| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UU | GNW | 97.000 | - | IK | - | D | - | - | 88.00% | - | Pcmusstk | MTZF | 220-225 | 210 | BKWA+210 | - | - |
| PC | ABP | 41.000 | - | TU | - | YY | - | - | 79.00% | - | Cmfsjevt | TNDP | 185z | 180 | EZWN+180 | - | - |
| JP | TWE | 4.600 | - | Y3 | - | QB | - | - | 6.20% | - | - | - | - | - | - | - | Retained |
| M2S | OAE | 56.000 | - | BO | - | TTT | - | - | 39.00% | - | Qqzvaler | YXCU | 165-170 | 165 | QPMU+165 | - | - |
| D2U | LCX | 6.000 | - | AN | - | SSS- | - | - | 83.00% | - | Mbrsconz | KLWU | 450-460 | 450 | HBTQ+450 | - | - |
| I1N | BMJ | 621.000 | - | Irr | - | TJ | - | - | 20.00% | - | Opxmpzus | KYPJ | 148 | 148 | BGSR+148 | - | - |
| Z1N | PKI | 63.000 | - | PN | - | UUU- | - | - | 95.00% | - | Ebedhcyh | ZHUV | 320-325 | 320 | XVLD+320 | - | - |
| JV | OHM | 76.000 | - | HY | - | II- | - | - | 3.00% | - | Iwlpxsex | IPNM | 625-640 | 650 | UBCI+650 | - | - |
| Kuj | ZOG | 13.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I1N: Redemption: 2026-06-21; Registration: 144D/Mmz M;
M2S: Redemption: 2026-06-21; Registration: 144M/Fim B;
PC: Redemption: 2026-06-21; Registration: 144Z/Pdu N;
UU: Redemption: 2026-06-21; Registration: 144A/Mzy C;
Z1N: Redemption: 2026-06-21; Registration: 144D/Ibu R;
D2U: Redemption: 2026-06-21; Registration: 144A/Ipf Y;
JV: Redemption: 2026-06-21; Registration: 144I/Tby P;
JP: Redemption: 2026-06-21; Registration: 144K/Rwd B;
Kuj: Redemption: 2026-06-21; Registration: 144L/Fuw J;
Deal Comments
Fpbpj. Axy Ruuu Gppgxxo 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 24, 2022