| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2-G | BKQ | 19.100 | - | Cb3 | - | - | - | - | - | - | Nigsh | - | 180-190 | - | 2.950% | 2.950% | 547.00000 |
| P-C | JJU | 83.000 | - | S3 | - | - | - | - | - | - | Ywnyd | - | 230-240 | - | 3.351% | 3.351% | 885.00000 |
| P-I | KEX | 37.000 | - | Rjj3 | - | - | - | - | - | - | Niipp | - | 400-410 | - | 4.951% | 4.951% | 482.00000 |
Deal Comments
Aaqzsaq Rbhsyayrsyr. Xyy Qaqq Abqsyhn 2.00
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | OQP | 374.000 | - | Hzz | - | - | - | - | - | - | Nckqi | - | - | - | 4.250% | 4.250% | 755.00000 |
| Aot | CBS | 678.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | FIL | 61.000 | - | Jii3 | - | - | - | - | - | - | Qfqlq | - | - | - | 6.980% | 6.980% | 417.00000 |
| Z-2 | PFD | 70.800 | - | Gg3 | - | - | - | - | - | - | Wkkvd | - | - | - | 4.900% | 4.900% | 901.00000 |
| S | RBF | 35.000 | - | S3 | - | - | - | - | - | - | Wazra | - | - | - | 5.800% | 5.800% | 990.00000 |
Tranche Comments
T-1: First Pay: 2020-01-19;
Z-2: First Pay: 2020-01-19;
S: First Pay: 2020-01-19;
N: First Pay: 2020-01-19;
Aot: First Pay: 2020-01-19;
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | GKG | 35.500 | 47.00 | Ann3 | - | - | - | - | - | - | Bmhwy | - | - | - | 0.07% | - | - |
| F-1 | QOK | 792.800 | 30.00 | Znn | - | - | - | - | - | - | Yifpk | - | - | - | 0.05% | - | - |
| Wyf | HAW | 713.500 | 68.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W-2 | JRA | 35.400 | 78.00 | Wq3 | - | - | - | - | - | - | Kqqnj | - | - | - | 0.05% | - | - |
| A | UAT | 69.200 | 10.00 | B3 | - | - | - | - | - | - | Ujvpp | - | - | - | 0.06% | - | - |