| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1-FF | LGZ | 484.000 | 1.70 | Bhh | - | FFF | - | - | 47.00% | - | Gvwudtru | JZSP | - | 139 | EHYX+139 | - | - |
| P-EE | GCY | 33.000 | 1.50 | - | - | M | - | - | 26.00% | - | Lsrbdcrp | PIIH | - | 200 | YPIW+200 | - | - |
| S-SS | LGU | 7.730 | 93.50 | Y3 | - | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| Dae | BPX | 93.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-EE | NOJ | 75.200 | 2.50 | - | - | NN | - | - | 44.00% | - | Nlslbrro | WNHQ | - | 175 | IMBW+175 | - | - |
| X-2-WW | TLE | 4.100 | 2.00 | - | - | KKK | - | - | 30.00% | - | Jlwxmcjy | AUUV | - | 159 | TQWL+159 | - | - |
| F-BB | GRK | 31.000 | 8.60 | - | - | UUU- | - | - | 87.00% | - | Eezsmjyo | YOGX | - | 310 | PUHB+310 | - | - |
| X-KK | ISH | 13.820 | 44.60 | - | - | AA- | - | - | 3.50% | - | Twlcsqfc | NHIB | - | 640 | JEVI+640 | - | - |
Tranche Comments
U-1-FF: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Y/Aws O;
X-2-WW: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Osf D;
X-EE: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Zru Z;
P-EE: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Jva W;
F-BB: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Hnb N;
X-KK: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Acm V;
S-SS: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Eck D;
Dae: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Veu U;
Deal Comments
Rvovs. Mjt-Nohh Pvymjhp 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 5, 2021