| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1-Z | BKA | 96.000 | - | - | BBB | - | - | - | 86.00% | - | Heabajie | EVMH | 138 | 138 | PZEN+138 | - | - |
| P-Y2 | XKE | 71.600 | - | - | QQ- | - | - | - | 3.00% | - | Zpscpvsh | KUHB | 625-650 | 700 | ZHMU+700 | - | - |
| N-1-O2 | ZTZ | 94.950 | - | - | PPP | - | - | - | 21.80% | - | Gzdjyalv | VAGP | 310-315 | 310 | BEMR+310 | - | - |
| G-1-F2 | LVT | 948.000 | - | - | MMM | - | - | - | 26.00% | - | Bxvhwwlk | YGCG | - | 138 | ZSFC+138 | - | - |
| Q-2-V2 | LUA | 3.600 | - | - | DDD | - | - | - | 16.00% | - | Bwfcumat | BCQN | 158 | 158 | AZDN+158 | - | - |
| G-P2 | LAP | 43.900 | - | - | AA | - | - | - | 72.00% | - | Qvrhcumu | BUYW | 175k | 180 | JVBT+180 | - | - |
| Z-A2 | KKV | 40.000 | - | - | B | - | - | - | 39.00% | - | Ypreymbl | ZULT | 210-215 | 210 | YIMN+210 | - | - |
| G-2-V2 | OFQ | 71.760 | - | - | NNN- | - | - | - | 16.00% | - | Udzbwwfe | YNTD | 440-450 | 495 | HTUS+495 | - | - |
| Tqz | VFI | 61.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1-F2: Redemption: 2026-07-15; Registration: 144U/Xlg P;
T-1-Z: Redemption: 2026-07-15; Registration: 144M/Hqg M;
Q-2-V2: Redemption: 2026-07-15; Registration: 144H/Aho T;
G-P2: Redemption: 2026-07-15; Registration: 144F/Xal V;
Z-A2: Redemption: 2026-07-15; Registration: 144W/Qdb R;
N-1-O2: Redemption: 2026-07-15; Registration: 144G/Atw U;
G-2-V2: Redemption: 2026-07-15; Registration: 144O/Ule R;
P-Y2: Redemption: 2026-07-15; Registration: 144I/Qjt J;
Tqz: Redemption: 2026-07-15; Registration: 144V/Nkg H;
Deal Comments
Xyzyw. Koe Emuu Wyqjovl 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 3, 2022