| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | LAW | 43.000 | - | - | - | AA | - | - | 58.00% | - | Vrzyepnb | MGQQ | - | 210 | ZGOM+210 | - | 860.00000 |
| Y | IBX | 6.376 | - | T3 | - | - | - | - | 6.63% | - | Wuqfoykk | KGBW | - | 870 | JLMT+840 | - | 47.37000 |
| Y | PCL | 276.000 | - | Gdd | - | - | - | - | 62.00% | - | Pfyroitt | ZHOM | - | 155 | CWZQ+155 | - | 384.00000 |
| K | FFM | 26.000 | - | - | - | Y | - | - | 53.00% | - | Wvpfpdpd | LAQK | - | 250 | VHVH+250 | - | 791.00000 |
| Z | XGW | 77.000 | - | - | - | TTT- | - | - | 11.00% | - | Psqeehwj | CLKR | - | 400 | TCUI+400 | - | 172.00000 |
| C | LSW | 10.000 | - | - | - | AA- | - | - | 9.00% | - | Csuruuvq | PBEH | - | 790 | YFXF+775 | - | 64.00000 |
| Zzg | ANL | 19.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144G/Bla U;
F: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144K/Vey D;
K: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Z/Hbo Y;
Z: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144B/Kjr H;
C: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144J/Uve P;
Y: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144J/Hwz N;
Zzg: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144D/Ade C;
Deal Comments
Sqx Uuyy Mwwwqas 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 3, 2001
WAL Test Period End Date
Jul 22, 2025