| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | MQE | 99.000 | 4.80 | AB | - | III+ | - | - | 90.20% | - | Vhlkholf | TSIQ | - | 560 | VPUC+560 | - | - |
| M | AYZ | 78.000 | 3.40 | PS | - | HH- | - | - | 76.50% | - | - | - | - | - | - | - | Retained |
| A | KYG | 38.000 | 6.20 | GW | - | Z | - | - | 31.60% | - | Rwlhcaru | JYUP | - | 410 | ZVMS+410 | - | - |
| S1 | BIG | 81.000 | 2.30 | QU | - | II | - | - | 85.00% | - | Zkopmjfv | ZZHI | - | 325 | BPTU+325 | - | - |
| U | GWI | 6.000 | 8.30 | H3 | - | PQ | - | - | 92.18% | - | - | - | - | - | - | - | Retained |
| W2 | QSZ | 9.000 | 3.60 | IH | - | JJ | - | - | 26.00% | - | Bmhha | - | - | - | 6.47% | - | - |
| S2 | PJU | 81.000 | 9.10 | Fss | - | XR | - | - | 42.00% | - | Afwyvwka | MUIJ | - | 290 | UIHZ+290 | - | - |
| Cmd | UXJ | 27.200 | - | LC | - | XB | - | - | - | - | - | - | - | - | - | - | Retained |
| N1 | TSW | 546.000 | 3.40 | Jvv | - | QC | - | - | 12.00% | - | Ghluzdhh | YJBU | - | 255 | PMSV+255 | - | - |
Tranche Comments
W2: Redemption: 2024-07-20; Registration: 144I/Kjy U;
K: Redemption: 2024-07-20; Registration: 144J/Xyf M;
S1: Redemption: 2024-07-20; Registration: 144N/Gel E;
M: Redemption: 2024-07-20; Registration: 144M/Xfk Q;
U: Redemption: 2024-07-20; Registration: 144E/Uwg S;
A: Redemption: 2024-07-20; Registration: 144W/Uzg J;
Cmd: Redemption: 2024-07-20; Registration: 144T/Mlm R;
S2: Redemption: 2024-07-20; Registration: 144Q/Eky Y;
N1: Redemption: 2024-07-20; Registration: 144O/Exj K;
Deal Comments
Wpp Zyxx Qhypppm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2021