| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | RKQ | 37.000 | - | FI | U | QU | - | - | 69.00% | - | Orpafyyq | VUDB | - | 220 | LVTD+220 | - | - |
| O-1 | JBF | 56.000 | - | CE | XXX- | ZM | - | - | 34.00% | - | Hllzyyls | UEUC | - | 330 | PZQB+330 | - | - |
| U | YUC | 53.000 | - | EN | FF- | SC | - | - | 9.00% | - | Rbhihxyi | CJWH | - | 630 | TQPS+630 | - | - |
| D-2 | YZX | 76.000 | - | MZ | PS | CCC | - | - | 28.00% | - | Grvloove | QJAH | - | 170 | WQMD+170 | - | - |
| Z-1 | GUN | 409.000 | - | PR | PPP | LLL | - | - | 92.00% | - | Nmpmwuyj | XJZC | - | 154 | DMTK+154 | - | - |
| Y-O | XCQ | 37.000 | - | EO | CCC | WWW | - | - | 69.00% | - | Lrqszwpr | JMBJ | - | 154 | LAOR+154 | - | - |
| Ehs | VYQ | 31.500 | - | CM | QM | WT | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | ZZN | 71.000 | - | AM | WW | SH | - | - | 62.00% | - | Sqbuweeb | XAYE | - | 180 | TUKA+180 | - | - |
| A-2 | EIL | 1.000 | - | BN | CCC- | QT | - | - | 25.00% | - | Mbelaitm | NAFQ | - | 455 | IAWZ+455 | - | - |
Tranche Comments
Z-1: Redemption: 2026-06-27; Registration: 144Y/Wag A;
Y-O: Redemption: 2026-06-27; Registration: 144T/Utj Y;
D-2: Redemption: 2026-06-27; Registration: 144E/Cqk P;
Z: Redemption: 2026-06-27; Registration: 144E/Zln P;
A: Redemption: 2026-06-27; Registration: 144V/Ofc E;
O-1: Redemption: 2026-06-27; Registration: 144K/Djg X;
A-2: Redemption: 2026-06-27; Registration: 144Y/Zty O;
U: Redemption: 2026-06-27; Registration: 144B/Mop S;
Ehs: Redemption: 2026-06-27; Registration: 144I/Yfk Q;
Deal Comments
Eoz Ayaa Rmquoti 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 29, 2022