| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XYB | 11.500 | - | Dh3 | GG- | - | 7.50% | - | Bkwecfra | 3mRq | Bm 600x | 690 | 3tQ+647 | - | 26.00000 |
| O | OWI | 2.400 | - | D3 | L- | - | 4.90% | - | Amysqtmv | 3pNc | 985 | 1010 | 3lP+925 | - | 97.20000 |
| D-1 | NZF | 65.300 | - | Jv2 | FF | - | 42.90% | - | Nulbkhlb | 3cWt | 175v | 175 | 3hW+175 | - | 278.00000 |
| Lyi | PLL | 77.000 | - | MO | OI | - | - | - | - | - | - | - | - | - | 25.00000 |
| H | KNF | 90.600 | - | Ecc3 | QQQ | - | 46.30% | - | Oewcydso | 3zRe | 400g | 400 | 3oE+400 | - | 977.00000 |
| T-2 | XBI | 81.000 | - | Vi2 | KK | - | 39.60% | - | Hunxp | - | 2.20%u | - | 2.250% | - | 731.00000 |
| Y | XTR | 657.900 | - | Ncc | GGG | - | 87.70% | - | Xlhaqxty | 3hTl | 92-93 | 93 | 3kW+93 | - | 333.00000 |
| J | GSC | 77.400 | - | E2 | C | - | 42.00% | - | Fszqzowz | 3oSx | 255l | 255 | 3rY+255 | - | 662.00000 |
Tranche Comments
Y: First Pay: 2020-07-15; Registration: 144U/Xax Z;
D-1: First Pay: 2020-07-15; Registration: 144K/Ket J;
T-2: First Pay: 2020-07-15; Registration: 144K/Hhm N;
J: First Pay: 2020-07-15; Registration: 144E/Ulw E;
H: First Pay: 2020-07-15; Registration: 144N/Bwe D;
G: First Pay: 2020-07-15; Registration: 144W/Oxp I;
O: First Pay: 2020-07-15; Registration: 144C/Epx Q;
Lyi: First Pay: 2020-07-15; Registration: 144Q/Pic L;
Risk Retention
Phjtjxhmvh/Uhvjmt
Reinvestment Period (YRS)
1.8
Reinvestment Period End Date
Jul 21, 2006
WAL Test Period End Date
May 17, 2011