| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2D | UCB | 95.130 | - | - | LLL | - | - | - | 61.40% | - | Vurbylrl | BDFT | - | 150 | DYQG+150 | - | - |
| EZ | RAA | 87.790 | - | - | RR | - | - | - | 54.00% | - | Dmrvvvkr | DOXA | 160-165 | 165 | NJFL+165 | - | - |
| IK | ETZ | 57.000 | - | - | Z | - | - | - | 47.00% | - | Pqhvjrxm | EYHV | 185-195 | 195 | JIYG+195 | - | - |
| I2E | VIQ | 5.600 | - | - | RRR- | - | - | - | 56.20% | - | Lhukomdr | ADNM | - | 405 | SEDV+405 | - | - |
| EM | ZFR | 98.300 | - | - | LL- | - | - | - | 6.50% | - | Kvwypzwa | VPVU | 575-600 | 600 | AUIF+600 | - | - |
| F1B | YMK | 336.000 | - | - | HHH | - | - | - | 79.00% | - | Nhsyfvmv | HWSL | - | 119 | ETMF+119 | - | - |
| L1X | QJA | 2.000 | - | - | AAA | - | - | - | 67.00% | - | Fylnu | - | - | - | 7.046% | - | - |
| W | MZC | 9.700 | - | - | III | - | - | - | - | - | Xwzlvzbh | JPYE | 100a | 103 | JDYR+103 | - | - |
| K1A | IKH | 21.000 | - | - | ZZZ | - | - | - | 29.00% | - | Bybpeocx | WIHQ | - | 295 | JHDH+295 | - | - |
Tranche Comments
W: Redemption: 2026-01-20; Registration: 144W/Cty L;
F1B: Redemption: 2026-01-20; Registration: 144W/Wvs M;
Z2D: Redemption: 2026-01-20; Registration: 144K/Mco Q;
EZ: Redemption: 2026-01-20; Registration: 144B/Mqd M;
IK: Redemption: 2026-01-20; Registration: 144P/Nld I;
K1A: Redemption: 2026-01-20; Registration: 144I/Tvv T;
L1X: Redemption: 2026-01-20; Registration: 144A/Anf G;
I2E: Redemption: 2026-01-20; Registration: 144T/Njl F;
EM: Redemption: 2026-01-20; Registration: 144L/Uto S;
Deal Comments
Rxpxy. Szn-Fkxx Xxchzka 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 7, 2022