| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | WOT | 591.000 | - | NA | UUU | DH | - | - | 52.00% | - | Nmaflack | WHCS | - | 136 | LQBB+136 | - | - |
| U-1 | BQH | 82.000 | - | UE | LLL- | FC | - | - | 17.00% | - | Pbztlkzt | UWAH | - | 295 | UNYR+295 | - | - |
| Lcv | ABN | 33.000 | - | EL | HQ | ME | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | LHM | 1.600 | - | LI | DD | GV | - | - | 95.00% | - | Cwkfr | KNQG | - | 168 | 4.936% | - | - |
| K-2 | LCZ | 2.300 | - | HN | BBB- | IV | - | - | 91.00% | - | Whkbt | HGPI | - | 405 | 7.342% | - | - |
| I-2 | JZX | 54.000 | - | FT | RRR | AF | - | - | 14.00% | - | Lrmkoxxg | JVPR | - | 150 | YMGQ+150 | - | - |
| J-1 | NJX | 83.900 | - | YK | MM | HE | - | - | 53.00% | - | Okcpsfjr | YLIJ | - | 168 | UWTH+168 | - | - |
| B | VHF | 95.000 | - | FK | T | WG | - | - | 70.00% | - | Ydyzpysv | AYNM | - | 190 | WBVF+190 | - | - |
| L | YNU | 10.400 | - | OF | PP- | XG | - | - | 1.00% | - | Elohsxqj | BMPU | - | 550 | KJHT+550 | - | - |
Tranche Comments
T-1: Redemption: 2026-11-15; Registration: 144P/Rer N;
I-2: Redemption: 2026-11-15; Registration: 144N/Lkx T;
J-1: Redemption: 2026-11-15; Registration: 144B/Zyh T;
F-2: Redemption: 2026-11-15; Registration: 144X/Xfa V;
B: Redemption: 2026-11-15; Registration: 144Q/Gal D;
U-1: Redemption: 2026-11-15; Registration: 144X/Tid K;
K-2: Redemption: 2026-11-15; Registration: 144I/Qth T;
L: Redemption: 2026-11-15; Registration: 144V/Prb B;
Lcv: Redemption: 2026-11-15; Registration: 144U/Xlh K;
Deal Comments
Hxf-Qvll Emnvxmw 2.00
Risk Retention
EE/EM - Iju
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 1, 2023