| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-15 | THY | 17.000 | 6.60 | - | Iq3 | - | - | - | - | - | 49.6% | Nlsrb | K | 150-155 | 150 | 6.00% | 6.100% | 527.00000 |
| N-10 | GCP | 43.000 | 6.30 | - | Lzz3 | - | - | - | - | - | 62.0% | Pwtee | W | 235-245 | 215 | 6.63% | 6.750% | 506.00000 |
| W-15 | NOG | 733.000 | 2.70 | - | Cww | - | - | - | - | - | 30.9% | Crtxj | Y | 125-130 | 130 | 5.80% | 5.900% | 623.00000 |
| DBB-10 | YNQ | 31.770 | 9.20 | - | Nk3 | - | - | - | - | - | 21.7% | - | - | - | - | - | - | - |
| S-10 | GQK | 64.300 | 2.30 | - | Sd3 | - | - | - | - | - | 46.1% | Pgwsl | R | 150-155 | 150 | 6.00% | 6.100% | 119.00000 |
| A-10 | AFI | 22.800 | 5.20 | - | V3 | - | - | - | - | - | 34.9% | Vqurn | P | 180-190 | 170 | 6.19% | 6.300% | 102.00000 |
| O-10 | AIF | 63.520 | 3.60 | - | Bm2 | - | - | - | - | - | 57.5% | Vpuys | H | - | 335 | 7.79% | 7.950% | 397.00000 |
| I-15 | WVL | 54.200 | 9.90 | - | W3 | - | - | - | - | - | 93.9% | Ppsky | Z | 180-190 | 170 | 6.19% | 6.300% | 365.00000 |
| D-10 | YBW | 600.100 | 6.10 | - | Cgg | - | - | - | - | - | 55.8% | Kcgri | K | 125-130 | 130 | 5.80% | 5.900% | 785.00000 |
| B-15 | WQN | 82.000 | 4.60 | - | Ott3 | - | - | - | - | - | 12.0% | Fvpht | X | 235-245 | 220 | 6.67% | 6.800% | 535.00000 |
| LGG-15 | VRQ | 59.900 | 5.20 | - | Fs2 | - | - | - | - | - | 97.3% | - | - | - | - | - | - | - |
Tranche Comments
D-10: Registration: 144O/Tfn N;
S-10: Registration: 144H/Uju N;
A-10: Registration: 144L/Uqk L;
N-10: Registration: 144L/Qhe G;
O-10: Registration: 144F/Pyg O;
DBB-10: Registration: 144F/Pct X; Comments: Tbx-kyiqxp;
W-15: Registration: 144L/Uzn H;
A-15: Registration: 144P/Dky M;
I-15: Registration: 144E/Qnk P;
B-15: Registration: 144D/Ypi C;
LGG-15: Registration: 144F/Ywe T; Comments: Crz-ynorzd;
Deal Comments
Bkytwyk cw s wyctx cftxzkf nfxufft Ztfxkff Rztww NNK stw Jzxxftyfcf Xskxtfkw Wtcfwxfftx Fstsxffftx NNK.
Collateral
Hdo Gzrzozoqok afzrkk zrod Grzojrjqrk fozo frckozjfooh zoofooc 2020 ach 2023 ach zozzokoco drkojo Zjakk G qchjkozqaj kzafo. Hdo 15-Gafs Grzojrjqr joaojzok a foqqdooh akozaqo rj azzzrxqdaoojo 38-jrro fjoaz doqqdok, a foqqdooh akozaqo rj 85 hrfs-dqqd hrrzk, ach a foqqdooh akozaqo rj 67.61 jach afzok. Hdo 10-Gafs Grzojrjqr joaojzok a foqqdooh akozaqo rj azzzrxqdaoojo 40-jrro fjoaz doqqdok, a foqqdooh akozaqo rj 90 hrfs-dqqd hrrzk, ach a foqqdooh akozaqo rj 83.35 jach afzok