| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WZ | IYY | 35.000 | - | DT | - | RR- | - | - | 2.00% | - | Ghopxjti | KPNS | 550e | 565 | DJIL+565 | - | - |
| FQ | THG | 22.000 | - | BP | - | QQ | - | - | 98.00% | - | Dyzqahlo | KJIE | 160n | 165 | EVNF+165 | - | - |
| Iyg | YOD | 62.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1N | ZGK | 80.000 | - | ZA | - | CCC- | - | - | 10.00% | - | Pjbjxsmv | DASK | 285c | 305 | YEGV+305 | - | - |
| UH | LWW | 21.000 | - | CZ | - | B | - | - | 21.00% | - | Ziwywmiz | VSOP | 190e | 195 | MUBH+195 | - | - |
| E2Z | VZM | 2.000 | - | ID | - | SSS- | - | - | 92.00% | - | Gmlbybqu | TMIG | 415g | 440 | YIPT+440 | - | - |
| C1B | ZWX | 786.000 | - | Jgg | - | KS | - | - | 56.00% | - | Pssdfpht | DEZM | 135o | 136 | MWXY+136 | - | - |
| QR | WKW | 8.490 | - | P3 | - | VF | - | - | 8.55% | - | - | - | - | - | - | - | Retained |
| L2I | GBM | 22.000 | - | DD | - | AAA | - | - | 78.50% | - | Zuolfcks | CASO | 150v | 153 | QHLT+153 | - | - |
Tranche Comments
C1B: Redemption: 2026-08-09; Registration: 144Z/Vwv T;
L2I: Redemption: 2026-08-09; Registration: 144Q/Fuq A;
FQ: Redemption: 2026-08-09; Registration: 144O/Vpj I;
UH: Redemption: 2026-08-09; Registration: 144G/Dvb U;
L1N: Redemption: 2026-08-09; Registration: 144W/Bsg M;
E2Z: Redemption: 2026-08-09; Registration: 144F/Udn E;
WZ: Redemption: 2026-08-09; Registration: 144W/Qej F;
QR: Redemption: 2026-08-09; Registration: 144V/Yqr J;
Iyg: Redemption: 2026-08-09; Registration: 144V/Wbt E;
Deal Comments
Fhbhc. Eug Bhcc Hhrqumz 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 2, 2023