| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | MAV | 96.000 | 8.30 | - | Y+ | - | - | - | 81.00% | - | Emvqhmaw | XMWL | - | 350 | UWQW+350 | - | - |
| N | YFP | 34.100 | 87.10 | - | BB- | - | - | - | 5.50% | - | Ehycotez | ZLLZ | - | 900 | YWOK+847 | - | - |
| Lml | PJO | 99.300 | - | - | KB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | VSA | 46.000 | 9.60 | - | BB | - | - | - | 33.00% | - | Pbpsyjfs | DQNF | - | 275 | JQSZ+275 | - | - |
| U | JOP | 82.000 | 7.90 | - | AAA- | - | - | - | 15.60% | - | Rzzbrivt | TQQC | - | 545 | VOPO+545 | - | - |
| G-2 | XKL | 61.000 | 8.30 | - | EEE | - | - | - | 67.00% | - | Ohqfztqq | IVUB | - | 235 | EEFV+235 | - | - |
| T-1 | FZR | 473.000 | 6.10 | - | JJJ | - | - | - | 14.00% | - | Ybblhedk | SKFW | - | 205 | AMTD+205 | - | - |
Tranche Comments
T-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144L/Nje U;
G-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Z/Atw I;
V: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144C/Nif S;
V: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144B/Vqq B;
U: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144D/Hfn O;
N: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144P/Mcf T;
Lml: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144B/Chq X;
Deal Comments
Qxx Kyuu Nyarxzp 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 2, 2023