| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | HNM | 1.100 | 9.80 | Saa | AAA | - | - | - | Cbvajcdk | 3yRo | - | 28 | 3vZb+28 | - | 446.00000 |
| C-1 | ADY | 473.000 | 6.60 | Xnn | MMM | - | 12.00% | - | Cdlyjrhp | 3xPf | - | 80 | 3zIe+80 | - | 484.00000 |
| X | STF | 59.000 | 7.30 | Wa3 | CC- | - | 6.95% | - | Dsvcautm | 3oRg | - | 650 | 3wBg+614 | - | 17.10000 |
| K | AHY | 32.000 | 4.00 | F2 | M | - | 37.00% | - | Owsjwzyk | 3qQj | - | 205 | 3aLu+205 | - | 695.00000 |
| P | XQR | 17.000 | 2.70 | Nmm3 | FFF | - | 74.60% | - | Xxoepfdt | 3aBk | - | 320 | 3wWy+320 | - | 597.00000 |
| Z | NNL | 65.000 | 8.50 | C3 | M- | - | 1.78% | - | Jmfmviqc | 3wMx | - | 940 | 3fXk+839 | - | 47.60000 |
| Nym | QDC | 41.800 | - | NE | CA | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | NJQ | 28.000 | 9.40 | Wj2 | AA | - | 35.00% | - | Yrxjvuuf | 3cVi | - | 125 | 3eKr+125 | - | 272.00000 |
Tranche Comments
Z: First Pay: 2021-10-28; Redemption: 2022-07-07;
C-1: First Pay: 2021-10-28; Redemption: 2022-07-07;
C-2: First Pay: 2021-10-28; Redemption: 2022-07-07;
K: First Pay: 2021-10-28; Redemption: 2022-07-07;
P: First Pay: 2021-10-28; Redemption: 2022-07-07;
X: First Pay: 2021-10-28; Redemption: 2022-07-07;
Z: First Pay: 2021-10-28; Redemption: 2022-07-07;
Nym: First Pay: 2021-10-28; Redemption: 2022-07-07;
Deal Comments
Twc Ostt Omgswjh 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 30, 2009