| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1N | WCX | 175.000 | - | Uff | - | TA | - | - | 10.60% | - | Pmuilhij | YQHB | 135 | 135 | TVBD+135 | - | - |
| HZ | ZGD | 38.000 | - | KE | - | TT- | - | - | 1.38% | - | Whuawewt | AAGJ | 525-535 | 550 | NNKU+550 | - | - |
| Tkl | WMZ | 29.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H2Z | HXH | 61.000 | - | FE | - | YYY | - | - | 13.83% | - | Uxmjawsh | DTWR | 155b | 158 | AAWA+158 | - | - |
| TU | WKU | 34.000 | - | OX | - | V | - | - | 86.57% | - | Tjcakimw | TVYA | 185-190 | 190 | ATNP+190 | - | - |
| EE | RKD | 53.000 | - | IT | - | QQ | - | - | 76.35% | - | Frdcmmse | HKZW | 165z | 170 | XHXD+170 | - | - |
| Y1K | JMS | 79.000 | - | JO | - | SSS- | - | - | 85.90% | - | Fcspwtmo | EMED | 285-290 | 290 | YWAF+290 | - | - |
| Y2Q | ZMR | 2.000 | - | YA | - | AAA- | - | - | 55.64% | - | Olxukreo | JTQB | 400-410 | 410 | UICY+410 | - | - |
Tranche Comments
N1N: Redemption: 2026-10-20; Registration: 144P/Vth A;
H2Z: Redemption: 2026-10-20; Registration: 144Y/Ptd W;
EE: Redemption: 2026-10-20; Registration: 144Q/Xoq C;
TU: Redemption: 2026-10-20; Registration: 144N/Jid V;
Y1K: Redemption: 2026-10-20; Registration: 144X/Uab H;
Y2Q: Redemption: 2026-10-20; Registration: 144H/Tfc O;
HZ: Redemption: 2026-10-20; Registration: 144U/Yiv J;
Tkl: Redemption: 2026-10-20; Registration: 144I/Vux I;
Deal Comments
Tgugu. Lvs Efyy Ggabvvp 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 29, 2021