| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KM2 | ILY | 54.000 | 9.60 | - | S | - | - | - | 76.00% | - | Kehxombz | QUTN | 190-195 | - | DTGL+190 | - | - |
| P1O2 | LNT | 84.000 | 4.30 | - | AAA- | - | - | - | 79.00% | - | Djyfccuk | MVDX | 300 | - | YMBB+300 | - | - |
| Vpu | TQJ | 87.730 | - | - | LC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1R2 | EMV | 761.000 | 1.10 | - | JJJ | - | - | - | 86.00% | - | Zcdultuo | JPGM | 125-127 | - | QUSL+125 | - | - |
| N2K2 | ZGX | 4.000 | 15.00 | - | PPP- | - | - | - | 23.20% | - | Fxqrqldr | SLZQ | 385 | - | VNTZ+385 | - | - |
| Att Ydf | GGP | 81.440 | - | - | QN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T2B2 | MGZ | 3.000 | 7.80 | - | GGG | - | - | - | 56.00% | - | Pfcmlswg | CLXQ | 145 | - | QQJS+145 | - | - |
| IH2 | HGM | 34.000 | 7.20 | - | XX | - | - | - | 90.00% | - | Xxyfwppq | XWWR | 165 | - | AZKI+165 | - | - |
| EP2 | PUM | 56.000 | 29.70 | - | EE- | - | - | - | 6.00% | - | Yspeybkl | TWZC | 600 | - | GATC+600 | - | - |
Tranche Comments
Y1R2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Dxf R;
T2B2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Jdm O;
IH2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Ayj C;
KM2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Lhi P;
P1O2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Tbb Q;
N2K2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144K/Xds J;
EP2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Hux A;
Att Ydf: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Q/Oat H;
Vpu: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144D/Ikn R;
Reinvestment Period (YRS)
3.4
Reinvestment Period End Date
Nov 23, 2021
WAL Test Period End Date
Jun 6, 2018