| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RVR | 3.000 | 4.80 | - | VVV | - | - | - | - | - | Txkzuhma | UJTT | - | 115 | DNOT+115 | - | - |
| AB | TAN | 11.000 | 16.00 | - | NNN | - | - | - | 91.40% | - | Svjba | - | - | 420 | 8.24% | - | - |
| NR | ZJS | 7.000 | 43.80 | - | QQQ- | - | - | - | 90.00% | - | Vrhaw | - | - | 500 | 9.03% | - | - |
| DQI | AZP | 9.000 | 2.10 | - | CCC | - | - | - | 75.00% | - | Ihrgo | - | - | 180 | 5.86% | - | - |
| N | TQC | 79.000 | 70.20 | - | CC- | - | - | - | 4.30% | - | Fyxerwqh | DSZE | - | 873 | PWVU+873 | - | - |
| ETB | RSU | 75.000 | 1.30 | - | LLL | - | - | - | 31.00% | - | Mxrowctj | BNVV | - | 180 | ZKHJ+180 | - | - |
| U | EIH | 79.000 | 1.30 | - | QQ | - | - | - | 33.00% | - | Abyexqyg | KJFI | - | 210 | HPCI+210 | - | - |
| O1 | RMS | 330.000 | 7.90 | - | YYY | - | - | - | 28.00% | - | Slfqmxfo | PYIB | - | 160 | GMBY+160 | - | - |
| P | CGL | 39.000 | 8.60 | - | S | - | - | - | 46.00% | - | Llknobmn | LGVO | - | 265 | YQPY+265 | - | - |
| V1 | OHU | 12.000 | 49.00 | - | QQQ | - | - | - | 57.70% | - | Tybcurpx | EYIN | - | 420 | VHKN+420 | - | - |
| B | OZI | 5.000 | 49.90 | - | E- | - | - | - | 1.20% | - | - | - | - | - | - | - | Retained |
| Xdw | HRI | 72.800 | - | - | LP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Elf T;
O1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Wdt E;
ETB: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Ose N;
DQI: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Ofp I;
U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Hdl H;
P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Wkh F;
V1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Zaj L;
AB: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Nvm J;
NR: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Riq T;
N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Zta R;
B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Kun U;
Xdw: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Hvf Y;
Deal Comments
Lfl-Rvgg Xhsgflt 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 21, 2022
WAL Test Period End Date
Apr 25, 2023