| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | VIH | 6.000 | 1.50 | - | - | C- | - | - | 6.00% | - | Nzpfkbeg | 3iZ | - | 790 | 3fM+770 | - | - |
| D | BQV | 25.000 | 3.40 | - | - | YYY | - | - | 62.10% | - | Gjxwbqrg | 3wM | - | 260 | 3lT+260 | - | - |
| X | JAR | 72.000 | 8.90 | - | - | WW- | - | - | 7.00% | - | Chkxbabx | 3vN | - | 575 | 3mR+575 | - | - |
| H | XEH | 194.000 | 1.00 | - | - | BBB | - | - | 94.00% | - | Tdsmktfk | 3cO | - | 95 | 3zP+95 | - | - |
| Srw | PQJ | 68.371 | - | - | - | EC | - | - | - | - | - | - | - | - | - | - | Retained |
| V | CSD | 70.000 | 4.30 | - | - | YY | - | - | 55.00% | - | Xcjkrfcp | 3lL | - | 155 | 3pM+155 | - | - |
| W | YVV | 22.000 | 1.40 | - | - | B | - | - | 48.00% | - | Xrpuceja | 3eY | - | 205 | 3gE+205 | - | - |
Tranche Comments
H: Redemption: 2022-12-29; Registration: 144I/Amf P;
V: Redemption: 2022-12-29; Registration: 144Q/Tkr V;
W: Redemption: 2022-12-29; Registration: 144T/Tvj L;
D: Redemption: 2022-12-29; Registration: 144N/Cyi F;
X: Redemption: 2022-12-29; Registration: 144A/Zep N;
K: Redemption: 2022-12-29; Registration: 144W/Cyj Z;
Srw: Redemption: 2022-12-29; Registration: 144K/Rmf U;
Deal Comments
Rzn Ryss Gsabzlv 1.00