| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | XGB | 37.500 | 3.50 | - | NN | - | - | - | 64.00% | - | Ksculmeg | DIIQ | - | 390 | 3oLHQW+390 | - | - |
| O | WZZ | 73.000 | 8.20 | - | XXX- | - | - | - | 48.00% | - | Kmschchz | ZWKA | - | 730 | 3yCYDY+676 | - | - |
| K2 | JKX | 99.000 | 8.40 | - | XXX | - | - | - | 83.90% | - | Ltfad | - | - | 275 | 6.18% | - | - |
| U2 | JHU | 2.000 | 7.40 | - | FF | - | - | - | 28.00% | - | Rgilg | - | - | 380 | 7.10% | - | - |
| G | ASG | 54.000 | 6.90 | - | F | - | - | - | 15.00% | - | Wbzzeume | PLAO | - | 525 | 3iTAQL+525 | - | - |
| Ytuw | VXI | 31.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1 | IFK | 153.300 | 4.60 | - | QQQ | - | - | - | 23.90% | - | Wfmpscmz | SPJW | - | 280 | 3uYGIX+280 | - | - |
Tranche Comments
Y1: First Pay: 2023-07-15; Redemption: 2025-03-08;
K2: First Pay: 2023-07-15; Redemption: 2025-03-08;
O1: First Pay: 2023-07-15; Redemption: 2025-03-08;
U2: First Pay: 2023-07-15; Redemption: 2025-03-08;
G: First Pay: 2023-07-15; Redemption: 2025-03-08;
O: First Pay: 2023-07-15; Redemption: 2025-03-08;
Ytuw: First Pay: 2023-07-15; Redemption: 2025-03-08;
Deal Comments
Nwn Bccc Cxgywcj 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 2, 1998