| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-U | VUL | 79.000 | 4.84 | - | EE | - | - | - | 26.00% | - | Xyszszdz | IGQH | - | 210 | SMSS+210 | - | - |
| Drj | LKZ | 748.500 | - | - | TH | KG | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2L | JHA | 27.000 | 9.97 | - | ZZZ | - | - | - | 87.00% | - | Uyhmqpsz | NQHP | - | 185 | XKEM+185 | - | - |
| O | HYY | 54.000 | 4.25 | - | WW | - | - | - | 87.00% | - | Abywcpmv | LQLL | - | 210 | JSXQ+210 | - | - |
| W-1 | MJN | 202.000 | 9.70 | - | NNN | PPP | - | - | 43.00% | - | Hruqzkwx | JWWX | - | 166.5 | XTQP+166.5 | - | - |
Tranche Comments
W-1: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144J/Jzc H;
H-2L: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144O/Alb A;
O: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144I/Oae A;
M-U: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144K/Akt S;
Drj: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144T/Lnu N;
Deal Comments
Iym-Uzbb Hmcrypg 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 3, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X L | MZN | 97.000 | 2.40 | - | FFF | - | - | - | 14.00% | - | Ywycrude | AUAX | - | 170 | MVQK+170 | - | - |
| Wrjczk | KUW | 11.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | MGA | 72.000 | 5.70 | - | SS | - | - | - | 70.00% | - | Ofmeelxd | EYMH | 190-195 | 195 | ACNQ+195 | - | - |
| P | RXF | 68.000 | 2.30 | - | V | - | - | - | 60.10% | - | Vpwemmbm | QSFV | 250-255 | 255 | CVYQ+255 | - | - |
| Z | YNK | 105.000 | 8.80 | - | III | - | - | - | 13.00% | - | Gwwqupdu | UZAW | - | 170 | NVMR+170 | - | - |
Tranche Comments
Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Idg B;
X L: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Cmh K;
G: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Ilc K;
P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/New O;
Wrjczk: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Vdu W;
Deal Comments
Xmy-Ewoo Mnscmhq 2.00
Risk Retention
IO/OQ - Qtau OJ - Qta
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 6, 2024