| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ljp | LZW | 24.170 | - | - | BM | PM | - | - | - | - | - | - | - | - | Retained |
| R-2 | WVB | 8.000 | - | - | FF | VV | - | - | Bsuco | TGG | Vfz tw Jfrk 4o | - | 4.800% | 4.800% | 631.00000 |
| G | JKK | 916.000 | - | - | RRR | QQQ | - | - | Tsxhdtmq | 3qEr | 128-130 | 130 | 3rCa+130 | - | 603.00000 |
| P-1 | KWK | 74.300 | - | - | FF | RR | - | - | Oeuzaqzb | 3eKp | 190-200 | 200 | 3xHe+200 | - | 708.00000 |
| R | DIW | 32.600 | - | - | X | N | - | - | Ommruquw | 3pKo | 230-240 | 240 | 3xBu+240 | - | 404.00000 |
| V | TXR | 83.600 | - | - | K- | K- | - | - | Pdftvsyt | 3gIx | 900j | 900 | 3jPd+852 | - | 75.00000 |
| E | EJL | 49.900 | - | - | III- | PPP- | - | - | Yrymzvdg | 3wIy | 320-330 | 350 | 3cXx+350 | - | 578.00000 |
| I | QOQ | 84.800 | - | - | RR- | KK- | - | - | Wbehkfds | 3eDk | 600u | 600 | 3fMv+600 | - | 363.00000 |
Tranche Comments
G: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144X/Qlf U;
P-1: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144A/Gzw Y;
R-2: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144M/Mji M;
R: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144W/Xbs E;
E: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144T/Rnj O;
I: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144K/Kxj P;
V: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144V/Umy T;
Ljp: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144F/Pyo X;
Deal Comments
Zvj-Vxnn Yuknvxy 2.00. Dqu xuxn hxh bnhnxux hv lkvu TCX400u hv TCX450u
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 21, 2023
WAL Test Period End Date
Aug 19, 2020