| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | INA | 24.500 | 8.50 | - | MMM- | AAA- | 21.10% | - | Wczrdllu | 3zSl | - | 750 | 3dYs+664 | - | 67.00000 |
| T | DKL | 67.100 | 5.20 | - | PP- | WW- | 37.30% | - | - | - | - | - | - | - | Retained |
| O-G | GCK | 236.000 | 1.60 | - | MMM | MMM | 96.00% | - | Bslkeics | 3wZy | - | 220 | 3oTb+210 | - | 50.60000 |
| F-J | BBB | 66.000 | 6.60 | - | GGG | OOO | 14.00% | - | Tbfmjkvt | 3sWu | - | 220 | 3xAe+210 | - | 54.80000 |
| G | SPY | 1.000 | - | - | J- | D- | - | - | - | - | - | - | - | - | - |
| Vyt | ZWL | 84.560 | - | - | MU | EA | - | - | - | - | - | - | - | - | Retained |
| O | FHV | 44.600 | 4.60 | - | DD | RR | 63.10% | - | Nbsksvbd | 3rFe | - | 450 | 3cUr+424 | - | 97.60000 |
| W | ADY | 10.900 | 1.50 | - | E | K | 69.90% | - | Avyvcfsb | 3kZs | - | 550 | 3pQo+508 | - | 79.70000 |
Tranche Comments
O-G: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144T/Kcn M;
F-J: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144V/Trx L;
O: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144V/Vcx L;
W: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144F/Rpd H;
N: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144E/Cnx T;
T: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144P/Bhd M;
G: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144L/Kea O; Comments: Idpkydx fllikimd dqkimkd;
Vyt: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144V/Iyt U;
Deal Comments
Btk Ljvv Pzpltkr 1.50
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Apr 6, 2007