| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LU | WBY | 2.200 | 7.70 | Oss | - | CC | - | - | - | - | Tjyavoky | JCTA | 95f | 95 | JZOA+95 | - | - |
| XT | JJQ | 44.000 | 77.50 | DJ | - | JJ- | - | - | 1.00% | - | Vkzsomfc | KHLK | 470-480 | 470 | DLLS+470 | - | - |
| EK | LBN | 5.500 | 26.50 | M3 | - | VQ | - | - | 6.64% | - | - | - | - | - | - | - | Retained |
| FB | VSY | 56.000 | 4.60 | UT | - | YY | - | - | 46.00% | - | Ibhlzxus | YOXZ | 150-155 | 155 | JCXW+155 | - | - |
| LF | HHG | 45.000 | 5.30 | UY | - | H | - | - | 15.00% | - | Gcspyiwa | WGEL | 170-175 | 175 | XGXD+175 | - | - |
| T1M | ZXC | 152.000 | 9.60 | Occ | - | JU | - | - | 12.00% | - | Spssysff | UOOZ | 115 | 115 | XPYL+115 | - | - |
| O2Z | BFA | 27.000 | 7.30 | ZE | - | KKK | - | - | 59.00% | - | Zwuespxn | KHOL | 140n | 140 | NHVN+140 | - | - |
| A2U | NOW | 8.000 | 83.30 | BH | - | UUU- | - | - | 33.00% | - | Wykvdzdk | GKOP | 370-380 | 365 | ILGN+365 | - | - |
| W1K | GAP | 35.000 | 8.20 | NC | - | KKK- | - | - | 21.00% | - | Akhxldqw | TSHR | 250-255 | 245 | PNGP+245 | - | - |
Tranche Comments
LU: First Pay: 2025-04-20; Redemption: 2027-02-18; Registration: 144K/Dan P;
T1M: First Pay: 2025-04-20; Redemption: 2027-02-18; Registration: 144V/Udi Y;
O2Z: First Pay: 2025-04-20; Redemption: 2027-02-18; Registration: 144X/Pyu D;
FB: First Pay: 2025-04-20; Redemption: 2027-02-18; Registration: 144Z/Euw J;
LF: First Pay: 2025-04-20; Redemption: 2027-02-18; Registration: 144I/Wuy J;
W1K: First Pay: 2025-04-20; Redemption: 2027-02-18; Registration: 144P/Eea D;
A2U: First Pay: 2025-04-20; Redemption: 2027-02-18; Registration: 144L/Mvy K;
XT: First Pay: 2025-04-20; Redemption: 2027-02-18; Registration: 144C/Vpy L;
EK: First Pay: 2025-04-20; Redemption: 2027-02-18; Registration: 144X/Wvn A;
Deal Comments
Kbcba. Vtq Dxww Mbahtpm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 11, 2022