| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GL2 | FTC | 5.200 | 2.40 | - | III | BO | - | - | - | - | Rvsldoep | EBSG | 80m | 90 | TVEM+90 | - | - |
| L2K2 | PKX | 32.000 | 8.60 | - | IN | XXX | - | - | 44.50% | - | Jmvrqzrj | YWWJ | 155w | 158 | YAUU+158 | - | - |
| H2M2-VGACE | ULO | 35.000 | 2.50 | - | HH | DG | - | - | 38.00% | - | Nlrno | Udktf | 175h | 175 | 1.75% | - | - |
| JS2 | WKZ | 14.459 | 70.90 | - | VV- | JX | - | - | 7.00% | - | Npokrife | BCBB | 575c | 575 | JBNV+575 | - | - |
| WS2 | FBU | 78.000 | 2.30 | - | Y | BW | - | - | 56.00% | - | Dmdjckei | GCLA | 195l | 195 | ZVTL+195 | - | - |
| V1L2 | VBM | 949.990 | 9.90 | - | PPP | UUU | - | - | 65.70% | - | Vvcjamdq | CETJ | 138 | 138 | BYIY+138 | - | - |
| Z1C2 | QIZ | 33.810 | 5.60 | - | JJ | QW | - | - | 54.00% | - | Xwhakkml | CALP | 165-170 | 170 | VDIV+170 | - | - |
| D1H2 | HNK | 48.000 | 48.00 | - | WWW- | OO | - | - | 70.00% | - | Hxfvyoeu | WZHV | 300e | 300 | EKTG+300 | - | - |
| H2U2 | ISJ | 8.282 | 95.50 | - | CCC- | OL | - | - | 27.50% | - | Uklrcfhv | QCSC | 425o | 430 | VMSI+430 | - | - |
| Yos | HNT | 91.200 | - | - | KD | CO | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
GL2: First Pay: 2024-10-21; Redemption: 2026-09-10; Registration: 144E/Dsz W;
V1L2: First Pay: 2024-10-21; Redemption: 2026-09-10; Registration: 144Y/Lcl D;
L2K2: First Pay: 2024-10-21; Redemption: 2026-09-10; Registration: 144D/Yzd F;
Z1C2: First Pay: 2024-10-21; Redemption: 2026-09-10; Registration: 144U/Kkh R;
H2M2-VGACE: First Pay: 2024-10-21; Redemption: 2026-09-10; Registration: 144F/Qcs Y;
WS2: First Pay: 2024-10-21; Redemption: 2026-09-10; Registration: 144B/Pum L;
D1H2: First Pay: 2024-10-21; Redemption: 2026-09-10; Registration: 144X/Xrc S;
H2U2: First Pay: 2024-10-21; Redemption: 2026-09-10; Registration: 144U/Hte N;
JS2: First Pay: 2024-10-21; Redemption: 2026-09-10; Registration: 144K/Bua G;
Yos: First Pay: 2024-10-21; Redemption: 2026-09-10; Registration: 144G/Nbw N;
Deal Comments
Wzqzf. Gvf Wgzz Jzgivds 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 17, 2022