| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EQQ | QCC | 29.100 | - | - | TT- | - | - | - | 1.00% | - | Tpcqbabg | TBEY | 540i | 535 | HJUC+535 | - | - |
| Yrp | RPT | 82.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N1YY | EKE | 204.000 | - | - | ZZZ | - | - | - | 38.00% | - | Osqwhkta | PDAS | 134-135 | 134 | QVFR+134 | - | - |
| E2YY | TSI | 90.000 | - | - | RRR | - | - | - | 84.00% | - | Yhcyyofz | TBIT | 145-150 | 150 | SPPX+150 | - | - |
| PII | BML | 51.000 | - | - | UU | - | - | - | 15.00% | - | Hlovhovk | NNKX | 160j | 165 | GPIM+165 | - | - |
| O2MM | PPO | 2.800 | - | - | FFF- | - | - | - | 95.24% | - | Mmvhbsxc | UJJO | 410q | 420 | JKZP+420 | - | - |
| IFF | WHO | 78.000 | - | - | H | - | - | - | 39.00% | - | Kpwpdtxw | MHWT | 190e | 190 | LMIO+190 | - | - |
| G1VV | XXE | 19.000 | - | - | ZZZ- | - | - | - | 24.00% | - | Eruvmlrs | JKVL | 280n | 295 | IYFR+295 | - | - |
Tranche Comments
N1YY: Redemption: 2026-08-20; Registration: 144W/Kkw T;
E2YY: Redemption: 2026-08-20; Registration: 144Q/Lac G;
PII: Redemption: 2026-08-20; Registration: 144A/Qst E;
IFF: Redemption: 2026-08-20; Registration: 144T/Vyr T;
G1VV: Redemption: 2026-08-20; Registration: 144M/Xtk M;
O2MM: Redemption: 2026-08-20; Registration: 144T/Jcj N;
EQQ: Redemption: 2026-08-20; Registration: 144P/Nlk J;
Yrp: Redemption: 2026-08-20; Registration: 144M/Wmq W;
Deal Comments
Uuzuk. Nem-Bcww Suwtevb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 31, 2021