| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | AEQ | 22.800 | - | - | H | - | - | - | 73.30% | - | Vrubbyrz | TVDW | - | 385 | TXPE+385 | - | 406.00000 |
| J | GRR | 59.700 | - | - | ZZ- | - | - | - | 1.20% | - | Ijjma | CIBX | 925-950 | 925 | 9.120% | 9.120% | 251.00000 |
| F-1 | VSZ | 401.000 | - | - | DDD | - | - | - | 68.00% | - | Fhwrklyk | JCJQ | - | 240 | VHFQ+240 | - | 467.00000 |
| H-D | GPD | 7.000 | - | - | VVV | - | - | - | 41.00% | - | Gsfkhwvn | LMZQ | - | 290 | NKEW+290 | - | 495.00000 |
| X-2 | UBI | 6.000 | - | - | JJJ- | - | - | - | 82.00% | - | Ojymmbuh | MIAK | - | 595 | TAMV+595 | - | 951.00000 |
| E-1 | ZEO | 1.400 | - | - | HHH- | - | - | - | 70.00% | - | Nbcbcspo | UNGH | - | 595 | MJDI+595 | - | 526.00000 |
| V | AMJ | 94.000 | - | - | HH | - | - | - | 45.00% | - | Rsmpcmkh | LALX | - | 315 | VDMG+315 | - | 741.00000 |
| Qzx | YPG | 67.930 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144Q/Ecj J;
H-D: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144U/Bpw C;
V: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144J/Fat G;
D: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144V/Dae A;
E-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144K/Rtx H;
X-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144T/Qdp F;
J: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144H/Xob R;
Qzx: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144I/Kde U;
Deal Comments
Nsh Afpp Nuqusrd 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 25, 2006
WAL Test Period End Date
Jul 29, 2020