| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | OAA | 322.000 | - | - | - | EEE | - | - | 96.00% | - | Zrdovpyf | HBSF | - | 265 | WBGW+265 | - | - |
| DL | NBE | 7.400 | - | - | - | ZZ | - | - | 60.10% | - | Ehmwb | - | - | - | 6.057% | - | - |
| S1 | GHB | 73.000 | - | - | - | BB- | - | - | 7.00% | - | Fszhudbt | DZBB | - | 685 | JVSV+685 | - | - |
| Byi | NNB | 25.600 | - | - | - | CU | - | - | - | - | - | - | - | - | - | - | Retained |
| X | HRO | 17.000 | - | - | - | N | - | - | 90.67% | - | Fsfpyidh | YAUO | - | 425 | KIXL+425 | - | - |
| J | PQT | 29.000 | - | - | - | EEE- | - | - | 29.00% | - | Xpjrtehf | MLUY | - | 528 | LBLU+528 | - | - |
| G2 | CNH | 9.000 | - | - | - | T+ | - | - | 7.00% | - | Gyjaddym | IKYQ | - | 880 | UPZJ+880 | - | - |
| V2 | JOG | 77.000 | - | - | - | BBB | - | - | 43.00% | - | Fsrcauir | JNWR | - | 300 | GQBW+300 | - | - |
| C1 | OPC | 44.300 | - | - | - | QQ | - | - | 54.50% | - | Upkkozve | PAIS | - | 340 | LUYF+340 | - | - |
Tranche Comments
Z1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144Q/Vov V;
V2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144E/Jnv X;
C1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144B/Ldb U;
DL: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144E/Vpt K;
X: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144F/Yki T;
J: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144D/Anc D;
S1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144T/Qao V;
G2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144T/Pck H;
Byi: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144K/Eus Y;
Deal Comments
Yyb Garr Mxmryro 1.00