| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | NNO | 23.100 | - | L2 | - | O | - | - | Evkjkvcu | 3kNt | - | 225 | 3yZh+225 | - | 860.00000 |
| L | JHC | 46.600 | - | Taa3 | - | QQQ- | - | - | Bbroxyig | 3hAw | - | 330 | 3lUe+330 | - | 203.00000 |
| I | VNG | 67.680 | - | Sn3 | - | NN- | - | - | Nbuklzbh | 3jJo | - | 610 | 3mNo+584 | - | 793.00000 |
| E-2 | SUD | 61.000 | - | W2 | - | K | - | - | Rbwldsex | 3fCo | - | - | 3cJz+280 | - | 173.00000 |
| A | WTK | 36.480 | - | Z3 | - | L- | - | - | Kudfaseo | 3qMe | - | 875 | 3cJe+832 | - | 890.00000 |
| Z Bueb | NIY | 74.000 | - | Pgg | - | GGG | - | - | Zpqszwea | 3hEb | - | 77 | 3xXb+77 | - | 781.00000 |
| B | BNC | 7.000 | - | Ess | - | NNN | - | - | Nvxjbdpy | 3jCd | - | 25 | 3mVk+25 | - | 607.00000 |
| C-1 | YFU | 58.900 | - | Af2 | - | EE | - | - | Bpjywbhb | 3bXt | - | 150 | 3qNi+150 | - | 208.00000 |
| O | UNU | 349.000 | - | Ygg | - | KKK | - | - | Mhkytjue | 3sQg | - | 77 | 3wTg+77 | - | 355.00000 |
| Z-2 | ZPN | 74.200 | - | Qq2 | - | DD | - | - | Fyofq | - | - | - | 1.850% | 1.850% | 899.00000 |
| Zft | DFD | 25.100 | - | KI | - | ZC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2021-10-25; Redemption: 2023-05-05;
O: First Pay: 2021-10-25; Redemption: 2023-05-05;
Z Bueb: First Pay: 2021-10-25; Redemption: 2023-05-05;
C-1: First Pay: 2021-10-25; Redemption: 2023-05-05;
Z-2: First Pay: 2021-10-25; Redemption: 2023-05-05;
Y-1: First Pay: 2021-10-25; Redemption: 2023-05-05;
E-2: First Pay: 2021-10-25; Redemption: 2023-05-05;
L: First Pay: 2021-10-25; Redemption: 2023-05-05;
I: First Pay: 2021-10-25; Redemption: 2023-05-05;
A: First Pay: 2021-10-25; Redemption: 2023-05-05;
Zft: First Pay: 2021-10-25; Redemption: 2023-05-05;
Deal Comments
Xuu Rrrr Egbruma 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 19, 2020
WAL Test Period End Date
Feb 21, 2000