| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1FF | ENE | 946.500 | 6.40 | Bvv | - | LLL | - | - | 75.00% | - | Pwuzdwhn | VCDF | - | 152 | JYHK+152 | - | - |
| Vqy | AAD | 26.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| FUU | PTE | 31.900 | 1.30 | DQ | - | GG | - | - | 53.60% | - | Gwpuhscx | CDGN | - | 200 | KWTH+200 | - | - |
| PSDD | NRD | 81.377 | 74.30 | BC | - | QQQ- | - | - | 17.00% | - | Fiihz | Fuqpd | - | - | 9.05% | - | - |
| PTT | UAK | 8.380 | 2.80 | Zyy | - | FU | - | - | - | - | Twjuhinp | MGVI | - | 130 | WJVT+130 | - | - |
| GJPP | IQC | 78.000 | 8.20 | UQ | - | Y | - | - | 69.00% | - | Folnz | Uuoqm | - | - | 6.81% | - | - |
| S2ZZ | WPE | 72.800 | 9.40 | IQ | - | AAA | - | - | 19.00% | - | Vdbldrcr | YKBE | - | 172 | GZSV+172 | - | - |
| O1JJ | KSU | 94.580 | 8.10 | UC | - | J | - | - | 54.00% | - | Awvhxzlp | NJLX | - | 255 | DDQL+255 | - | - |
| D1WW | FQR | 57.339 | 5.70 | QD | - | III | - | - | 65.40% | - | Hjjweyaa | UCFP | - | 370 | VSQF+370 | - | - |
| PQQ | CVP | 50.000 | 82.90 | NY | - | EE- | - | - | 7.00% | - | Pqdapuql | AUJG | - | 750 | MSTW+750 | - | - |
Tranche Comments
PTT: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144J/Vdl R;
H1FF: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144H/Uhd W;
S2ZZ: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144U/Iyg V;
FUU: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144T/Gsm X;
O1JJ: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144Q/Hzx V;
GJPP: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144C/Fzy F;
D1WW: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144M/Def O;
PSDD: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144W/Jsa R;
PQQ: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144M/Vxc A;
Vqy: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144D/Emq N;
Deal Comments
Uxvxt. Sbc Mhmm Qxzlbmo 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 8, 2022
WAL Test Period End Date
Feb 12, 2020