| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | QEH | 59.900 | 9.60 | - | CC | - | - | - | 63.00% | - | Cclraepf | DYYO | 190-200 | 210 | YVOJ+210 | - | - |
| I | RHQ | 59.300 | 7.10 | - | HHH | - | - | - | 28.00% | - | Zdwapsfg | GPEA | 168 | 168 | CLCS+168 | - | - |
| Xxw | FOU | 56.100 | - | - | US | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-S-1 | XLK | 927.000 | 1.20 | - | HHH | - | - | - | 90.00% | - | Wsjpfvuo | AJPH | - | 168 | GSDT+168 | - | - |
| T | EPZ | 46.200 | 9.50 | - | CCC- | - | - | - | 12.00% | - | Mzlrbymg | LDHH | 400-415 | 425 | MYVS+425 | - | - |
| Z-X-2 | MOR | 62.000 | 1.80 | - | III | - | - | - | 70.00% | - | Gxulqsqd | TSQU | - | 168 | LUVR+168 | - | - |
| B | MXI | 77.000 | 9.00 | - | T | - | - | - | 88.00% | - | Myzvaalb | BULX | 240-250 | 260 | QVTA+260 | - | - |
Tranche Comments
I: Redemption: 2025-10-03; Registration: 144Q/Xno M;
G-S-1: Redemption: 2025-10-03; Registration: 144F/Gnh R;
Z-X-2: Redemption: 2025-10-03; Registration: 144L/Wfd P;
O: Redemption: 2025-10-03; Registration: 144V/Qzs U;
B: Redemption: 2025-10-03; Registration: 144O/Cuc Z;
T: Redemption: 2025-10-03; Registration: 144O/Yzr O;
Xxw: Redemption: 2025-10-03; Registration: 144N/Fwm S;
Deal Comments
Uow Fmll Fflsoct 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 24, 2020