| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-L | ATI | 1.000 | 4.50 | - | WWW- | - | - | - | 70.45% | - | Flfsfcyp | ASCE | 415 | 415 | BOGB+415 | - | - |
| H-X | PWB | 34.000 | 1.80 | - | AA- | - | - | - | 8.40% | - | Eyflaric | YLEU | 550-575 | 550 | BXLY+550 | - | - |
| T-1-W | IJA | 18.000 | 8.60 | - | ZZZ- | - | - | - | 14.86% | - | Tbbufitx | TZXH | 290-295 | 295 | MBNQ+295 | - | - |
| B-2-N | YRK | 3.900 | 2.00 | - | CCC | - | - | - | 90.26% | - | Wrdcfyql | LSAO | 150-155 | 160 | DMEE+160 | - | - |
| D-I | FWX | 94.700 | 5.30 | - | YY | - | - | - | 11.26% | - | Gxlaczmf | KCDN | 165-170 | 170 | QNSB+170 | - | - |
| T-U | HJE | 48.000 | 9.60 | - | O | - | - | - | 64.46% | - | Pzmqjsrn | MSCC | 190-195 | 185 | WEDE+185 | - | - |
| H-1-V | PKQ | 198.000 | 7.20 | - | CCC | - | - | - | 44.65% | - | Jmurpdaj | DDKJ | - | 136 | VPYB+136 | - | - |
| O-1-X | ZBS | 464.000 | 4.60 | - | PPP | - | - | - | 24.90% | - | Tkhkhinl | BKTM | - | 136 | MDYP+136 | - | - |
Tranche Comments
H-1-V: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Frv W;
O-1-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Ena X;
B-2-N: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Rfd P;
D-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Xzt Y;
T-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Ryt Q;
T-1-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Rvn Q;
K-2-L: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Rxe W;
H-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Twc P;
Deal Comments
Dowot. Rch Lthh Donocue 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 15, 2021