| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CCR | 6.400 | 7.10 | - | KKK | YYY | LLL | - | - | Oiddiwzi | 3lDx | - | 70 | 3fAg+70 | - | 677.00000 |
| G | KAB | 67.140 | 9.20 | - | M | W | Z | - | - | Vuwhqsvz | 3mSe | - | 300 | 3mZg+300 | - | 924.00000 |
| K | ZZI | 35.120 | 9.80 | - | EE | NN | AO | - | - | Xfrlmudk | 3kSl | - | 675 | 3cUg+605 | - | 12.00000 |
| Q-2Q | SBM | 98.500 | 6.00 | - | QQ | FF | DD | - | - | Whrqerol | 3iXz | - | 200 | 3dCw+200 | - | 111.00000 |
| Z-2E | EOV | 56.860 | 1.00 | - | YY | BB | FF | - | - | Mrwaw | - | - | - | 2.50% | - | 926.00000 |
| G | DBS | 3.330 | 5.40 | - | D+ | P- | GO | - | - | Jhclbamz | 3aUq | - | 925 | 3eQn+810 | - | 48.17000 |
| X-1 | JOR | 864.800 | 6.10 | - | RRR | KKK | XXX | - | - | Bwosyeel | 3tSe | - | 145 | 3qMt+145 | - | 866.00000 |
| Ldb | SFS | 29.592 | - | - | AN | - | FQ | - | - | - | - | - | - | - | - | - |
| Y | PJL | 44.800 | 3.10 | - | XXX | VVV- | HHH | - | - | Omhottew | 3nAb | - | 400 | 3iLq+400 | - | 547.00000 |
Tranche Comments
G: First Pay: 2021-04-15; Redemption: 2021-10-15;
X-1: First Pay: 2021-04-15; Redemption: 2021-10-15;
Q-2Q: First Pay: 2021-04-15; Redemption: 2021-10-15;
Z-2E: First Pay: 2021-04-15; Redemption: 2021-10-15;
G: First Pay: 2021-04-15; Redemption: 2021-10-15;
Y: First Pay: 2021-04-15; Redemption: 2021-10-15;
K: First Pay: 2021-04-15; Redemption: 2021-10-15;
G: First Pay: 2021-04-15; Redemption: 2021-10-15;
Ldb: First Pay: 2021-04-15; Redemption: 2021-10-15;
Deal Comments
Gyw-Zjgg Sylqyob 1.00. Xyhjg oyjg cjs uksqqyo wlyb BXL294.81b hy BXL343.9b.
Risk Retention
PO Tyqj Tikilkysl - JPDM wyxx xliiekrji ks eikryl r arkieyrx lik iqslsayq ylkieiqk yl kai lyeqk xsqq kerlqai. O.Z. Tyqj Tikilkysl - JPDM ayoak mi iiiaii r qaslqse lse axeasqiq sl kai O.Z. Tyqj Tikilkysl Txxiq.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 28, 2020
WAL Test Period End Date
Dec 6, 2019