| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BZ3 | JLK | 23.760 | 5.27 | - | - | KKK- | - | - | 14.10% | - | Ulrwsvnw | MODG | - | 365 | UKKZ+365 | - | 146.00000 |
| FJ3 | QNH | 943.277 | 8.33 | Hgg | - | - | - | - | 43.40% | - | Qdjozdlo | JCVC | - | 145 | HNVO+145 | - | 399.00000 |
| LT3 | LRF | 73.600 | 9.41 | - | - | X | - | - | 62.89% | - | Feqefvkx | APLD | - | 235 | XUVL+235 | - | 904.00000 |
| O | QJP | 7.200 | 97.62 | - | - | P- | - | - | 8.48% | - | - | - | - | - | - | - | Retained |
| S-C | ZLC | 834.424 | 5.43 | Oxx | - | - | - | - | 57.20% | - | Jqsjcorb | PZTQ | - | 145 | VSHO+145 | - | 716.00000 |
| OE3 | MCB | 33.460 | 3.26 | - | - | XX | - | - | 14.54% | - | Cbmuudiy | KJAU | - | 195 | AOLO+195 | - | 672.00000 |
| Meqorw | RRG | 91.160 | - | GS | - | BW | - | - | - | - | - | - | - | - | - | - | Retained |
| TF2 | PYS | 5.000 | 5.50 | Imm | - | - | - | - | - | - | Qbddfisb | WIXA | - | 120 | MSWG+120 | - | 733.00000 |
| NU3 | WCF | 56.920 | 6.10 | - | - | XX- | - | - | 2.83% | - | Cyzyzuzx | HVMN | - | 750 | SHKU+750 | - | 762.00000 |
Tranche Comments
TF2: Redemption: 2026-07-24; Registration: 144U/Yhr M;
FJ3: Redemption: 2026-07-24; Registration: 144A/Dck C;
S-C: Redemption: 2026-07-24; Registration: 144T/Nje I;
OE3: Redemption: 2026-07-24; Registration: 144E/Waw A;
LT3: Redemption: 2026-07-24; Registration: 144P/Mvx B;
BZ3: Redemption: 2026-07-24; Registration: 144L/Axg Z;
NU3: Redemption: 2026-07-24; Registration: 144Z/Puh E;
O: Redemption: 2026-07-24; Registration: 144N/Qqf I;
Meqorw: Redemption: 2026-07-24; Registration: 144X/Apa D;
Deal Comments
Sjfjv. Kwj Beyy Vjhowsq 2.00
Use of Proceeds
Bhwomumfomf
Reinvestment Period (YRS)
2.76
Reinvestment Period End Date
Jul 27, 2021