| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | YSA | 7.000 | 9.97 | - | - | RRR- | - | - | 78.00% | - | Gdwzoeyl | PEVD | - | 420 | TAXB+420 | - | 582.00000 |
| Z-2 | RKO | 35.700 | 4.32 | - | - | DDD | - | - | 97.10% | - | Hhewwyne | AXSM | - | 160 | CUXN+160 | - | 347.00000 |
| Z-1 | TRU | 41.000 | 7.66 | - | - | XXX- | - | - | 36.00% | - | Xjwsqhhq | MIOR | - | 315 | IJGL+315 | - | 457.00000 |
| K | XPM | 78.000 | 6.44 | - | - | CC- | - | - | 1.00% | - | Qhwxzeqo | TJWV | - | 650 | TPVY+650 | - | 374.00000 |
| Z | QSB | 6.980 | 54.60 | O3 | - | - | - | - | 5.12% | - | - | - | - | - | - | - | Retained |
| Q | UWP | 38.000 | 8.60 | - | - | G | - | - | 87.00% | - | Bwsoefbr | TIIS | - | 205 | GDBZ+205 | - | 854.00000 |
| B | NMX | 66.800 | 5.63 | - | - | WW | - | - | 99.00% | - | Fcxdphkd | ITUX | - | 175 | IJCA+175 | - | 927.00000 |
| S-1 | QJO | 610.000 | 9.88 | Qnn | - | - | - | - | 31.00% | - | Jrcjmxwf | MPHS | - | 140 | WWTS+140 | - | 419.00000 |
| Hkrbaf | RCL | 53.400 | - | ZR | - | CS | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: Redemption: 2026-10-15; Registration: 144K/Oyp K;
Z-2: Redemption: 2026-10-15; Registration: 144E/Zbb K;
B: Redemption: 2026-10-15; Registration: 144E/Tkv U;
Q: Redemption: 2026-10-15; Registration: 144O/Wuw A;
Z-1: Redemption: 2026-10-15; Registration: 144M/Xuw Y;
S-2: Redemption: 2026-10-15; Registration: 144L/Opp P;
K: Redemption: 2026-10-15; Registration: 144U/Nyz I;
Z: Redemption: 2026-10-15; Registration: 144Y/Lwj U;
Hkrbaf: Redemption: 2026-10-15; Registration: 144M/Btd Z;
Deal Comments
Zgx Nhzz Dcfpgns 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 10, 2025