| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-C | LER | 10.000 | 8.90 | - | - | UUU- | - | - | 65.00% | - | Efzexxob | POZE | - | 300 | IGSH+300 | - | - |
| Y-H | VCW | 8.000 | 4.60 | Phh | - | - | - | - | - | - | Lyuohbzx | UDQU | - | 90 | SQJD+90 | - | - |
| G-M-C | JEN | 55.000 | 1.40 | - | - | LLL | - | - | 74.00% | - | Jcjbcmfh | QOQS | - | 153 | NPOT+153 | - | - |
| S-B | YRU | 799.000 | 8.60 | Rxx | - | GGG | - | - | 72.00% | - | Ljumtwib | HUVI | - | 135 | UXZA+135 | - | - |
| F-D | RUR | 46.000 | 9.80 | - | - | A | - | - | 29.00% | - | Mkpmaaol | NWXC | - | 200 | NSWW+200 | - | - |
| I-B | RZN | 68.000 | 43.70 | - | - | K- | - | - | 2.00% | - | Uhkoqfyp | QCVG | - | 875 | HOMN+816 | - | - |
| M-2-N | YTK | 7.000 | 4.90 | - | - | UU | - | - | 67.00% | - | Rnzvv | - | - | - | 5.11% | - | - |
| E-1-X | IWB | 86.000 | 8.60 | - | - | UU | - | - | 99.00% | - | Jcqlkeay | XUTU | - | 165 | IIHT+165 | - | - |
| Xgo | VYN | 54.890 | - | JQ | - | WD | - | - | - | - | - | - | - | - | - | - | Retained |
| S-V | EUS | 83.000 | 58.90 | - | - | LL- | - | - | 7.00% | - | Oqkskjiv | DNQJ | - | 570 | WONV+570 | - | - |
Tranche Comments
Y-H: Redemption: 2026-07-20; Registration: 144W/Xag R;
S-B: Redemption: 2026-07-20; Registration: 144T/Djw Z;
G-M-C: Redemption: 2026-07-20; Registration: 144D/Efc D;
E-1-X: Redemption: 2026-07-20; Registration: 144X/Wlp C;
M-2-N: Redemption: 2026-07-20; Registration: 144V/Rsj D;
F-D: Redemption: 2026-07-20; Registration: 144K/Uol C;
M-C: Redemption: 2026-07-20; Registration: 144Z/Tse V;
S-V: Redemption: 2026-07-20; Registration: 144T/Puv P;
I-B: Redemption: 2026-07-20; Registration: 144X/Kla F;
Xgo: Redemption: 2026-07-20; Registration: 144J/Eqc U;
Deal Comments
Bbybs. Lyu Xztt Ybmlynf 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 7, 2021