| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1-L | OBK | 24.000 | 3.50 | - | SSS | - | - | - | 76.00% | - | Dzppqris | UUCG | - | 159 | ZENC+159 | - | - |
| Ocs | GSP | 57.100 | - | - | UA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1-C | IZK | 263.300 | 3.20 | - | PPP | - | - | - | 18.00% | - | Xbzhhkep | MKTV | - | 159 | DVSP+159 | - | - |
| C | MPL | 46.900 | 7.70 | - | TT- | - | - | - | 85.00% | - | Lyshfxdp | SGEU | - | 750 | SLEK+750 | - | - |
| C-2 | MFR | 99.500 | 8.00 | - | EEE | - | - | - | 10.00% | - | Ycrhveia | EEDZ | - | 175 | ACOR+175 | - | - |
| Z | ARD | 47.500 | 6.70 | - | N | - | - | - | 74.00% | - | Mcrbyvxl | MYIC | - | 240 | WBWO+240 | - | - |
| V-1-U | AGB | 80.000 | 4.40 | - | AAA | - | - | - | 67.00% | - | Tsxdeiet | ZKIU | - | 159 | HBDN+159 | - | - |
| T | UXV | 67.900 | 3.50 | - | FF | - | - | - | 90.00% | - | Oprszbke | QYKQ | - | 190 | CQGL+190 | - | - |
| L | QKB | 45.100 | 2.40 | - | LLL- | - | - | - | 66.00% | - | Npjqtzzv | SXIN | - | 395 | UKOY+395 | - | - |
Tranche Comments
G-1-L: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144K/Dao Q;
V-1-U: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144C/Rjk D;
L-1-C: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144T/Cuo N;
C-2: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144Q/Gzq L;
T: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144Q/Cnw U;
Z: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144F/Zig W;
L: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144J/Nbe R;
C: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144Y/Lyf X;
Ocs: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144G/Ocd P;
Deal Comments
Knc Lnmm Enxznyp 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 29, 2022