| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BCB | 61.000 | 1.60 | BQ | - | ZZ | - | - | 76.00% | - | Hcrmxjho | VKZD | - | 185 | NKQX+185 | - | - |
| B1 | WZH | 91.000 | 2.70 | IG | - | OOO | - | - | 99.00% | - | Fqchymcp | YTXZ | - | 330 | HYTO+330 | - | - |
| O1 | FYQ | 100.000 | 6.50 | Yuu | - | GGG | - | - | 16.00% | - | Lsvfepqh | JPKH | - | 145 | KNBN+145 | - | - |
| NI | PWL | 29.000 | 5.70 | NO | - | YYY | - | - | 61.00% | - | Ixqqbbrm | HNVL | - | 165 | UDQN+165 | - | - |
| O | MRR | 27.000 | 3.40 | SJ | - | J | - | - | 40.00% | - | Phkauemz | TTHV | - | 220 | ZIJB+220 | - | - |
| RU | MTH | 7.600 | 42.50 | IC | - | BBB- | - | - | 16.90% | - | Tplrd | Eqlil | - | 450 | 8.32% | - | - |
| Zeq | IWD | 27.000 | - | XV | - | PC | - | - | - | - | - | - | - | - | - | - | Retained |
| J | NXK | 17.300 | 51.20 | OQ | - | RR- | - | - | 3.00% | - | Xqkzueba | PNKD | - | 725 | SSAZ+709 | - | - |
Tranche Comments
O1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144M/Iqb G;
NI: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144W/Ltj T;
N: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144F/Njm M;
O: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Zzz N;
B1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144N/Avm U;
RU: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144B/Mej Z;
J: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144V/Dwy G;
Zeq: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144M/Ekn P;
Deal Comments
Szb-Wqmm Wgvnzwd 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 15, 2023
WAL Test Period End Date
Dec 9, 2020