| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CFU | 96.000 | - | Lgg3 | - | RRR- | - | - | Yhkbpdff | 3tOt | - | 340 | 3bFp+340 | - | 328.00000 |
| NR1 | SOG | 213.000 | - | Pff | - | HHH | - | - | Wzbvxxot | 3dQb | - | 80 | 3rJc+80 | - | 997.00000 |
| P-2 | YZJ | 48.200 | - | GT | - | YC | - | - | - | - | - | - | - | - | 158.00000 |
| Q-1 | CIB | 86.300 | - | CW | - | HT | - | - | - | - | - | - | - | - | 105.00000 |
| W | AWZ | 12.800 | - | Fm2 | - | XX | - | - | Ykbfmqem | 3lPn | - | 160 | 3bKi+160 | - | 664.00000 |
| V | XAG | 14.300 | - | Bd3 | - | AA- | - | - | Jzobhtjn | 3fZr | - | 640 | 3xVh+612 | - | 55.00000 |
| R | HCJ | 20.000 | - | Fxx | - | FFF | - | - | Mludswqn | 3yDu | - | 80 | 3cYw+80 | - | 724.00000 |
| IB2 | VOK | 54.000 | - | Ell | - | FFF | - | - | Hdrfqekf | 3fAg | - | 80 | 3rOy+80 | - | 388.00000 |
| Z | LCV | 55.000 | - | V2 | - | M | - | - | Tjwvbroj | 3nFc | - | 225 | 3hQz+225 | - | 952.00000 |
| G | DCY | 71.000 | - | O3 | - | T- | - | - | Sqvfavzr | 3gCg | - | 905 | 3dVm+844 | - | 32.00000 |
Tranche Comments
R: First Pay: 2021-01-20; Redemption: 2022-11-19;
NR1: First Pay: 2021-01-20; Redemption: 2022-11-19;
IB2: First Pay: 2021-01-20; Redemption: 2022-11-19;
W: First Pay: 2021-01-20; Redemption: 2022-11-19;
Z: First Pay: 2021-01-20; Redemption: 2022-11-19;
D: First Pay: 2021-01-20; Redemption: 2022-11-19;
V: First Pay: 2021-01-20; Redemption: 2022-11-19;
G: First Pay: 2021-01-20; Redemption: 2022-11-19;
Q-1: First Pay: 2021-01-20; Redemption: 2022-11-19;
P-2: First Pay: 2021-01-20; Redemption: 2022-11-19;
Deal Comments
Oyc Lfyy Yorgypq 1.5
Reinvestment Period (YRS)
7.3
Reinvestment Period End Date
Jan 20, 2020
WAL Test Period End Date
May 24, 2001