| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | MSQ | 96.000 | 3.10 | - | - | III | - | - | 75.00% | - | Sxbubdsr | SSZT | - | 156 | YDDR+156 | - | - |
| I-2 | EGS | 2.510 | 96.60 | - | - | CCC- | - | - | 65.60% | - | Gller | - | - | 425 | 7.70% | - | - |
| H-1 | CQI | 49.600 | 2.30 | - | - | XX+ | - | - | 78.70% | - | Vrrbsyhz | VBHL | - | 175 | YLBX+175 | - | - |
| R-2 | UZD | 27.500 | 4.60 | - | - | ZZ | - | - | 27.00% | - | Blwrlasb | UMOM | - | 190 | NJCT+190 | - | - |
| N-1 | VTM | 253.000 | 3.10 | Ygg | - | OOO | - | - | 27.00% | - | Qyhhxrkw | TUNO | - | 136 | IHUF+136 | - | - |
| Jmt | RRP | 38.000 | - | TB | - | OG | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | TOD | 23.000 | 4.30 | - | - | NNN | - | - | 23.00% | - | Fprqdkzu | NNGJ | - | 315 | LQMI+315 | - | - |
| Q | EVT | 48.320 | 13.10 | - | - | TT- | - | - | 8.00% | - | Ckvdijzi | PJJU | - | 625 | NHIH+625 | - | - |
| S | QXY | 79.000 | 6.10 | - | - | F | - | - | 57.00% | - | Nvhcfbfx | EXTW | - | 205 | MACH+205 | - | - |
Tranche Comments
N-1: Redemption: 2026-10-22; Registration: 144H/Vwt V;
Z-2: Redemption: 2026-10-22; Registration: 144Z/Mhq F;
H-1: Redemption: 2026-10-22; Registration: 144G/Jqz L;
R-2: Redemption: 2026-10-22; Registration: 144M/Zix J;
S: Redemption: 2026-10-22; Registration: 144M/Hvt N;
R-1: Redemption: 2026-10-22; Registration: 144X/Hnj V;
I-2: Redemption: 2026-10-22; Registration: 144Z/Vqj C;
Q: Redemption: 2026-10-22; Registration: 144F/Dbe O;
Jmt: Redemption: 2026-10-22; Registration: 144G/Pvz W;
Deal Comments
Xfk Mjnn Tuqefzb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 8, 2021