| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GP2 | UII | 39.000 | - | - | JJ | - | - | - | 38.00% | - | Jfffrfts | EDLD | 185p | 190 | KMGT+190 | - | - |
| Wrk | HUI | 95.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X1S2 | THI | 68.000 | - | - | CCC | - | - | - | 90.00% | - | Qkskj | - | - | - | 6.826% | - | - |
| LK2 | JZT | 47.700 | - | - | TT- | - | - | - | 8.00% | - | Hkweooof | ULEW | 750-775 | 799 | XLPM+799 | - | - |
| G2C2 | POE | 11.000 | - | - | LLL | - | - | - | 52.00% | - | Vsbobmjx | DWGK | 165n | 170 | JATO+170 | - | - |
| G1N2 | KEZ | 78.800 | - | - | TTT | - | - | - | 93.00% | - | Hrhuwqjx | SIEY | - | 375 | CLAK+375 | - | - |
| E1Q2 | PMW | 274.000 | - | - | DDD | - | - | - | 21.00% | - | Dqmbhcyj | IUGE | 145 | 145 | LSQE+145 | - | - |
| L2T2 | KLH | 41.000 | - | - | OOO- | - | - | - | 57.00% | - | Crmbx | - | 480-495 | - | 8.500% | - | - |
| KC2 | ONU | 3.000 | - | - | - | - | - | - | - | - | Ihlapxui | UMAP | - | 105 | YDCU+105 | - | - |
| DI2 | XSJ | 63.000 | - | - | H | - | - | - | 96.00% | - | Qdeleauk | LGGD | 220-230 | 230 | UYWV+230 | - | - |
Tranche Comments
KC2: Redemption: 2026-10-20; Registration: 144V/Gpd Q;
E1Q2: Redemption: 2026-10-20; Registration: 144N/Ted M;
G2C2: Redemption: 2026-10-20; Registration: 144G/Vcq B;
GP2: Redemption: 2026-10-20; Registration: 144P/Nqe M;
DI2: Redemption: 2026-10-20; Registration: 144Y/Ken B;
G1N2: Redemption: 2026-10-20; Registration: 144L/Rtm W;
X1S2: Redemption: 2026-10-20; Registration: 144K/Ado X;
L2T2: Redemption: 2026-10-20; Registration: 144D/Mir R;
LK2: Redemption: 2026-10-20; Registration: 144Z/Qbd P;
Wrk: Redemption: 2026-10-20; Registration: 144Z/Iyl V;
Deal Comments
Tvuvu. Lgm-Ysoo Zvwugcq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 3, 2022