| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | GLX | 12.500 | 9.90 | Pp3 | - | ZZ- | 5.50% | - | Vzphdkqh | 3xSl | - | 650 | 3iNe+624 | - | 51.00000 |
| V | KLC | 6.000 | 3.00 | P3 | - | U- | 1.60% | - | Rqmhbcpy | 3cKh | - | 868 | 3iFw+817 | - | 62.10000 |
| Gmmqnd | SEB | 79.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | PHT | 537.000 | 6.10 | Qoo | - | QQQ | 70.00% | - | Ulkvyfcf | 3mYb | - | 120 | 3qUy+120 | - | 943.00000 |
| D | DQK | 50.000 | 3.00 | Cs2 | - | RR | 26.00% | - | Akkstwhw | 3mJu | - | 190 | 3gHq+190 | - | 515.00000 |
| F | HXV | 20.000 | 6.10 | L2 | - | L | 82.00% | - | Pjroovbs | 3lMz | - | 240 | 3dXt+240 | - | 182.00000 |
| T | HZR | 64.300 | 3.90 | Cff3 | - | III- | 13.40% | - | Kyeayfod | 3fTh | - | 370 | 3sGd+370 | - | 858.00000 |
Tranche Comments
W: First Pay: 2024-08-15; Redemption: 2025-05-08; Registration: 144B/Hcd V;
D: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144X/Zso W;
F: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144U/Aer O;
T: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144H/Lbr A;
H: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144E/Rtq J;
V: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144K/Phy R;
Gmmqnd: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144L/Nem L;
Deal Comments
Ntx Whpp Aemgtuz 1.0
Risk Retention
BI/IG - Yru
WAL Test Period End Date
Feb 26, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ZIB | 557.200 | 8.60 | Rxx | - | NNN | 58.91% | - | Myoqvsos | 3aAt | - | 150 | 3bWr+150 | - | 271.00000 |
| R | LST | 38.200 | 5.10 | Fg2 | - | WW | 50.60% | - | Pbujrmps | 3zBu | - | 240 | 3qHa+240 | - | 467.00000 |
| L | BQE | 27.700 | 7.00 | Dn3 | - | AA- | 8.39% | - | Afmlcfoo | 3xDz | - | 825 | 3kEw+773 | - | 46.00000 |
| Q | LWT | 93.900 | 1.10 | B2 | - | G | 14.00% | - | Xuwkzkwm | 3iAj | - | 320 | 3iXm+320 | - | 203.00000 |
| N | EXT | 10.800 | 3.10 | Wtt3 | - | PPP- | 71.77% | - | Fyjkuevm | 3vHg | - | 520 | 3lSy+520 | - | 518.00000 |
| Teeetb | JEV | 46.300 | - | ZJ | - | SY | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Redemption: 2024-11-30; Registration: 144Q/Gpv T;
R: Redemption: 2024-11-30; Registration: 144K/Eof D;
Q: Redemption: 2024-11-30; Registration: 144B/Meb M;
N: Redemption: 2024-11-30; Registration: 144G/Cnk F;
L: Redemption: 2024-11-30; Registration: 144Y/Xnw C;
Teeetb: Redemption: 2024-11-30; Registration: 144X/Wjc V;
Deal Comments
Bph Omtt Tfntpyv 1.00
Risk Retention
TE - Xsdhqscdeb