| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | YOD | 97.000 | - | VO | L | - | - | - | 89.00% | - | Trlutidf | AOCR | - | 210 | PXKC+210 | - | - |
| P-1W | TNR | 69.000 | - | JT | YYY- | - | - | - | 32.00% | - | Eluxosja | CJDA | - | 350 | QYKX+350 | - | - |
| A-2 | UUH | 2.000 | - | CV | MMM- | - | - | - | 80.00% | - | Amrlejtu | MXIY | 435l | 450 | TOLA+450 | - | - |
| N | XJP | 62.000 | - | WM | VV- | - | - | - | 5.00% | - | Qwhhqvse | NUGC | 600r | 690 | NTFG+690 | - | - |
| I-2 | FXQ | 9.000 | - | OA | S | - | - | - | 48.00% | - | Jzrtb | - | - | - | 5.520% | - | - |
| O-1E | EBD | 7.000 | - | ME | JJJ- | - | - | - | 55.00% | - | Dmyxm | - | - | - | 6.920% | - | - |
| Yun | WIL | 17.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | BEI | 820.000 | - | Vww | FFF | - | - | - | 45.00% | - | Hsshrfiz | DIYK | 137 | 137 | NOWN+137 | - | - |
| B | UWQ | 55.000 | - | OD | RR | - | - | - | 14.00% | - | Behuxbqy | HUAO | 170l | 180 | ITVB+180 | - | - |
| V-2 | IMX | 48.000 | - | Cnn | TV | - | - | - | 29.00% | - | Tzdhwxvp | DZXZ | 155z | 160 | NWMY+160 | - | - |
Tranche Comments
T-1: Redemption: 2026-09-20; Registration: 144Q/Hlr N;
V-2: Redemption: 2026-09-20; Registration: 144D/Ekz M;
B: Redemption: 2026-09-20; Registration: 144O/The X;
F-1: Redemption: 2026-09-20; Registration: 144L/Hve N;
I-2: Redemption: 2026-09-20; Registration: 144W/Osw E;
P-1W: Redemption: 2026-09-20; Registration: 144W/Zyf D;
O-1E: Redemption: 2026-09-20; Registration: 144U/Uwm G;
A-2: Redemption: 2026-09-20; Registration: 144C/Uyq H;
N: Redemption: 2026-09-20; Registration: 144X/Odg V;
Yun: Redemption: 2026-09-20; Registration: 144K/Iiv C;
Deal Comments
Dzf Bbbb Tnuqzde 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 13, 2022