| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | HDY | 88.700 | 8.90 | - | DD | VV | 32.00% | - | Obodwtpn | 3mMl | - | 230 | 3sDr+230 | - | 894.00000 |
| R | OQJ | 22.996 | 1.60 | - | V- | T- | 4.30% | - | Gvuwhsfe | 3yJo | - | 985 | 3aUo+899 | - | 79.00000 |
| K | XPF | 65.197 | 9.60 | - | QQQ- | XXX- | 52.00% | - | Ejrrllud | 3jGe | - | 385 | 3bNw+374 | - | 30.89000 |
| J | JCY | 42.692 | 3.00 | - | R | W | 48.94% | - | Tzrxlwyh | 3xYr | - | 265 | 3bXn+265 | - | 752.00000 |
| G2 | FXG | 27.000 | - | - | OO | BB | - | - | Cjken | XHF | - | - | 5.250% | 5.250% | 230.00000 |
| Duy | GCN | 89.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | FKA | 12.424 | 8.00 | - | NN- | GG- | 9.19% | - | Hmaxpkav | 3lBg | - | 675 | 3xPa+667 | - | 78.60000 |
| Z | XMY | 162.000 | 4.10 | - | KKK | YYY | 53.00% | - | Nxfqtjuo | 3lYl | - | 145 | 3gIo+145 | - | 498.00000 |
Tranche Comments
Z: Redemption: 2026-12-11; Registration: 144P/Jql H;
A1: Redemption: 2026-12-11; Registration: 144J/Rqf E;
G2: Redemption: 2026-12-11; Registration: 144W/Bnz X;
J: Redemption: 2026-12-11; Registration: 144D/Izs Z;
K: Redemption: 2026-12-11; Registration: 144A/Ryt G;
Z: Redemption: 2026-12-11; Registration: 144X/Cyx A;
R: Redemption: 2026-12-11; Registration: 144D/Wst V;
Duy: Redemption: 2026-12-11; Registration: 144E/Xmg S;
Deal Comments
Ivd Vbyy Kokjvnr 2.00. Jao noby bbi npijron dkvl OPM406.2l av OPM456.25l
Reinvestment Period (YRS)
2.7
Reinvestment Period End Date
Mar 8, 2023