| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Znzizw | SQS | 506.452 | - | - | UE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2-D | FFY | 7.900 | 4.96 | - | LLL | - | - | - | 64.00% | - | Ydvcdsrj | DYPL | - | 165 | BOTR+165 | - | - |
| I-X | UWL | 57.740 | 2.50 | - | BB- | - | - | - | 62.00% | - | - | - | - | - | - | - | Retained |
| I-D | YLF | 39.760 | 3.51 | - | XX | - | - | - | 64.00% | - | Iqxrhjxf | AEMP | - | 175 | QIJW+175 | - | - |
| Y-Z | VOP | 60.000 | 7.27 | - | P | - | - | - | 99.00% | - | Prfmwesr | LMHH | - | 210 | EHQS+210 | - | - |
| Y-J | KAB | 89.420 | 3.00 | - | YYY- | - | - | - | 46.00% | - | Nawvqhao | CGAF | - | 355 | SSCL+355 | - | - |
| S-1-M | KRF | 987.410 | 7.65 | - | III | - | - | - | 92.00% | - | Vbcuahvy | CHNB | - | 152 | NQAV+152 | - | - |
| B-2-K-W | AYZ | 94.000 | 2.97 | - | XXX | - | - | - | 50.00% | - | Dpokvtsh | DVGQ | - | 165 | GCAK+165 | - | - |
Tranche Comments
S-1-M: Redemption: 2027-03-03; Registration: 144I/Yjt W;
S-2-D: Redemption: 2027-03-03; Registration: 144X/Khc F;
B-2-K-W: Redemption: 2027-03-03; Registration: 144C/Uzf U;
I-D: Redemption: 2027-03-03; Registration: 144C/Vru E;
Y-Z: Redemption: 2027-03-03; Registration: 144B/Wkp N;
Y-J: Redemption: 2027-03-03; Registration: 144G/Bdn J;
I-X: Redemption: 2027-03-03; Registration: 144X/Ndj A;
Znzizw: Redemption: 2027-03-03; Registration: 144W/Det D;
Deal Comments
Kusub. Ghp Hcww Nuvehoz 2.00
Reinvestment Period (YRS)
7.14
Reinvestment Period End Date
Sep 30, 2022