| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | JTC | 13.000 | - | JQ | VVV | TZ | - | - | 68.00% | - | Pcylwahv | PIUB | - | 150 | PTUN+150 | - | - |
| W-2 | YZK | 3.500 | - | DL | FF | AO | - | - | 45.00% | - | Mrshi | UKSW | - | 168 | 4.936% | - | - |
| E | CCM | 60.500 | - | YO | LL- | TA | - | - | 2.00% | - | Tmlaffpa | YXAM | - | 550 | BVJJ+550 | - | - |
| H | CCX | 59.000 | - | NP | H | SU | - | - | 58.00% | - | Sedvpkzs | XHWF | - | 190 | ZNJU+190 | - | - |
| Biz | MLK | 42.000 | - | TN | MQ | FY | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | TJL | 233.000 | - | YM | PPP | DK | - | - | 27.00% | - | Wfoavdbp | ZQPH | - | 136 | VNFB+136 | - | - |
| Z-1 | ONJ | 47.200 | - | JQ | MM | GU | - | - | 78.00% | - | Jhxpvtky | CJGY | - | 168 | SMQH+168 | - | - |
| M-1 | HVM | 43.000 | - | LQ | SSS- | KB | - | - | 56.00% | - | Iubqcpca | EQPL | - | 295 | ZQMV+295 | - | - |
| G-2 | TSO | 9.900 | - | OA | ZZZ- | DV | - | - | 64.00% | - | Rsqfu | PTSQ | - | 405 | 7.342% | - | - |
Tranche Comments
Z-1: Redemption: 2026-11-15; Registration: 144N/Hwh T;
P-2: Redemption: 2026-11-15; Registration: 144W/Ise R;
Z-1: Redemption: 2026-11-15; Registration: 144C/Inu R;
W-2: Redemption: 2026-11-15; Registration: 144D/Hol C;
H: Redemption: 2026-11-15; Registration: 144A/Jch L;
M-1: Redemption: 2026-11-15; Registration: 144N/Aab U;
G-2: Redemption: 2026-11-15; Registration: 144Y/Rha L;
E: Redemption: 2026-11-15; Registration: 144A/Aim T;
Biz: Redemption: 2026-11-15; Registration: 144C/Ejh M;
Deal Comments
Jzx-Vupp Hboezht 2.00
Risk Retention
DI/IO - Xuv
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 22, 2022