| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YLD | 72.000 | - | OO | P | - | - | - | 67.00% | - | Kzeczvpr | JXFH | - | 375 | YXPH+375 | - | - |
| QG | GVQ | 34.000 | - | TM | CCC | - | - | - | 98.00% | - | Pvsvytte | WTCT | - | 230 | ACVE+230 | - | - |
| N1 | QWD | 94.000 | - | BX | OOO | - | - | - | 36.60% | - | Rpyshxfu | JQDY | - | 657 | YBAX+657 | - | - |
| Eha | WUK | 51.710 | - | MP | CA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| TO | XPC | 6.000 | - | GB | DDD | - | - | - | 40.10% | - | Rwxza | - | - | - | 9.973% | - | - |
| R | HGO | 63.000 | - | OF | CC- | - | - | - | 5.00% | - | Gcbhqkdz | CDTM | - | 915 | ZULA+915 | - | - |
| Y1 | BGE | 448.000 | - | Kss | PPP | - | - | - | 68.00% | - | Bkkslpdg | WWNR | - | 192 | UNUV+192 | - | - |
| G | COR | 75.000 | - | GW | EE | - | - | - | 44.00% | - | Dbcvmxhr | MBEB | - | 265 | EMQY+265 | - | - |
Tranche Comments
Y1: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144N/Akl W;
QG: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144N/Zyx Q;
G: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144U/Lrp C;
D: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144B/Vsn P;
N1: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144N/Rei N;
TO: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144J/Xvl I;
R: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144U/Raq H;
Eha: First Pay: 2023-07-20; Redemption: 2025-04-20; Registration: 144M/Bfn V;
Deal Comments
Xvy Bnpp Jusmvir 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 14, 2002
WAL Test Period End Date
Dec 30, 2015