| 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 |
|---|
| P | IVP | 75.200 | - | Wd2 | - | - | - | - | 53.00% | - | Ylwqtuae | 3jP | - | 205 | 3rW+205 | - | - |
| X-V | EBJ | 87.000 | - | Ttt | - | - | - | - | 99.00% | - | Ozsjwckw | 3tG | - | 135 | 3hU+135 | - | - |
| P-V | UJO | 43.000 | - | Vjj | - | - | - | - | 19.00% | - | Mpcua | - | - | - | 2.799% | - | - |
| P | KFQ | 42.000 | - | Zss3 | - | - | - | - | 23.70% | - | Zjkqlaou | 3vF | - | 395 | 3xF+395 | - | - |
| K-Kche | ZAU | 536.000 | - | Itt | - | - | - | - | 96.00% | - | Shdlepyr | 3eF | - | 135 | 3cQ+135 | - | - |
| J-G | PZU | 2.000 | - | Z2 | - | - | - | - | 65.30% | - | Ghugs | - | - | - | 4.325% | - | - |
| D | GSY | 25.000 | - | Ch3 | - | - | - | - | 3.00% | - | Wwmszwtn | 3bE | - | 812 | 3fL+812 | - | - |
| R-1 | JMC | 88.700 | - | M2 | - | - | - | - | 23.50% | - | Ewjvvhxh | 3mD | - | 280 | 3cK+280 | - | - |
| Fes | UOZ | 92.300 | - | NN | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
K-Kche: First Pay: 2020-08-20; Registration: 144N/Jio Q;
X-V: First Pay: 2020-08-20; Registration: 144V/Gur T;
P-V: First Pay: 2020-08-20; Registration: 144G/Upx T;
P: First Pay: 2020-08-20; Registration: 144J/Rxl E;
R-1: First Pay: 2020-08-20; Registration: 144W/Uxz L;
J-G: First Pay: 2020-08-20; Registration: 144F/Ddt V;
P: First Pay: 2020-08-20; Registration: 144U/Qtp V;
D: First Pay: 2020-08-20; Registration: 144T/Jdo H;
Fes: First Pay: 2020-08-20; Registration: 144B/Ucg D;
Deal Comments
Uvu-Kgyy Kxhkved Kygnn T 08/20/22. Uvu-Kgyy Kxhkved Kygnn M pv Y 02/20/22.
Risk Retention
RG xdsk xpkpmkdfm pkdxdvkp
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 19, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-K | FVL | 11.300 | 5.57 | Y2 | - | - | - | - | - | - | Ihuiupim | 3nX | - | - | 3nW+235 | - | - |
| L-E | JPQ | 15.000 | 6.67 | Ree3 | - | - | - | - | - | - | Njopwyxe | 3tP | - | - | 3mP+325 | - | - |
| X-PC | GXP | 108.000 | 5.81 | Ass | - | - | - | - | - | - | Nfojsiyo | 3nS | - | - | 3rQ+110 | - | - |
| O-R | JLT | 31.000 | 5.52 | Gx2 | - | - | - | - | - | - | Iqhuyoiz | 3nA | - | - | 3eS+185 | - | - |
| F | LPW | 6.791 | 1.36 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I-G | YRD | 32.000 | 9.69 | Vi3 | - | - | - | - | - | - | Drhkxbed | 3oC | - | - | 3pK+750 | - | - |
| H-DR | FVK | 27.000 | 2.24 | Koo | - | - | - | - | - | - | Mkzap | - | - | - | 0.04% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1XL | UXQ | 52.000 | - | Dpp | - | - | - | - | - | - | Cbanp | - | - | - | 0.033% | - | - |
| F-I | MBS | 2.400 | - | - | - | - | - | - | - | - | Edfxjiht | 3aA | - | - | 3zP+850 | - | - |
| Y-1YJ | FNN | 290.000 | - | Ogg | - | - | - | - | - | - | Qxwyrwed | 3rH | - | - | 3sU+123 | - | - |
| D2O | BZO | 78.000 | - | Rqq | - | - | - | - | - | - | Kwpmsjva | 3hW | - | - | 3eU+142 | - | - |
| O-Y | UCZ | 30.000 | - | P2 | - | - | - | - | - | - | Zrfjobes | 3oH | - | - | 3cB+225 | - | - |
| C-G | TNG | 42.000 | - | Yll3 | - | - | - | - | - | - | Bwyascxj | 3gW | - | - | 3pM+337 | - | - |
| A-Y | MZF | 54.000 | - | Sb3 | - | - | - | - | - | - | Aksrakdh | 3aM | - | - | 3oK+672 | - | - |
| E-H | IRS | 80.100 | - | Us2 | - | - | - | - | - | - | Usfzqxlw | 3rJ | - | - | 3yL+175 | - | - |
Deal Comments
Rwqfjkjlfjk pq Mkjkjkl PGH II
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-J | CFX | 60.000 | - | Onn3 | - | - | - | - | - | - | Uhuqhein | 3zQ | - | - | 3wY+415 | - | - |
| K-B | NXA | 64.000 | - | Cv3 | - | - | - | - | - | - | Mvjvqupd | 3nI | - | - | 3lO+770 | - | - |
| N-W | XLX | 30.600 | - | Ad2 | - | - | - | - | - | - | Glwcbibu | 3gI | - | - | 3wA+190 | - | - |
| A-Y | FVS | 671.900 | - | Vee | - | - | - | - | - | - | Zzjlmlxq | 3yP | - | - | 3fW+131 | - | - |
| I-J | VHM | 14.000 | - | C2 | - | - | - | - | - | - | Kvdlubta | 3uJ | - | - | 3aL+285 | - | - |
| A-R | NRQ | 3.100 | - | - | - | - | - | - | - | - | Zupmpbjr | 3cX | - | - | 3hA+850 | - | - |
Deal Comments
Vjzthchnthja zccvjcch Jccchcn XBM D
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | AFG | 85.000 | - | Ri2 | - | - | - | - | - | - | Iueacbrw | 3rQ | - | - | 3pU+205 | - | - |
| B | XWU | 19.000 | - | Ojj3 | - | - | - | - | - | - | Yukfahxp | 3rM | - | - | 3zQ+365 | - | - |
| N | GCD | 82.000 | - | T2 | - | - | - | - | - | - | Aclvmmbb | 3iY | - | - | 3hM+275 | - | - |
| K | KBF | 73.600 | - | Na3 | - | - | - | - | - | - | Nsspqjqb | 3vS | - | - | 3pY+515 | - | - |
| Mgb Zgpr | HSZ | 49.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-2D | FYP | 33.000 | - | Exx | - | - | - | - | - | - | Kfykhwmm | 3xE | - | - | 3dP+143 | - | - |
| S2A | MPZ | 77.000 | - | Vzz | - | - | - | - | - | - | Jfxcbaoo | 3mE | - | - | 3hD+170 | - | - |
| V | ASJ | 60.000 | - | - | - | - | - | - | - | - | Srkpvdes | 3jV | - | - | 3bN+850 | - | - |
| L-1 | ZIH | 624.000 | - | Odd | - | - | - | - | - | - | Tzzduwlg | 3uP | - | - | 3aB+148 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1L | LRQ | 771.200 | - | Qbb | - | - | - | - | - | - | Ssmflcal | 3cK | - | - | 3cI+148 | - | - |
| F | MOH | 16.000 | - | N2 | - | - | - | - | - | - | Slbzdlrz | 3qR | - | - | 3mH+275 | - | - |
| M | CSV | 43.100 | - | Qi2 | - | - | - | - | - | - | Yykeqkdl | 3jP | - | - | 3wI+205 | - | - |
| E | CVW | 14.000 | - | Vm3 | - | - | - | - | - | - | Mscjahrs | 3qL | - | - | 3zY+515 | - | - |
| Y | NSQ | 2.000 | - | - | - | - | - | - | - | - | Awzxypns | 3gR | - | - | 3nD+850 | - | - |
| Jmx Emch | VUQ | 50.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N-1D | AJB | 43.000 | - | Nii | - | - | - | - | - | - | Pwnlb | - | - | - | 0.034% | - | - |
| C-2 | ZJA | 32.400 | - | Knn | - | - | - | - | - | - | Oykoczab | 3dW | - | - | 3gM+175 | - | - |
| V | KUO | 40.000 | - | Caa3 | - | - | - | - | - | - | Wlqqthii | 3oM | - | - | 3yL+365 | - | - |
Tranche Comments
L-1L: Registration: 144D/Azg R;
N-1D: Registration: 144V/Rro B;
C-2: Registration: 144C/Hbm W;
M: Registration: 144H/Zms X;
F: Registration: 144N/Llr R;
V: Registration: 144Y/Hnh W;
E: Registration: 144O/Bap F;
Y: Registration: 144A/Lnw S;
Jmx Emch: Registration: 144N/Cvp T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hognry | ZLK | 15.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-1Q | RNT | 272.200 | - | Hii | - | - | - | - | - | - | Gwscttcs | 3pW | - | - | 3cE+148 | - | - |
| F | RJR | 10.000 | - | Lvv3 | - | - | - | - | - | - | Kdubozom | 3zB | - | - | 3nD+355 | - | - |
| M-2 | HKP | 96.000 | - | Hpp | - | - | - | - | - | - | Lfhqcjqu | 3iZ | - | - | 3eG+175 | - | - |
| O | QKQ | 55.000 | - | Bq3 | - | - | - | - | - | - | Vnussfpn | 3rT | - | - | 3uX+495 | - | - |
| M-1H | CIK | 29.000 | - | Gzz | - | - | - | - | - | - | Prqzt | - | - | - | 0.033% | - | - |
| J | MTF | 43.200 | - | Vc2 | - | - | - | - | - | - | Ijevjzos | 3zJ | - | - | 3zQ+205 | - | - |
| Y | GTB | 5.000 | - | - | - | - | - | - | - | - | Qzvqjhbm | 3sS | - | - | 3cV+850 | - | - |
| F | RNE | 98.900 | - | E2 | - | - | - | - | - | - | Tvlqslzl | 3rQ | - | - | 3uW+270 | - | - |
Tranche Comments
Q-1Q: Registration: 144O/Mpp L;
M-1H: Registration: 144E/Jlr D;
M-2: Registration: 144J/Bel C;
J: Registration: 144G/Uxo Z;
F: Registration: 144T/Vae K;
F: Registration: 144H/Fhl X;
O: Registration: 144E/Wmz D;
Hognry: Registration: 144J/Mbj R;
Y: Registration: 144M/Yjc D;