| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NCD | 2.000 | - | - | TTT | EEE | - | - | Wjskqusl | 3lIz | 65-70 | 70 | 3fWq+70 | - | 871.00000 |
| M-1 | NZR | 62.000 | - | - | LL | DD | - | - | Wucok | - | 2.55-2.65% | - | 2.550% | 2.550% | 238.00000 |
| O | IXQ | 749.400 | - | - | CCC | TTT | 45.15% | - | Ilvbeyds | 3iQh | 150s | 145 | 3sXe+145 | - | 821.00000 |
| Pou | VLJ | 58.100 | - | - | YK | GK | - | - | - | - | - | - | - | - | - |
| I-2 | HEI | 64.900 | - | - | JJ | PP | 84.90% | - | Vzhmuhxd | 3fTt | 210-220 | 210 | 3aGr+210 | - | 736.00000 |
| Q | NQX | 40.400 | - | - | QQ- | EE- | 35.40% | - | Zfuuxrje | 3cXp | 700k | 700 | 3yEc+613 | - | 38.00000 |
| T | LXX | 109.000 | - | - | ST | PH | - | - | - | - | - | - | - | - | - |
| E | SIL | 53.900 | - | - | PPP | SSS- | 56.40% | - | Lqqfrudt | 3nQo | 400z | 400 | 3iFs+400 | - | 323.00000 |
| U | WBT | 11.400 | - | - | D | Z | 19.39% | - | Thdvybpi | 3sTx | 290-300 | 290 | 3tDu+290 | - | 680.00000 |
Tranche Comments
E: First Pay: 2021-04-21; Redemption: 2021-07-15;
O: First Pay: 2021-04-21; Redemption: 2021-07-15;
M-1: First Pay: 2021-04-21; Redemption: 2021-07-15;
I-2: First Pay: 2021-04-21; Redemption: 2021-07-15;
U: First Pay: 2021-04-21; Redemption: 2021-07-15;
E: First Pay: 2021-04-21; Redemption: 2021-07-15;
Q: First Pay: 2021-04-21; Redemption: 2021-07-15;
T: First Pay: 2021-04-21; Redemption: 2021-07-15;
Pou: First Pay: 2021-04-21; Redemption: 2021-07-15;
Deal Comments
Rug-Xaaa Rvxzupw 1.00
Risk Retention
TJ - Yspvvskdhi/Dpvvvkhdsp
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 30, 1999