| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-B | HQA | 45.000 | - | C2 | - | D | 77.10% | - | Ruevhael | 3eWa | - | 230 | 3gTp+230 | - | 106.00000 |
| P-1-I | SYK | 48.500 | - | Al2 | - | PP | - | - | Clfhuzen | 3fHw | - | 160 | 3yKp+160 | - | 318.00000 |
| A-2-I | TDF | 1.000 | - | Qr2 | - | PP | 68.90% | - | Crsoh | AAH | - | - | 2.000% | 2.000% | 244.00000 |
| Q-1-B | LMA | 561.000 | - | Ldd | - | GGG | - | - | Uhjvqvpk | 3fVt | - | 76 | 3yFq+76 | - | 764.00000 |
| K-2-Q | XEF | 91.000 | - | Cee | - | MMM | 62.30% | - | Mnxbn | MVL | - | - | 1.040% | 1.040% | 492.00000 |
| S-V | VQJ | 50.300 | - | Vjj3 | - | BBB- | 40.20% | - | Ljxstfmz | 3lTw | - | 340 | 3aOp+340 | - | 558.00000 |
Tranche Comments
Q-1-B: First Pay: 2021-07-15; Redemption: 2022-04-22;
K-2-Q: First Pay: 2021-07-15; Redemption: 2022-04-22;
P-1-I: First Pay: 2021-07-15; Redemption: 2022-04-22;
A-2-I: First Pay: 2021-07-15; Redemption: 2022-04-22;
N-B: First Pay: 2021-07-15; Redemption: 2022-04-22;
S-V: First Pay: 2021-07-15; Redemption: 2022-04-22;
Deal Comments
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Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 29, 2007
WAL Test Period End Date
Sep 29, 2019