| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-RR | PAM | 27.000 | - | FB | EEE- | CP | - | - | 67.00% | - | Nzzepqca | BUIQ | - | 385 | BOMP+385 | - | - |
| M-1ZZ | NAK | 219.000 | - | EE | AAA | BBB | - | - | 37.00% | - | Kmcbosod | JUXA | - | 160 | GXIX+160 | - | - |
| U-2ZZ | BHE | 48.000 | - | DQ | AAA | SC | - | - | 42.00% | - | Odvfrzns | PBOB | - | 175 | SQFF+175 | - | - |
| G-RR | LXN | 90.000 | - | CC | JJ | DR | - | - | 14.00% | - | Gozpamoc | TMMM | - | 185 | XBCO+185 | - | - |
| L-ZZ | LNG | 21.000 | - | FM | J | UY | - | - | 21.00% | - | Ikpyhfbk | VXGF | - | 230 | GTTQ+230 | - | - |
| Rmy | XPL | 230.500 | - | FD | WC | FM | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1ZZ: Registration: 144N/Vce T;
U-2ZZ: Registration: 144H/Otd A;
G-RR: Registration: 144D/Wjf M;
L-ZZ: Registration: 144H/Mbx I;
A-RR: Registration: 144D/Wbb N;
Rmy: Registration: 144H/Fci I;
Deal Comments
Gzkzl. Gqj Gopp Uznnqla 2.00
Risk Retention
PR - Zpwf AP/PJ - Zpw
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 6, 2021