| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | EFH | 43.000 | - | - | III- | - | - | - | 59.00% | - | Wnyyfdln | EVAN | 320-335 | 325 | CNQQ+325 | - | - |
| O | KUY | 20.000 | - | - | PP | - | - | - | 75.00% | - | Ycrwxeab | AJCE | 170-175 | 175 | EQOE+175 | - | - |
| Y | KPI | 34.000 | - | - | K | - | - | - | 18.00% | - | Aybqdcxc | VKIT | 200-210 | 210 | HEZE+210 | - | - |
| N-J-1 | AJE | 86.000 | - | - | UUU | - | - | - | 68.00% | - | Kufpzdoe | MLGG | - | 142 | ASOR+142 | - | - |
| O | NIW | 464.000 | - | - | EEE | - | - | - | 19.00% | - | Jfkyopzv | GYDV | 141-142 | 142 | INWM+142 | - | - |
| G | ZYZ | 26.000 | - | - | UU- | - | - | - | 84.00% | - | - | - | - | - | - | - | Retained |
| M-L-2 | NKC | 68.000 | - | - | JJJ | - | - | - | 84.00% | - | Gquolhhd | LWWM | - | 142 | ATCY+142 | - | - |
| Yex | ZSL | 77.360 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Redemption: 2027-03-26; Registration: 144B/Uqt N;
N-J-1: Redemption: 2027-03-26; Registration: 144T/Efm P;
M-L-2: Redemption: 2027-03-26; Registration: 144D/Prc W;
O: Redemption: 2027-03-26; Registration: 144T/Dln S;
Y: Redemption: 2027-03-26; Registration: 144O/Kkh I;
H: Redemption: 2027-03-26; Registration: 144H/Jzu P;
G: Redemption: 2027-03-26; Registration: 144F/Ehe R;
Yex: Redemption: 2027-03-26; Registration: 144K/Ncg F;
Deal Comments
Gbv-Hsll Yylvbnk 2.00. Vly nysl wsd qcdvcyn dlbw RG$405.3w sb RG$455.35w
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 12, 2023