| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | LSO | 60.000 | 2.70 | - | CCC- | - | - | - | 84.00% | - | Lzlrwmnx | CEKM | - | 300 | BSGX+300 | - | 113.00000 |
| V | HJT | 57.000 | 34.60 | - | GG- | - | - | - | 7.00% | - | Udrulylv | JYWR | - | 565 | PJPG+565 | - | 261.00000 |
| Z-1 | GTC | 930.000 | 1.10 | - | RRR | OOO | - | - | 46.10% | - | Rwxmpcrv | JAFW | - | 141 | GIIM+141 | - | 443.00000 |
| I-2 | BNQ | 2.000 | 3.10 | - | NN | - | - | - | 64.00% | - | Ejvnj | - | - | 165 | 5.60% | 5.597% | 117.00000 |
| Ril | ZVE | 72.305 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | NIY | 95.000 | 9.10 | - | I | - | - | - | 62.00% | - | Zpxmkzdt | VCPN | - | 200 | YCUW+200 | - | 620.00000 |
| G-2 | JYL | 72.000 | 8.90 | - | - | FFF | - | - | 81.00% | - | Rxrbarje | LZZU | - | 158 | VLPY+158 | - | 630.00000 |
| N-1 | GII | 64.000 | 1.20 | - | MM | - | - | - | 34.00% | - | Wquwbfdd | AQUF | - | 165 | GQJI+165 | - | 825.00000 |
| X-2 | CEU | 5.000 | 64.60 | - | JJJ- | - | - | - | 54.00% | - | Vqpylroh | WXCR | - | 420 | WABG+420 | - | 365.00000 |
Tranche Comments
Z-1: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144E/Nia V;
G-2: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144J/Dqc E;
N-1: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144O/Tpz N;
I-2: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144C/Ofw F;
E: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144D/Amb B;
L-1: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144P/Kdu D;
X-2: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144Z/Ibz H;
V: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144N/Jbr W;
Ril: First Pay: 2025-01-21; Redemption: 2026-07-21; Registration: 144E/Bju B;
Deal Comments
Xtj yjsh ksm sqmwsjy. Hjm Kshh Kjqwjyv 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 11, 2023
WAL Test Period End Date
Oct 7, 2004