| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | LOF | 117.000 | 5.60 | - | - | AAA | HHH | 12.60% | - | Gehrlobd | NXPJ | 110-115 | 110 | ESBK+110 | - | 748.00000 |
| C | IWF | 55.700 | 1.40 | - | - | DD | HH (V) | 7.20% | - | Yqhquycv | DDNNW | 410-420 | 405 | DHWXV+405 | - | 502.00000 |
| Z | UYW | 66.900 | 6.40 | - | - | K | I (A) | 12.50% | - | Bzxpsady | CZPFZ | 195-200 | 190 | GTDHW+190 | - | 298.00000 |
| K | IBA | 69.300 | 4.40 | - | - | F+ | Z (Q) | 2.00% | - | Pzeyyapp | LOSZN | - | 505 | QWGWP+505 | - | - |
| D | WWE | 13.100 | 7.90 | - | - | MMM | WWW (K) | 99.70% | - | Eoqfmsmo | FMQUK | 290-295 | 285 | XTBHQ+285 | - | 634.00000 |
| X | DAY | 31.500 | 2.40 | - | - | OO | FF | 28.10% | - | Mqujmczx | PJJER | 165-170 | 155 | YZKDG+155 | - | 361.00000 |
| R1 | MWD | 453.000 | 3.20 | - | - | III | DDD | 28.90% | - | Eblzbvxa | BRWTQ | 100-105 | 97 | PCKVG+97 | - | 529.00000 |
Tranche Comments
R1: First Pay: 2021-03-15; Registration: 144N/Eoh M;
E2: First Pay: 2021-03-15; Registration: 144J/Wvb O;
X: First Pay: 2021-03-15; Registration: 144T/Qnn E;
Z: First Pay: 2021-03-15; Registration: 144D/Ilk K;
D: First Pay: 2021-03-15; Registration: 144K/Trf Z;
C: First Pay: 2021-03-15; Registration: 144G/Tkv L;
K: First Pay: 2021-03-15; Registration: 144D/Mnm S;