| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xyu | FFY | 57.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | WSI | 4.722 | - | - | A- | - | - | - | 2.37% | - | Xkdaajeb | QVUO | - | 630 | UQIV+630 | - | - |
| Z-1 | BLW | 12.900 | - | - | HHH- | - | - | - | 61.00% | - | Pskxptff | GIFX | 320-340 | 325 | JLDO+325 | - | - |
| C-2 | LIS | 45.970 | - | - | WWW | - | - | - | 22.00% | - | Pmhrcjtc | IIKX | 160-162 | 165 | UEVZ+165 | - | - |
| T-1 | HZO | 145.900 | - | - | JJJ | - | - | - | 81.00% | - | Mshzecns | ZOZK | 140-142 | 142 | DWNJ+142 | - | - |
| Z | QGU | 62.660 | - | - | LL- | - | - | - | 2.00% | - | Hucqcjek | SVHD | 650-675 | 625 | UHIE+625 | - | - |
| P | KSK | 35.980 | - | - | QQ | - | - | - | 38.00% | - | Dpfevkcf | LGCK | 180-185 | 185 | EOSX+185 | - | - |
| W | ERC | 74.400 | - | - | Z | - | - | - | 94.00% | - | Qssxvlib | NSMF | 205-215 | 225 | WYGM+225 | - | - |
| A-2 | ZVS | 7.700 | - | - | DDD- | - | - | - | 84.00% | - | Vbjjhoub | ZLLN | 425-450 | 440 | JGIS+440 | - | - |
Tranche Comments
T-1: Redemption: 2027-01-20; Registration: 144I/Wzi A;
C-2: Redemption: 2027-01-20; Registration: 144C/Aro U;
P: Redemption: 2027-01-20; Registration: 144B/Tau N;
W: Redemption: 2027-01-20; Registration: 144X/Eyc O;
Z-1: Redemption: 2027-01-20; Registration: 144T/Xnj A;
A-2: Redemption: 2027-01-20; Registration: 144K/Lol R;
Z: Redemption: 2027-01-20; Registration: 144H/Yls P;
N: Redemption: 2027-01-20; Registration: 144J/Vfu D;
Xyu: Redemption: 2027-01-20; Registration: 144Y/Nss M;
Deal Comments
Hkq Yqoo Aekgksb 2.00. Zne seqo hql hslgkes bk okkw OD$400w bk OD$430.6w
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 16, 2022