| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lqm | CXI | 72.900 | - | BM | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R-R | QFB | 2.000 | - | D2 | - | - | - | - | 83.70% | - | Cylod | - | - | - | 4.325% | - | - |
| L | NXW | 61.000 | - | Sqq3 | - | - | - | - | 63.50% | - | Fmprdmqy | 3dV | - | 395 | 3fY+395 | - | - |
| G-Y | JPT | 68.000 | - | Jzz | - | - | - | - | 88.00% | - | Jpedzvyc | 3fJ | - | 135 | 3cF+135 | - | - |
| Z-1 | AZS | 25.600 | - | Z2 | - | - | - | - | 62.80% | - | Hkwftiia | 3gE | - | 280 | 3dK+280 | - | - |
| Y-W | LCI | 49.000 | - | Hrr | - | - | - | - | 12.00% | - | Bzvbg | - | - | - | 2.799% | - | - |
| Y | GSC | 33.400 | - | Mc2 | - | - | - | - | 97.00% | - | Rfzxfddo | 3nJ | - | 205 | 3fA+205 | - | - |
| B-Aftn | FBW | 574.000 | - | Cnn | - | - | - | - | 39.00% | - | Qxykbvwb | 3xX | - | 135 | 3oL+135 | - | - |
| Z | COE | 75.000 | - | Wq3 | - | - | - | - | 1.00% | - | Tpschrkj | 3uR | - | 812 | 3jB+812 | - | - |
Tranche Comments
B-Aftn: First Pay: 2020-08-20; Registration: 144A/Isf I;
G-Y: First Pay: 2020-08-20; Registration: 144K/Len H;
Y-W: First Pay: 2020-08-20; Registration: 144A/Ffk N;
Y: First Pay: 2020-08-20; Registration: 144N/Cxh C;
Z-1: First Pay: 2020-08-20; Registration: 144W/Ibr U;
R-R: First Pay: 2020-08-20; Registration: 144U/Rcn Z;
L: First Pay: 2020-08-20; Registration: 144M/Qxb U;
Z: First Pay: 2020-08-20; Registration: 144D/Nza I;
Lqm: First Pay: 2020-08-20; Registration: 144L/Qmv D;
Deal Comments
Yfh-Dozz Wpanflw Dzorr S 08/20/22. Yfh-Dozz Wpanflw Dzorr S df P 02/20/22.
Risk Retention
HR fdwc fkckfcdzf kpdldxpk
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 30, 2011