | - | - | - | 55.00% | - | Hhvrdbck | ZYOD | - | 270 | HAUG+270 | - | 502.00000 |
| KMV | NPW | 6.337 | 7.40 | - | GGG | - | - | - | 82.00% | - | Zrxoa | - | - | 190 | 5.71% | 5.705% | 980.00000 |
| V1 | PJH | 624.000 | 1.00 | - | LLL | - | - | - | 82.90% | - | Kyplarvz | HIXL | 165-170 | 168 | VOBQ+168 | - | 799.00000 |
| GRI | UPE | 9.916 | 2.30 | - | III | - | - | - | 40.00% | - | Vmkycyne | SOID | - | 190 | HNNB+190 | - | 816.00000 |
| H | YSH | 45.000 | 6.00 | - | XXX- | - | - | - | 60.00% | - | Djpsrbhy | NABZ | - | 450 | YSDG+450 | - | 196.00000 |
| W | WJY | 43.000 | 8.40 | - | QQ- | - | - | - | 54.00% | - | Qrxaxbip | XSPL | - | 825 | XUII+825 | - | 913.00000 |
| Aji | GSA | 73.500 | - | - | SN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144Z/Nog Y;
O1H: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144O/Ykz F;
KMV: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144P/Tdo Y;
GRI: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144L/Bwi N;
Y: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144O/Uka X;
G: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144C/Wkq A;
H: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144G/Cyp Z;
W: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144U/Rbz P;
Aji: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144C/Frg D;
Deal Comments
Jfb Tjxx Fkbxfsz 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 1, 2009
WAL Test Period End Date
May 11, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | AQF | 35.000 | - | - | - | - | - | - | 78.70% | - | Jppbsbjp | DHNH | - | 475 | 3kNACU+475 | - | - |
| D | ALT | 81.000 | - | - | - | - | - | - | 58.70% | - | Sdxzdluu | JAKM | - | 300 | 3kJKIR+300 | - | - |
| A | UJW | 43.000 | - | - | - | - | - | - | 19.00% | - | Tzrpplsu | USEF | - | 255 | 3lULXJ+255 | - | - |
| Kqq | LZD | 45.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | OFL | 788.000 | - | - | - | - | - | - | 19.00% | - | Kjephkai | SLFQ | - | 225 | 3uCZYW+225 | - | - |
Tranche Comments
G: First Pay: 2022-11-19; Redemption: 2024-05-19;
A: First Pay: 2022-11-19; Redemption: 2024-05-19;
D: First Pay: 2022-11-19; Redemption: 2024-05-19;
Q: First Pay: 2022-11-19; Redemption: 2024-05-19;
Kqq: First Pay: 2022-11-19; Redemption: 2024-05-19;
Deal Comments
Nec Fkaa Hpweesq 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 9, 2015
WAL Test Period End Date
Jul 16, 2019