| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JZC | 7.500 | - | - | D- | X- | - | - | Mrzdrqnz | 3aEz | - | 1400 | 3hTz+1062 | - | 84.00000 |
| A-Sfyu | VYZ | 15.000 | - | - | RRR | OOO | - | - | Jxkrmhqj | 3bEj | - | 221 | 3jWi+208 | - | 71.40000 |
| F | JBA | 6.360 | - | - | AC | EZ | - | - | - | - | - | - | - | - | Retained |
| Hxj | PGF | 33.000 | - | - | EV | AN | - | - | - | - | - | - | - | - | Retained |
| I | POG | 61.100 | - | - | MMM- | EEE- | - | - | Crxdkkda | 3kSh | - | 690 | 3lTt+564 | - | 21.70000 |
| H | OHD | 80.800 | - | - | EE- | VV- | - | - | Orrhpujl | 3vAf | 1025z | 1025 | 3fVi+794 | - | 66.29000 |
| E | KIU | 873.000 | - | - | BBB | BBB | - | - | Bfyoxypg | 3cHn | - | 221 | 3jBn+208 | - | 20.20000 |
| E-1 | OSI | 67.400 | - | - | OO | DD | - | - | Dmxkeacw | 3wSl | 385-395 | 395 | 3dZi+336 | - | 86.00000 |
| Y-2 | ETS | 6.000 | - | - | YY | VV | - | - | Ruwar | PRK | - | - | 7.000% | - | 88.70000 |
| A | XBV | 44.000 | - | - | E | O | - | - | Czjxeycm | 3yNt | - | 490 | 3rSf+432 | - | 67.00000 |
Tranche Comments
E: First Pay: 2023-07-15; Redemption: 2024-05-29;
A-Sfyu: First Pay: 2023-07-15; Redemption: 2024-05-29;
E-1: First Pay: 2023-07-15; Redemption: 2024-05-29;
Y-2: First Pay: 2023-07-15; Redemption: 2024-05-29;
A: First Pay: 2023-07-15; Redemption: 2024-05-29;
I: First Pay: 2023-07-15; Redemption: 2024-05-29;
H: First Pay: 2023-07-15; Redemption: 2024-05-29;
F: First Pay: 2023-07-15; Redemption: 2024-05-29;
F: First Pay: 2023-07-15; Redemption: 2024-05-29;
Hxj: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Fxu Euoo Mgcsxol 1.5
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 10, 2021
WAL Test Period End Date
Nov 21, 2021