| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1-W | QKP | 86.000 | 2.30 | CD | - | SSS- | - | - | 83.00% | - | Avdkmimj | GKFS | - | 325 | YMYT+325 | - | - |
| I-A | MQY | 93.900 | 7.30 | UV | - | OO- | - | - | 8.00% | - | Oycmprnh | JXAY | - | 715 | UVYP+715 | - | - |
| P-Z | YZJ | 5.400 | 6.50 | H3 | - | OT | - | - | 7.10% | - | Eyzlpcxn | PDAO | - | - | - | - | Retained |
| S-2-Z | OEL | 2.300 | 3.30 | YJ | - | BBB- | - | - | 88.20% | - | Myuazcko | LLHE | - | 500 | HNKG+500 | - | - |
| S | QSJ | 5.200 | 5.60 | Hhh | - | HC | - | - | - | - | Cbdjujly | LHCU | - | 100 | KCFI+100 | - | - |
| B-2-K | UQC | 46.000 | 3.40 | BG | - | DDD | - | - | 63.00% | - | Auphulem | HLPX | - | 160 | PGJL+160 | - | - |
| C-1-L | XUJ | 804.000 | 6.10 | Gmm | - | NNN | - | - | 79.00% | - | Uhxphdal | LNMY | - | 140 | JBWS+140 | - | - |
| H-U | GCU | 94.000 | 7.10 | PM | - | UU | - | - | 51.00% | - | Ifbrdstn | PEXV | - | 195 | UICK+195 | - | - |
| Y-I | KJW | 17.000 | 7.20 | JA | - | E | - | - | 87.00% | - | Qdcetrba | BVXE | - | 215 | LQNH+215 | - | - |
Tranche Comments
S: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144T/Fiu J;
C-1-L: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144P/Xoi W;
B-2-K: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144U/Uih P;
H-U: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Z/Rvt J;
Y-I: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144D/Nih O;
G-1-W: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Z/Oqs I;
S-2-Z: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Wet A;
I-A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144N/Dsj K;
P-Z: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144C/Edr Y;
Deal Comments
Efnfy. Kvq Tygg Yfvvvnu 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 19, 2022