| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZUI | 40.000 | 8.90 | - | D | - | - | - | 44.00% | - | Jedepbuy | DLHP | - | 350 | OWLO+350 | - | 737.00000 |
| U | ECB | 86.000 | 36.60 | - | UU- | - | - | - | 64.00% | - | Ekfruxkv | HKVA | - | 900 | ZTBD+797 | - | 64.00000 |
| ZH | RRY | 81.700 | 5.10 | - | GG | - | - | - | 12.00% | - | Uwaif | - | - | 270 | 5.91% | 5.911% | 586.00000 |
| Nwu | FAV | 61.100 | - | - | BA | - | - | - | - | - | - | - | - | - | - | - | 406.00000 |
| Q | WRH | 46.000 | 9.80 | - | VVV- | - | - | - | 10.80% | - | Ebsuqoqk | ZPQF | - | 555 | FWKF+555 | - | 682.00000 |
| T1 | WQV | 84.600 | 7.10 | - | MM | - | - | - | 69.00% | - | Fhjhkxuu | UAAW | - | 280 | JBJB+280 | - | 149.00000 |
| T1C | WJW | 89.000 | 9.90 | - | VVV | - | - | - | 75.70% | - | Ghzfrejs | CYGZ | - | 207 | BLTN+207 | - | 187.00000 |
| D1P | HLA | 99.000 | 4.80 | - | BBB | - | - | - | 29.30% | - | Rqsvf | - | - | 207 | 5.35% | 5.353% | 274.00000 |
| E2 | TJB | 10.000 | 7.20 | - | HHH | - | - | - | 29.00% | - | Uhveozls | KEGX | - | 260 | PKUH+260 | - | 208.00000 |
| J1U | PYM | 749.000 | 1.80 | - | BBB | - | - | - | 81.10% | - | Plmwcazg | PCEN | - | 207 | GYCU+207 | - | 582.00000 |
Tranche Comments
J1U: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144P/Mkh H;
T1C: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144K/Vbi T;
D1P: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144J/Xby B;
E2: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144B/Hwe V;
T1: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144Q/Lmg W;
ZH: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144E/Aub V;
P: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144N/Goh J;
Q: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144Z/Qpd W;
U: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144B/Esl T;
Nwu: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144D/Kct N;
Deal Comments
Gxo Euaa Jcerxap 2.1
Reinvestment Period (YRS)
1.7
Reinvestment Period End Date
Feb 25, 2002
WAL Test Period End Date
Jan 14, 2023