| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2L | AHA | 94.000 | 5.00 | - | DD | - | - | - | 28.90% | - | Wchuh | - | - | - | 6.49% | - | - |
| U-1 | EBY | 618.000 | 7.80 | - | AAA | - | - | - | 30.00% | - | Pppabhti | UTUR | - | 240 | SNIK+240 | - | - |
| V-2V | ZCK | 43.000 | 3.00 | - | CC | - | - | - | 43.80% | - | Cfbdjczr | IPAW | 315-325 | 320 | KQTO+320 | - | - |
| N | CIA | 79.000 | 1.70 | - | DD- | - | - | - | 44.00% | - | - | - | - | - | - | - | Retained |
| Q-2 | VFB | 4.900 | 3.40 | - | QQQ- | - | - | - | 82.30% | - | Xjxqvvmy | SEMV | - | 601 | BTCP+601 | - | - |
| Erzluv | CRH | 96.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 Ocdu | GAQ | 542.000 | 1.90 | - | FFF | - | - | - | 71.00% | - | Bkzjuyyk | XJCU | - | 240 | TWCD+240 | - | - |
| H | EHM | 30.000 | 9.10 | - | H | - | - | - | 63.00% | - | Ukeoferb | AFBF | - | 410 | EYEG+410 | - | - |
| M-1 | CBQ | 22.700 | 8.80 | - | OOO | - | - | - | 41.20% | - | Bsvaqwhc | XZOB | - | 550 | QKKT+550 | - | - |
Tranche Comments
U-1 Ocdu: First Pay: 2023-07-15; Redemption: 2024-01-15;
U-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
V-2V: First Pay: 2023-07-15; Redemption: 2024-01-15;
D-2L: First Pay: 2023-07-15; Redemption: 2024-01-15;
H: First Pay: 2023-07-15; Redemption: 2024-01-15;
M-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
Q-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
N: First Pay: 2023-07-15; Redemption: 2024-01-15;
Erzluv: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Dhh Lmjj Ipzrhtu 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 8, 1996