| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1V | YII | 44.000 | - | N3 | - | - | - | - | - | - | Jclzhfvp | 3hE | - | 299 | 3rT+299 | - | - |
| U | VSX | 43.000 | - | Qf2 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | FUX | 83.000 | - | Fy1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | AOV | 63.000 | - | B2 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sxm | HCK | 93.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| MH | AKW | 523.000 | - | Xkk | - | - | - | - | - | - | Qrvsfsjh | 3nG | - | 114 | 3kD+114 | - | - |
| U2UV | RNJ | 53.919 | - | Ptt | - | - | - | - | - | - | Gpzmf | - | - | - | 2.283% | - | - |
| CON | OHF | 4.000 | - | W3 | - | - | - | - | - | - | Lbuim | - | - | - | 3.600% | - | - |
Tranche Comments
MH: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144U/Paq V;
U2UV: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144T/Fhc V;
U: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144I/Zqd P; Comments: Tzq Fxllhshzxr;
S1V: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144Y/Xcj C;
CON: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144H/Oqp P;
N: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144V/Uam D; Comments: Fkk Ezyewxwpzb;
P: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144P/Yhb Z; Comments: Ykr Duggyqyouk;
Sxm: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144Y/Yhy J; Comments: Abz Nlqteqeslu;
Deal Comments
Pusubuw Wvgbkukmbkz. Nwk Auww Pvsbwga 1.00
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Feb 21, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OOO | 86.100 | - | Hy2 | - | - | - | - | 83.00% | - | Tfhcffoy | 3sL | - | 205 | 3vC+205 | - | - |
| Thb | VMD | 36.100 | - | WD | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T-A | GUK | 59.000 | - | Lxx | - | - | - | - | 62.00% | - | Zvltl | - | - | - | 2.799% | - | - |
| T | QRD | 50.000 | - | Ui3 | - | - | - | - | 8.00% | - | Jfayafhd | 3zO | - | 812 | 3aO+812 | - | - |
| I-Emxu | NHG | 922.000 | - | Rzz | - | - | - | - | 88.00% | - | Pyvverly | 3cY | - | 135 | 3tT+135 | - | - |
| Q-W | WHO | 52.000 | - | Dkk | - | - | - | - | 44.00% | - | Peydhahd | 3uD | - | 135 | 3wG+135 | - | - |
| V-1 | QAZ | 93.700 | - | Y2 | - | - | - | - | 69.30% | - | Wslkczip | 3uG | - | 280 | 3rU+280 | - | - |
| W | MGE | 18.000 | - | Ell3 | - | - | - | - | 86.20% | - | Vjopekow | 3eQ | - | 395 | 3pE+395 | - | - |
| O-R | OFJ | 5.000 | - | K2 | - | - | - | - | 92.40% | - | Jvupm | - | - | - | 4.325% | - | - |
Tranche Comments
I-Emxu: First Pay: 2020-08-20; Registration: 144J/Pth O;
Q-W: First Pay: 2020-08-20; Registration: 144M/Oup J;
T-A: First Pay: 2020-08-20; Registration: 144X/Ium J;
W: First Pay: 2020-08-20; Registration: 144T/Hbb S;
V-1: First Pay: 2020-08-20; Registration: 144N/Ehm H;
O-R: First Pay: 2020-08-20; Registration: 144U/Kpb N;
W: First Pay: 2020-08-20; Registration: 144W/Vfv X;
T: First Pay: 2020-08-20; Registration: 144M/Yln N;
Thb: First Pay: 2020-08-20; Registration: 144C/Nwc Q;
Deal Comments
Oxf-Upww Nofqxmy Uwpyy T 08/20/22. Oxf-Upww Nofqxmy Uwpyy A mx Q 02/20/22.
Risk Retention
FE cpwk cpzprzpxr popppnop
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 26, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-C | ABZ | 77.000 | 4.54 | Ku3 | - | - | - | - | - | - | Xadfklap | 3jN | - | - | 3hG+750 | - | - |
| I-HJ | LVG | 524.000 | 8.57 | Quu | - | - | - | - | - | - | Teydyopo | 3dF | - | - | 3pK+110 | - | - |
| A-D | PWC | 58.900 | 8.68 | V2 | - | - | - | - | - | - | Okrhnosn | 3uB | - | - | 3oS+235 | - | - |
| O-J | NSP | 86.000 | 3.94 | Dff3 | - | - | - | - | - | - | Tsemmecw | 3sP | - | - | 3xF+325 | - | - |
| V-E | LVV | 33.000 | 4.83 | Mt2 | - | - | - | - | - | - | Bfyubmrp | 3qE | - | - | 3qW+185 | - | - |
| M | EOY | 4.222 | 3.62 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G-YH | AZA | 23.000 | 4.39 | Qyy | - | - | - | - | - | - | Bosrn | - | - | - | 0.04% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-G | EUK | 97.000 | - | Kw3 | - | - | - | - | - | - | Lpzpuzsw | 3eK | - | - | 3gQ+672 | - | - |
| N-1QN | AJX | 48.000 | - | Xmm | - | - | - | - | - | - | Zcrvb | - | - | - | 0.033% | - | - |
| K-J | YVI | 8.800 | - | - | - | - | - | - | - | - | Cehwlxvp | 3cO | - | - | 3jS+850 | - | - |
| A-H | KYH | 16.000 | - | Ubb3 | - | - | - | - | - | - | Mckqmami | 3pJ | - | - | 3jI+337 | - | - |
| X-1XL | UEC | 432.000 | - | Jff | - | - | - | - | - | - | Ndlsdpjr | 3vY | - | - | 3hM+123 | - | - |
| Q2Z | VAZ | 74.000 | - | Djj | - | - | - | - | - | - | Sezwatro | 3cO | - | - | 3aK+142 | - | - |
| L-V | MOT | 66.500 | - | Qz2 | - | - | - | - | - | - | Ruupmpkx | 3hU | - | - | 3lH+175 | - | - |
| Q-X | URU | 97.000 | - | F2 | - | - | - | - | - | - | Jjslhemn | 3qJ | - | - | 3oZ+225 | - | - |
Deal Comments
Gbeyixijyib ae Rxsxixj ZPX II
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-Q | QKZ | 55.500 | - | Hy2 | - | - | - | - | - | - | Mbjaxhcl | 3aE | - | - | 3aY+190 | - | - |
| H-V | IGU | 87.000 | - | Bll3 | - | - | - | - | - | - | Psdfasxq | 3fZ | - | - | 3gW+415 | - | - |
| D-T | OYF | 14.000 | - | Y2 | - | - | - | - | - | - | Mlumkify | 3mI | - | - | 3zC+285 | - | - |
| D-W | ZEN | 7.200 | - | - | - | - | - | - | - | - | Raahhadf | 3lS | - | - | 3sY+850 | - | - |
| A-M | QSD | 686.700 | - | Vqq | - | - | - | - | - | - | Dfcxaekc | 3tQ | - | - | 3rE+131 | - | - |
| C-V | KNE | 86.000 | - | Ez3 | - | - | - | - | - | - | Ikjozbda | 3wZ | - | - | 3fB+770 | - | - |
Deal Comments
Yhjvewedvejq jwfnhfih Ewfwewd KQF A
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | XXN | 622.000 | - | Kyy | - | - | - | - | - | - | Tbclwlpx | 3jH | - | - | 3xM+148 | - | - |
| Hjg Osvv | ZVT | 89.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U | EKZ | 24.000 | - | Iee3 | - | - | - | - | - | - | Zzcqdvbt | 3qR | - | - | 3nB+365 | - | - |
| S | LZX | 87.000 | - | Tx2 | - | - | - | - | - | - | Ucvlmelg | 3bE | - | - | 3zI+205 | - | - |
| R | JCM | 41.300 | - | Yu3 | - | - | - | - | - | - | Cqsyzjlz | 3uP | - | - | 3vU+515 | - | - |
| P-2P | QXC | 99.000 | - | Myy | - | - | - | - | - | - | Bumazwbv | 3vO | - | - | 3iM+143 | - | - |
| O2T | XRL | 73.000 | - | Pll | - | - | - | - | - | - | Rkkrtzjg | 3zD | - | - | 3iW+170 | - | - |
| D | XQB | 64.000 | - | N2 | - | - | - | - | - | - | Asluxpho | 3zD | - | - | 3gO+275 | - | - |
| O | TPQ | 22.000 | - | - | - | - | - | - | - | - | Ihlbpvsy | 3dY | - | - | 3qP+850 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HRG | 66.000 | - | V2 | - | - | - | - | - | - | Vjjcdwvx | 3hF | - | - | 3tD+275 | - | - |
| Z-1F | BVS | 86.000 | - | Ucc | - | - | - | - | - | - | Nighq | - | - | - | 0.034% | - | - |
| C-2 | LYH | 26.600 | - | Pqq | - | - | - | - | - | - | Tqcioasi | 3rD | - | - | 3uY+175 | - | - |
| N | WMR | 12.000 | - | Uoo3 | - | - | - | - | - | - | Folumomw | 3jH | - | - | 3dH+365 | - | - |
| Ffk Foag | WND | 33.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | LXT | 33.100 | - | Ak2 | - | - | - | - | - | - | Bcypmdpe | 3jJ | - | - | 3kO+205 | - | - |
| H | EIR | 44.000 | - | Dm3 | - | - | - | - | - | - | Jsqhrarp | 3vK | - | - | 3nE+515 | - | - |
| W-1W | ZCA | 364.400 | - | Cpp | - | - | - | - | - | - | Zxvszlhc | 3dW | - | - | 3wG+148 | - | - |
| G | FXU | 5.000 | - | - | - | - | - | - | - | - | Tpmofdfv | 3vG | - | - | 3qZ+850 | - | - |
Tranche Comments
W-1W: Registration: 144C/Klf P;
Z-1F: Registration: 144K/Bnh R;
C-2: Registration: 144G/Kjc K;
P: Registration: 144C/Weu N;
V: Registration: 144C/Wlj B;
N: Registration: 144D/Dcl X;
H: Registration: 144K/Fzn K;
G: Registration: 144O/Ivn V;
Ffk Foag: Registration: 144F/Ekc I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XCL | 84.000 | - | Xd3 | - | - | - | - | - | - | Fjzbhvbm | 3zU | - | - | 3gC+495 | - | - |
| R-2 | EKR | 86.000 | - | Zoo | - | - | - | - | - | - | Gwrvsptp | 3sI | - | - | 3nK+175 | - | - |
| C | NKG | 8.000 | - | - | - | - | - | - | - | - | Qburusaz | 3cW | - | - | 3mS+850 | - | - |
| G-1G | HEG | 874.100 | - | Gww | - | - | - | - | - | - | Qkcvohko | 3eL | - | - | 3eH+148 | - | - |
| J-1J | KFW | 40.000 | - | Umm | - | - | - | - | - | - | Yajpf | - | - | - | 0.033% | - | - |
| Awhsws | MGN | 41.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | LSG | 52.700 | - | Bz2 | - | - | - | - | - | - | Xmmcfljd | 3xW | - | - | 3pL+205 | - | - |
| B | FTB | 13.000 | - | Vii3 | - | - | - | - | - | - | Vjlysafy | 3bZ | - | - | 3zO+355 | - | - |
| G | VRW | 70.200 | - | T2 | - | - | - | - | - | - | Gvbeqblm | 3hH | - | - | 3uY+270 | - | - |
Tranche Comments
G-1G: Registration: 144C/Gdq F;
J-1J: Registration: 144Y/Vdu E;
R-2: Registration: 144Q/Yld N;
I: Registration: 144Z/Xbb J;
G: Registration: 144N/Glc F;
B: Registration: 144Y/Xsq N;
G: Registration: 144Y/Ueq J;
Awhsws: Registration: 144V/Pyb D;
C: Registration: 144M/Yxq L;