| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | SAD | 32.000 | - | Am2 | ZZ | - | 10.10% | - | Nlyso | BTS | 2.0%o | - | 2.100% | 2.100% | 907.00000 |
| H | OMI | 54.800 | - | Bjj3 | OOO | - | 63.60% | - | Kvtvdtty | 3sRy | Inc 400x | 425 | 3lZu+425 | - | 369.00000 |
| B | SAO | 5.100 | - | H3 | W- | - | 5.00% | - | Gcecrwbw | 3pDw | 900-950 | 925 | 3oTr+803 | - | 76.00000 |
| N | WPP | 12.200 | - | Z2 | A | - | 67.50% | - | Ozebpazd | 3lWc | 270-285 | 310 | 3zFw+310 | - | 877.00000 |
| T-1 | VGT | 16.800 | - | Dr2 | HH | - | 73.30% | - | Avczabtd | 3iWa | 175-185 | 185 | 3kFo+185 | - | 335.00000 |
| J-1 | BLQ | 95.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | XOF | 7.900 | - | Ddd | MMM | - | - | - | Fmpjirsi | 3kQh | 50j | 50 | 3jZb+50 | - | 678.00000 |
| O | IAO | 90.400 | - | Jr3 | ZZ- | - | 46.60% | - | Vwzweddy | 3gLs | 700-750 | 700 | 3yRc+650 | - | 35.00000 |
| K | WHS | 928.300 | - | Qee | FFF | - | 46.10% | - | Wdqqorph | 3mEy | 110u | 110 | 3tHh+110 | - | 266.00000 |
| A-2 | QHH | 9.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2021-07-22; Redemption: 2022-01-24;
K: First Pay: 2021-07-22; Redemption: 2022-01-24;
T-1: First Pay: 2021-07-22; Redemption: 2022-01-24;
Y-2: First Pay: 2021-07-22; Redemption: 2022-01-24;
N: First Pay: 2021-07-22; Redemption: 2022-01-24;
H: First Pay: 2021-07-22; Redemption: 2022-01-24;
O: First Pay: 2021-07-22; Redemption: 2022-01-24;
B: First Pay: 2021-07-22; Redemption: 2022-01-24;
J-1: First Pay: 2021-07-22; Redemption: 2022-01-24;
A-2: First Pay: 2021-07-22; Redemption: 2022-01-24;
Deal Comments
Xbb Yvkk Yqasbcg 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 4, 2003
WAL Test Period End Date
Sep 9, 2016