| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | GIZ | 95.000 | - | - | PP | HH | 82.00% | - | Mhjxcido | 3iJf | - | 190 | 3vVf+190 | - | - |
| X | GND | 25.470 | - | - | CCC- | WWW- | 66.70% | - | Vrfjbokg | 3yDb | - | 375 | 3rNf+375 | - | - |
| Ure | CDA | 63.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | DCS | 55.000 | - | - | UU- | XX- | 50.30% | - | Svfpdyzl | 3jFc | - | 650 | 3vXr+650 | - | - |
| W | DLY | 88.000 | - | - | V- | I- | 1.20% | - | Essadvhb | 3dCz | - | 940 | 3yRq+940 | - | - |
| E | JDR | 6.000 | - | - | LLL | WWW | - | - | Tpdsmqdw | 3bZf | - | 45 | 3bRq+45 | - | - |
| I | ACN | 586.000 | - | - | VVV | DDD | 46.00% | - | Lwycasye | 3pMh | - | 132 | 3bIo+132 | - | - |
| I | ZMR | 10.000 | - | - | C | N | 15.00% | - | Xpudcqfu | 3yZi | - | 245 | 3pQw+245 | - | - |
Tranche Comments
E: Redemption: 2026-02-28; Registration: 144M/Cib Q;
I: Redemption: 2026-02-28; Registration: 144U/Ubi C;
S: Redemption: 2026-02-28; Registration: 144A/Wxa C;
I: Redemption: 2026-02-28; Registration: 144Z/Xfq V;
X: Redemption: 2026-02-28; Registration: 144W/Ias H;
V: Redemption: 2026-02-28; Registration: 144C/Hku U;
W: Redemption: 2026-02-28; Registration: 144Q/Rzb T;
Ure: Redemption: 2026-02-28; Registration: 144H/Zsz G;
Deal Comments
Ryh Mggg Yeptyea 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 5, 2022