| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QZD | 173.000 | 3.10 | - | LLL | LLL | 52.00% | - | Vmdfdlhe | 3aPi | - | 110 | 3qKo+110 | - | 595.00000 |
| M | EHX | 74.000 | 7.50 | - | E | C | 52.90% | - | Mjbxbhqe | 3kGp | - | 330 | 3kFu+330 | - | 369.00000 |
| Z | XYF | 59.000 | 9.60 | - | OOO | DDD- | 52.83% | - | Mmxvhklz | 3tXa | - | 430 | 3aAq+430 | - | 887.00000 |
| J | MIX | 51.000 | 2.70 | - | Q- | V- | 4.40% | - | Rqjhjlpf | 3xBk | - | - | 3vFz+847 | - | - |
| Eoi | DZN | 98.600 | - | - | OR | UY | - | - | - | - | - | - | - | - | Retained |
| Y | ICB | 49.000 | 6.70 | - | BB- | VV- | 87.36% | - | Wwhlzhqt | 3dPu | - | - | 3zAi+658 | - | - |
| A-1 | KTY | 75.000 | 1.80 | - | HH | BB | 46.80% | - | Tffddplq | 3pHh | - | 225 | 3zAm+225 | - | 479.00000 |
| K-2 | ZCO | 50.000 | 3.50 | - | FF | CC | 98.70% | - | Dkrjn | BHZ | - | - | 3.00% | 3.000% | 565.00000 |
Tranche Comments
N: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144Z/Lwy K;
A-1: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144K/Kbr T;
K-2: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144U/Ppe V;
M: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144H/Nml H;
Z: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144J/Rvf E;
Y: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144F/Rxj C;
J: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144P/Wjm O;
Eoi: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144Q/Rcd Z;
Deal Comments
Ybh Tpll Vknibhy 1.00
Reinvestment Period (YRS)
6