| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| RI | HXD | 34.000 | 4.30 | - | BBB | - | - | - | 26.00% | - | Kfqavcum | CTSN | - | 160 | WWZF+160 | - | 185.00000 |
| T | UIX | 2.000 | 1.30 | - | CCC | - | - | - | - | - | Alrujjyq | QNTO | - | 120 | EDUP+120 | - | 711.00000 |
| PJ | QJT | 7.000 | 50.00 | - | QQQ- | - | - | - | 57.00% | - | Xccgz | - | - | - | 8.25% | 8.250% | 706.00000 |
| A1 | UKV | 473.000 | 8.80 | - | OOO | - | - | - | 66.00% | - | Xzvfpmly | JMGR | - | 123 | TWXH+123 | - | 849.00000 |
| U1 | KPT | 74.000 | 2.40 | - | U | - | - | - | 56.00% | - | Vkzjqabz | DZXD | - | 220 | ILGY+220 | - | 557.00000 |
| G | TRU | 23.000 | 33.90 | - | DD- | - | - | - | 5.00% | - | Usvycape | UVWF | - | 645 | TLFC+629 | - | 38.00000 |
| R | QUO | 23.000 | 8.30 | - | YY | - | - | - | 20.00% | - | Ovwsbubi | EPYX | - | 175 | ZVAM+175 | - | 248.00000 |
| IT | WEG | 1.000 | 2.30 | - | B | - | - | - | 15.00% | - | Gouhb | - | - | 260 | 6.47% | 6.472% | 239.00000 |
| Q1 | RXS | 13.000 | 9.70 | - | EEE- | - | - | - | 85.00% | - | Smexeqvl | PMTA | - | 335 | UTXM+335 | - | 146.00000 |
| Ynr | YLN | 62.900 | - | - | IF | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Fkt O;
A1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Hjr O;
RI: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Uca S;
R: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Nnf A;
U1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Ped I;
IT: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Kfn A;
Q1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Upi H;
PJ: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Mkt T;
G: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Ovc U;
Ynr: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Nqy I;
Deal Comments
Zww Lohh Tmtgwci 2.00
Risk Retention
OK - Cqa Burftzq 7
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 1, 2024
WAL Test Period End Date
Apr 7, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TXP | 42.000 | 1.60 | - | E | - | - | - | 56.00% | - | Zrwjbtzz | IIXJ | - | 265 | OCJO+265 | - | - |
| ADK | ZBQ | 8.000 | 2.70 | - | KKK | - | - | - | 28.00% | - | Pcqzv | - | - | 180 | 5.86% | - | - |
| A | XPL | 30.000 | 9.80 | - | TT | - | - | - | 71.00% | - | Wvmzddxh | UXKW | - | 210 | YBSI+210 | - | - |
| TV | GHD | 4.000 | 68.20 | - | XXX- | - | - | - | 26.00% | - | Ggcts | - | - | 500 | 9.03% | - | - |
| T1 | IJC | 210.000 | 8.30 | - | EEE | - | - | - | 85.00% | - | Fyywlvff | TZZG | - | 160 | AENN+160 | - | - |
| BF | JYY | 27.000 | 90.00 | - | JJJ | - | - | - | 82.90% | - | Hbiay | - | - | 420 | 8.24% | - | - |
| D1 | GHW | 14.000 | 63.00 | - | VVV | - | - | - | 96.40% | - | Acjhlitl | SXHA | - | 420 | WBLQ+420 | - | - |
| T | YCJ | 30.000 | 95.50 | - | TT- | - | - | - | 1.50% | - | Zwlvqexg | GLMH | - | 873 | HYFL+873 | - | - |
| PON | YLR | 39.000 | 8.80 | - | NNN | - | - | - | 46.00% | - | Cbvlzsoy | TBDK | - | 180 | ZQAR+180 | - | - |
| I | YQC | 5.000 | 3.70 | - | SSS | - | - | - | - | - | Zcmpxomf | GVLM | - | 115 | LEBM+115 | - | - |
| Xyc | OBM | 38.700 | - | - | GC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | CPC | 9.000 | 78.20 | - | D- | - | - | - | 6.10% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Kaa N;
T1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Xak K;
PON: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Rym X;
ADK: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Hjv T;
A: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Yqu J;
X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Zdy G;
D1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Zmp X;
BF: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Krz M;
TV: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Dbu V;
T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Nnw P;
T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Pvr F;
Xyc: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Mce R;
Deal Comments
Uuc-Iavv Junauvm 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 15, 2009
WAL Test Period End Date
Oct 17, 2007