| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-E2 | ZIA | 71.000 | - | JY | LJ | GG | - | - | 20.00% | - | Hqojwwlt | NIXJ | - | 170 | DDCQ+170 | - | - |
| T-N2 | MBF | 34.000 | - | AT | BW | J | - | - | 26.00% | - | Gdffqtht | QHSV | - | 195 | SVBE+195 | - | - |
| Z-Y2 | GYL | 93.000 | - | IN | OR | PP- | - | - | 7.00% | - | Qbyulprx | ULST | - | 600 | YDEU+600 | - | - |
| U-O2 | AMO | 1.900 | - | M3 | ZG | KP | - | - | 2.25% | - | Mysvseyh | SVCV | - | 900 | QYFT+813 | - | - |
| H-2-D2 | UPX | 60.000 | - | KW | WD | SSS | - | - | 23.00% | - | Xzbpwkfm | HVFI | - | 160 | IMCL+160 | - | - |
| Y-2-R2 | QSW | 7.000 | - | SC | VA | DDD- | - | - | 46.00% | - | Mvpujpaq | XIBF | - | 410 | MAYD+410 | - | - |
| Zjc | HHR | 189.400 | - | EK | GJ | KB | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1-W1 | XRZ | 65.000 | - | TH | FQ | BBB- | - | - | 38.00% | - | Ddopmmtd | DWTY | - | 300 | ZANE+300 | - | - |
| X-1-N2 | BKK | 427.000 | - | Xss | OK | QQQ | - | - | 23.00% | - | Mqrqhidx | YUGT | - | 135 | APGN+135 | - | - |
Tranche Comments
X-1-N2: Redemption: 2027-01-15; Registration: 144F/Ybb V;
H-2-D2: Redemption: 2027-01-15; Registration: 144C/Ntl K;
C-E2: Redemption: 2027-01-15; Registration: 144T/Nkx V;
T-N2: Redemption: 2027-01-15; Registration: 144B/Rln P;
K-1-W1: Redemption: 2027-01-15; Registration: 144E/Muq K;
Y-2-R2: Redemption: 2027-01-15; Registration: 144Q/Rny P;
Z-Y2: Redemption: 2027-01-15; Registration: 144T/Nqn M;
U-O2: Redemption: 2027-01-15; Registration: 144F/Vjg J;
Zjc: Redemption: 2027-01-15; Registration: 144Y/Auh V;
Deal Comments
Qhkhb. Dtx Gvpp Lhfltrm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 4, 2023