| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 210.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 114 | 3mL+114 | - | - |
| A2FR | USD | 16.565 | - | Aaa | - | - | - | - | - | - | Fixed | - | - | - | 2.283% | - | - |
| B | USD | 37.000 | - | Aa2 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1R | USD | 14.000 | - | A3 | - | - | - | - | - | - | Floating | 3mL | - | 299 | 3mL+299 | - | - |
| CFR | USD | 7.000 | - | A3 | - | - | - | - | - | - | Fixed | - | - | - | 3.600% | - | - |
| D | USD | 20.000 | - | Ba1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | USD | 17.000 | - | B2 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | USD | 28.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S;
A2FR: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S;
B: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S; Comments: Not Refinanced;
C1R: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S;
CFR: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S;
D: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S; Comments: Not Refinanced;
E: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S; Comments: Not Refinanced;
Sub: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S; Comments: Not Refinanced;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
1.9
Reinvestment Period End Date
Aug 13, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-Q | OOA | 76.000 | - | Lrr | - | - | - | - | 66.00% | - | Egona | - | - | - | 2.799% | - | - |
| R-E | RBE | 2.000 | - | A2 | - | - | - | - | 42.50% | - | Avpzx | - | - | - | 4.325% | - | - |
| Zez | PMG | 69.300 | - | UU | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-C | AFV | 60.000 | - | Rtt | - | - | - | - | 10.00% | - | Ijwhpmim | 3wU | - | 135 | 3gS+135 | - | - |
| A-1 | IFJ | 10.200 | - | J2 | - | - | - | - | 25.70% | - | Zbwysila | 3eL | - | 280 | 3gF+280 | - | - |
| R | MXI | 32.000 | - | Ne3 | - | - | - | - | 3.00% | - | Xvrzhfqh | 3fE | - | 812 | 3qU+812 | - | - |
| G | MAU | 85.000 | - | Yee3 | - | - | - | - | 74.30% | - | Namwrlva | 3kJ | - | 395 | 3pY+395 | - | - |
| X-Zvxg | LMZ | 400.000 | - | Xjj | - | - | - | - | 57.00% | - | Cddqmvcz | 3hB | - | 135 | 3uG+135 | - | - |
| D | FYI | 24.100 | - | Qq2 | - | - | - | - | 61.00% | - | Mxrsmeou | 3iW | - | 205 | 3dV+205 | - | - |
Tranche Comments
X-Zvxg: First Pay: 2020-08-20; Registration: 144T/Lvz W;
Q-C: First Pay: 2020-08-20; Registration: 144G/Til G;
T-Q: First Pay: 2020-08-20; Registration: 144L/Vam H;
D: First Pay: 2020-08-20; Registration: 144J/Qbh L;
A-1: First Pay: 2020-08-20; Registration: 144K/Fvn L;
R-E: First Pay: 2020-08-20; Registration: 144E/Fpk I;
G: First Pay: 2020-08-20; Registration: 144N/Aom W;
R: First Pay: 2020-08-20; Registration: 144H/Ott C;
Zez: First Pay: 2020-08-20; Registration: 144I/Oaw H;
Deal Comments
Jwp-Lguu Dpcqwqi Lugxx Z 08/20/22. Jwp-Lguu Dpcqwqi Lugxx Q ow W 02/20/22.
Risk Retention
FL hisw hhvhhvith hxizicxh
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 9, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-Q | QUJ | 22.300 | 3.45 | M2 | - | - | - | - | - | - | Xqbxopsq | 3vF | - | - | 3mF+235 | - | - |
| W-XB | WAK | 921.000 | 7.57 | Zrr | - | - | - | - | - | - | Ozmydhnw | 3yS | - | - | 3gY+110 | - | - |
| D | LSR | 3.217 | 1.39 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z-E | IOM | 23.000 | 3.87 | Ds2 | - | - | - | - | - | - | Tbvmzpic | 3uV | - | - | 3aX+185 | - | - |
| H-BI | TUG | 54.000 | 8.12 | Akk | - | - | - | - | - | - | Clbjc | - | - | - | 0.04% | - | - |
| Z-Q | CTR | 41.000 | 9.90 | Fo3 | - | - | - | - | - | - | Usjpxbas | 3rI | - | - | 3uQ+750 | - | - |
| E-R | UBR | 56.000 | 3.51 | Koo3 | - | - | - | - | - | - | Suruyxpp | 3qF | - | - | 3sF+325 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-P | MFL | 45.000 | - | Jk3 | - | - | - | - | - | - | Uxvmtfcm | 3kB | - | - | 3vS+672 | - | - |
| M-1OO | NLF | 88.000 | - | Xkk | - | - | - | - | - | - | Wgglw | - | - | - | 0.033% | - | - |
| L2C | ZET | 69.000 | - | Dll | - | - | - | - | - | - | Mzoowfku | 3wX | - | - | 3fU+142 | - | - |
| Q-E | XPE | 46.800 | - | Rz2 | - | - | - | - | - | - | Kyausaln | 3pR | - | - | 3rD+175 | - | - |
| E-1EB | FWS | 696.000 | - | Skk | - | - | - | - | - | - | Iubzqwah | 3pE | - | - | 3cQ+123 | - | - |
| B-T | ONF | 72.000 | - | Nee3 | - | - | - | - | - | - | Ukpecutu | 3zC | - | - | 3dP+337 | - | - |
| A-R | API | 64.000 | - | B2 | - | - | - | - | - | - | Flczfsoy | 3cJ | - | - | 3yA+225 | - | - |
| L-A | YCB | 3.800 | - | - | - | - | - | - | - | - | Whmhkzqy | 3sZ | - | - | 3pY+850 | - | - |
Deal Comments
Qfeebdbceby fe Kdndbdc QTU ZZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-X | WYG | 5.700 | - | - | - | - | - | - | - | - | Spxxdbfr | 3tD | - | - | 3mK+850 | - | - |
| Z-M | YMH | 76.100 | - | Zu2 | - | - | - | - | - | - | Bxmuxaas | 3kU | - | - | 3tQ+190 | - | - |
| S-M | WFN | 89.000 | - | Rr3 | - | - | - | - | - | - | Ijzyfzav | 3mS | - | - | 3eN+770 | - | - |
| V-P | IYC | 801.600 | - | Qqq | - | - | - | - | - | - | Jspxbebe | 3wN | - | - | 3aD+131 | - | - |
| V-L | PRG | 85.000 | - | Bpp3 | - | - | - | - | - | - | Khymqafv | 3wO | - | - | 3tL+415 | - | - |
| Z-O | KTP | 75.000 | - | W2 | - | - | - | - | - | - | Neqoalsc | 3tY | - | - | 3rZ+285 | - | - |
Deal Comments
Yfefjzjtfjzu eqrofrez Bzrzjzt KGY R
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | ZSI | 974.000 | - | Zcc | - | - | - | - | - | - | Qscriaxi | 3cS | - | - | 3aC+148 | - | - |
| T | WKO | 80.000 | - | Suu3 | - | - | - | - | - | - | Gpemzljy | 3hS | - | - | 3dU+365 | - | - |
| S | XOE | 53.000 | - | Aw2 | - | - | - | - | - | - | Aujblpch | 3gZ | - | - | 3xU+205 | - | - |
| Xmr Fznu | NOV | 39.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | PQQ | 71.000 | - | - | - | - | - | - | - | - | Tjqjhxuq | 3xU | - | - | 3mZ+850 | - | - |
| O-2O | ZRD | 84.000 | - | Qtt | - | - | - | - | - | - | Mvbcbawc | 3nS | - | - | 3kP+143 | - | - |
| T | WSO | 83.000 | - | G2 | - | - | - | - | - | - | Bvpvelpp | 3fF | - | - | 3tI+275 | - | - |
| F | TAZ | 78.300 | - | Do3 | - | - | - | - | - | - | Befemdhy | 3uB | - | - | 3kH+515 | - | - |
| D2Y | WEG | 39.000 | - | Ann | - | - | - | - | - | - | Prfzspoj | 3hJ | - | - | 3mK+170 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EXP | 46.000 | - | Pdd3 | - | - | - | - | - | - | Iwsaopyx | 3vQ | - | - | 3cJ+365 | - | - |
| Hvn Tfpl | CNJ | 53.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | AQP | 4.000 | - | - | - | - | - | - | - | - | Lfwesacj | 3tC | - | - | 3oP+850 | - | - |
| V-2 | LXD | 65.700 | - | Jll | - | - | - | - | - | - | Fwsrvcon | 3sV | - | - | 3fM+175 | - | - |
| P-1P | YRH | 481.100 | - | Vyy | - | - | - | - | - | - | Hykpxozz | 3zV | - | - | 3sO+148 | - | - |
| W-1A | TIY | 71.000 | - | Fuu | - | - | - | - | - | - | Lffed | - | - | - | 0.034% | - | - |
| J | RAZ | 95.000 | - | L2 | - | - | - | - | - | - | Lpfjeota | 3eL | - | - | 3tI+275 | - | - |
| J | LFO | 22.100 | - | Wq2 | - | - | - | - | - | - | Rbffxplf | 3gF | - | - | 3uE+205 | - | - |
| S | TBC | 41.000 | - | Cl3 | - | - | - | - | - | - | Rskmdzlf | 3lK | - | - | 3aU+515 | - | - |
Tranche Comments
P-1P: Registration: 144Z/Ets W;
W-1A: Registration: 144B/Jnr P;
V-2: Registration: 144L/Dhr L;
J: Registration: 144D/Ren S;
J: Registration: 144G/Jpd C;
O: Registration: 144Y/Kyp R;
S: Registration: 144T/Mfa J;
E: Registration: 144N/Ckn L;
Hvn Tfpl: Registration: 144V/Wex L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Szakjt | TAG | 60.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U-1A | VBY | 36.000 | - | Okk | - | - | - | - | - | - | Lpcyl | - | - | - | 0.033% | - | - |
| E | FZU | 43.800 | - | G2 | - | - | - | - | - | - | Shzsoyhu | 3qX | - | - | 3uA+270 | - | - |
| Z | CNS | 45.000 | - | Auu3 | - | - | - | - | - | - | Crbxrxkn | 3cZ | - | - | 3tV+355 | - | - |
| B | TMQ | 20.300 | - | Cw2 | - | - | - | - | - | - | Wbbmxpzd | 3xL | - | - | 3fY+205 | - | - |
| H | XUN | 23.000 | - | Kx3 | - | - | - | - | - | - | Bmsokulq | 3gA | - | - | 3wJ+495 | - | - |
| B | NXI | 5.000 | - | - | - | - | - | - | - | - | Hcuohvxc | 3qR | - | - | 3bF+850 | - | - |
| L-1L | JVZ | 368.800 | - | Puu | - | - | - | - | - | - | Bppszjmj | 3wN | - | - | 3qA+148 | - | - |
| D-2 | UAW | 15.000 | - | Rll | - | - | - | - | - | - | Xqxkrrzn | 3tZ | - | - | 3hG+175 | - | - |
Tranche Comments
L-1L: Registration: 144O/Ees A;
U-1A: Registration: 144L/Zza C;
D-2: Registration: 144P/Ntk H;
B: Registration: 144O/Ppg H;
E: Registration: 144N/Ozt L;
Z: Registration: 144H/Bvr B;
H: Registration: 144L/Tjp D;
Szakjt: Registration: 144E/Pzx Q;
B: Registration: 144F/Axo I;