| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-B | MTR | 35.000 | 8.70 | - | - | BB | - | - | 53.00% | - | Gudulfhc | MWFO | - | 170 | JPKO+170 | - | - |
| W1-G | BPB | 60.000 | 1.50 | - | - | SSS- | - | - | 55.00% | - | Gwupkswd | HOWP | - | 280 | JHYE+280 | - | - |
| C2-G | PZU | 9.700 | 46.60 | - | - | FFF- | - | - | 45.00% | - | Reyoorzi | EGTE | - | 395 | GUCO+395 | - | - |
| O2-C | VGW | 15.000 | 7.70 | - | - | MMM | - | - | 65.00% | - | Fdyydrzp | BQVJ | - | 156 | LZSL+156 | - | - |
| I-N | LSS | 27.400 | 56.70 | - | - | CC- | - | - | 6.00% | - | Jqwrkcik | ANNV | - | 525 | GMQT+525 | - | - |
| W-V | NQX | 10.000 | 1.70 | - | - | A | - | - | 26.00% | - | Ivbarhjw | SLYU | - | 180 | VOTR+180 | - | - |
| N-F | AKV | 3.000 | 3.50 | - | - | QQQ | - | - | - | - | Idqbhshk | ZQYU | - | 110 | XWFE+110 | - | - |
| F1-V | UFV | 222.000 | 3.40 | - | - | AAA | - | - | 80.00% | - | Iqpxqrqr | SGSA | - | 132 | YPQO+132 | - | - |
| Evd | MMV | 80.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-F: Redemption: 2027-01-18; Registration: 144L/Oqu T;
F1-V: Redemption: 2027-01-18; Registration: 144M/Ddo O;
O2-C: Redemption: 2027-01-18; Registration: 144M/Qsv C;
H-B: Redemption: 2027-01-18; Registration: 144J/Mjc I;
W-V: Redemption: 2027-01-18; Registration: 144J/Ifr L;
W1-G: Redemption: 2027-01-18; Registration: 144D/Kub H;
C2-G: Redemption: 2027-01-18; Registration: 144Y/Baz G;
I-N: Redemption: 2027-01-18; Registration: 144D/Pws M;
Evd: Redemption: 2027-01-18; Registration: 144B/Pzm I;
Deal Comments
Ovkvh. Yvg Tbss Ovqbvnu 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 27, 2021