| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2H | MHM | 2.300 | 8.30 | NN | - | Q | - | - | 67.00% | - | Cpwyvabn | IGAC | - | 501 | 3vLAYZ+501 | - | - |
| H1 | JPH | 164.000 | 9.96 | Xkk | - | SO | - | - | 57.00% | - | Iqlrjhsu | VCGO | - | 239 | 3uMWVA+239 | - | - |
| L1J | GAI | 5.000 | 4.55 | OU | - | L | - | - | 23.00% | - | Giyhz | - | - | - | 8.47% | - | - |
| Ckf | TQN | 80.300 | - | JX | - | FV | - | - | - | - | - | - | - | - | - | - | Retained |
| SZ | ANW | 11.000 | 1.97 | UJ | - | UUU | - | - | 47.00% | - | Ilqyymqq | YWEV | - | 307 | 3hVWBM+307 | - | - |
| D1X | HVY | 1.000 | 5.72 | CJ | - | D | - | - | 56.00% | - | Hzclwwbe | HUAB | - | 461 | 3qXKGO+461 | - | - |
| X | PLW | 54.000 | 8.70 | NW | - | BB | - | - | 79.00% | - | Febycwfu | JIFQ | - | 356 | 3tUIFU+356 | - | - |
| S2H | ZQJ | 46.500 | 7.62 | OU | - | K | - | - | 31.31% | - | Shtxdiat | XECW | - | 440 | 3fCGZV+440 | - | - |
| RW | MIN | 5.000 | 3.84 | ZS | - | WWW- | - | - | 51.00% | - | Sscvv | - | - | - | 9.64% | - | - |
| Z1 | NBN | 29.000 | 4.30 | AB | - | VVV- | - | - | 90.00% | - | Chxosipv | WHUW | - | 614 | 3mNWFF+614 | - | - |
Tranche Comments
H1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144L/Gvv I;
SZ: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144T/Xcs O;
X: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144N/Etr O;
S2H: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144I/Caf N;
H2H: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144J/Clj B;
D1X: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144I/Afg I;
L1J: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144M/Jrn E;
Z1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144U/Phn L;
RW: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144H/Fte I;
Ckf: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144J/Hqe Q;
Deal Comments
Ysj Knff Jgpasnc 1.00
Risk Retention
JF - Iam, Mznyvaa 7
WAL Test Period End Date
Sep 4, 2001