| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CIU | 18.000 | - | - | SS | - | - | - | 10.00% | - | Iwxjmbrf | GPPY | 210-215 | 215 | NLXT+215 | - | - |
| P2-O | WUA | 8.000 | - | - | WWW- | - | - | - | 30.00% | - | Xxvmhyfb | PIUF | - | 525 | TDXC+525 | - | - |
| B1 | EHP | 66.000 | - | - | BBB | - | - | - | 30.00% | - | Vkvhlhmj | BJSV | 370-385 | 385 | VLBL+385 | - | - |
| E | BKW | 93.000 | - | - | B | - | - | - | 54.00% | - | Nhbqoyeq | QEEL | 260-270 | 265 | AYNP+265 | - | - |
| A | OUU | 16.000 | - | - | TT- | - | - | - | 7.90% | - | Fvkmwcyf | VKJI | 685-700 | 708 | SPSJ+708 | - | - |
| X1 | CWR | 124.000 | - | - | HHH | - | - | - | 16.00% | - | Nzkjxupt | BPNB | 163 | 163 | OATO+163 | - | - |
| V2-X | UTJ | 8.000 | - | - | GGG- | - | - | - | 94.00% | - | Zokjc | - | - | - | 9.463% | - | - |
| J2 | GCH | 7.000 | - | - | UUU | - | - | - | 77.00% | - | Wpxveosj | UTIA | - | 183 | GNUG+183 | - | - |
| Wov | RXQ | 49.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X1: Redemption: 2026-04-25; Registration: 144U/Rjw F;
J2: Redemption: 2026-04-25; Registration: 144U/Jhr B;
U: Redemption: 2026-04-25; Registration: 144F/Zts L;
E: Redemption: 2026-04-25; Registration: 144B/Xth C;
B1: Redemption: 2026-04-25; Registration: 144L/Tbq H;
P2-O: Redemption: 2026-04-25; Registration: 144L/Pba Y;
V2-X: Redemption: 2026-04-25; Registration: 144A/Rag Y;
A: Redemption: 2026-04-25; Registration: 144M/Vvb Q;
Wov: Redemption: 2026-04-25; Registration: 144C/Kmb N;
Deal Comments
Xyh Zszz Dpviyof 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 30, 2022