| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1V | BBE | 593.000 | 7.90 | - | OOO | - | - | - | 35.00% | - | Mfmnlion | PNVF | 133 | 133 | UTOQ+133 | - | - |
| VM | OTW | 39.000 | 6.10 | - | T | - | - | - | 92.00% | - | Qxmkrhcd | NZHW | 175-185 | 185 | ICAI+185 | - | - |
| O1E | GMX | 84.000 | 2.50 | - | AAA- | - | - | - | 45.00% | - | Eojozbhq | TCFD | 275-285 | 285 | ESLF+285 | - | - |
| US | RTK | 45.000 | 51.80 | - | YY- | - | - | - | 6.00% | - | Hxhvmaai | NODJ | 515-535 | 525 | VQLY+525 | - | - |
| Ayy Cpv | CKA | 3.290 | - | - | PW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Wkk | IAT | 68.210 | - | - | WL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K2D | RYJ | 70.000 | 1.40 | - | MMM | - | - | - | 71.00% | - | Owjscorj | PVKV | 150-155 | 155 | ZHBQ+155 | - | - |
| D2D | YFM | 8.000 | 26.00 | - | III- | - | - | - | 27.00% | - | Qozbrrou | SQXD | 390-400 | 395 | HUBC+395 | - | - |
| DN | QRE | 28.000 | 2.90 | - | TT | - | - | - | 31.00% | - | Mcfxemwu | LOWU | 160-165 | 160 | GOKP+160 | - | - |
Tranche Comments
Z1V: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144W/Gxk G;
K2D: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144W/Bfl D;
DN: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144V/Vbm W;
VM: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144A/Yrf A;
O1E: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144J/Qvu J;
D2D: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144Z/Nzb I;
US: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144G/Llw Y;
Ayy Cpv: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144G/Okt X;
Wkk: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144D/Cyu W;
Deal Comments
Rxgxe. Fqk-Mbyy Ixngqla 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 3, 2022