| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | BQY | 3.200 | 29.48 | - | - | X- | - | - | 5.68% | - | - | - | - | - | - | - | Retained |
| TJ3 | GJW | 55.870 | 1.97 | - | - | PP | - | - | 88.78% | - | Xdcdekky | HLPW | - | 195 | BNOR+195 | - | 844.00000 |
| ZK3 | GAE | 98.180 | 3.13 | - | - | JJJ- | - | - | 45.40% | - | Gplvrdrb | EKBB | - | 365 | JBDO+365 | - | 704.00000 |
| ZL3 | ECI | 56.160 | 7.10 | - | - | UU- | - | - | 4.16% | - | Iefroaaa | CHBC | - | 750 | WYHR+750 | - | 868.00000 |
| Jfbogr | RNZ | 62.270 | - | HY | - | HT | - | - | - | - | - | - | - | - | - | - | Retained |
| IQ2 | RVY | 3.000 | 8.30 | Szz | - | - | - | - | - | - | Ekubdbhj | JJUY | - | 120 | CTSR+120 | - | 251.00000 |
| QD3 | XHQ | 562.734 | 8.19 | Eaa | - | - | - | - | 81.10% | - | Lxdqrkks | KJLH | - | 145 | IOBF+145 | - | 147.00000 |
| AR3 | LUV | 45.300 | 6.29 | - | - | V | - | - | 72.98% | - | Lfwqskuc | LTMU | - | 235 | WEMJ+235 | - | 402.00000 |
| A-P | FCY | 465.553 | 1.90 | Xpp | - | - | - | - | 33.20% | - | Uvswrmve | ZPIR | - | 145 | WAFQ+145 | - | 810.00000 |
Tranche Comments
IQ2: Redemption: 2026-07-24; Registration: 144C/Pfm C;
QD3: Redemption: 2026-07-24; Registration: 144Y/Vrk B;
A-P: Redemption: 2026-07-24; Registration: 144P/Mmu S;
TJ3: Redemption: 2026-07-24; Registration: 144T/Ojl C;
AR3: Redemption: 2026-07-24; Registration: 144H/Fur F;
ZK3: Redemption: 2026-07-24; Registration: 144K/Wfw R;
ZL3: Redemption: 2026-07-24; Registration: 144Q/Psh U;
B: Redemption: 2026-07-24; Registration: 144J/Gwe S;
Jfbogr: Redemption: 2026-07-24; Registration: 144V/Qcw R;
Deal Comments
Smcmu. Bhc Wugg Dmvphpz 2.00
Use of Proceeds
Hmuzeweozez
Reinvestment Period (YRS)
7.72
Reinvestment Period End Date
Dec 10, 2021