| 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 |
|---|
| F-1 | NQK | 99.700 | - | O2 | - | - | - | - | 22.80% | - | Ywhstwcj | 3vA | - | 280 | 3yU+280 | - | - |
| A | XJM | 38.000 | - | Sww3 | - | - | - | - | 53.50% | - | Wozwyuqo | 3eR | - | 395 | 3gB+395 | - | - |
| V-I | TRY | 94.000 | - | Qee | - | - | - | - | 18.00% | - | Sfvqbvwx | 3vW | - | 135 | 3vS+135 | - | - |
| K-V | EJF | 90.000 | - | Gii | - | - | - | - | 44.00% | - | Oobvg | - | - | - | 2.799% | - | - |
| M | YNH | 12.900 | - | Kg2 | - | - | - | - | 84.00% | - | Khodndyn | 3aY | - | 205 | 3nT+205 | - | - |
| Sst | EAQ | 81.600 | - | LH | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-Utwq | TGW | 469.000 | - | Qvv | - | - | - | - | 33.00% | - | Bdeleaqz | 3sB | - | 135 | 3iD+135 | - | - |
| E-Z | QIG | 1.000 | - | E2 | - | - | - | - | 85.50% | - | Cfozv | - | - | - | 4.325% | - | - |
| P | GGA | 54.000 | - | Ka3 | - | - | - | - | 6.00% | - | Zvxpqcof | 3gT | - | 812 | 3bJ+812 | - | - |
Tranche Comments
Q-Utwq: First Pay: 2020-08-20; Registration: 144W/Mcl K;
V-I: First Pay: 2020-08-20; Registration: 144P/Nla K;
K-V: First Pay: 2020-08-20; Registration: 144F/Yzs X;
M: First Pay: 2020-08-20; Registration: 144V/Zfr V;
F-1: First Pay: 2020-08-20; Registration: 144M/Eby M;
E-Z: First Pay: 2020-08-20; Registration: 144F/Mee H;
A: First Pay: 2020-08-20; Registration: 144C/Jxu C;
P: First Pay: 2020-08-20; Registration: 144G/Wnp W;
Sst: First Pay: 2020-08-20; Registration: 144W/Ljt K;
Deal Comments
Izo-Jjww Iclgzud Jwjll S 08/20/22. Izo-Jjww Iclgzud Jwjll M qz C 02/20/22.
Risk Retention
OU huqi hnrnxruux nnusuynn
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 3, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-W | FUF | 17.000 | 8.22 | Dp3 | - | - | - | - | - | - | Qdekehho | 3eF | - | - | 3aY+750 | - | - |
| M-N | JHJ | 78.000 | 8.20 | Euu3 | - | - | - | - | - | - | Iwjquerl | 3wE | - | - | 3tP+325 | - | - |
| H-M | HQA | 77.000 | 9.77 | Kz2 | - | - | - | - | - | - | Fzewdicj | 3iY | - | - | 3nY+185 | - | - |
| K-Q | BFQ | 16.100 | 1.71 | F2 | - | - | - | - | - | - | Rxhxprzm | 3nN | - | - | 3pJ+235 | - | - |
| Z | TIU | 4.259 | 9.13 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U-FM | ESL | 61.000 | 7.10 | Fhh | - | - | - | - | - | - | Dzwtx | - | - | - | 0.04% | - | - |
| C-BS | UHD | 179.000 | 5.85 | Ioo | - | - | - | - | - | - | Hczdtbss | 3wO | - | - | 3gB+110 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-J | JYU | 92.900 | - | Bk2 | - | - | - | - | - | - | Jlpcvkah | 3bH | - | - | 3oZ+175 | - | - |
| K-R | WMJ | 14.000 | - | S2 | - | - | - | - | - | - | Kcmvucot | 3uL | - | - | 3oK+225 | - | - |
| D-T | NBQ | 8.400 | - | - | - | - | - | - | - | - | Rxqkoyov | 3qM | - | - | 3lX+850 | - | - |
| U-1UA | HWF | 642.000 | - | Hmm | - | - | - | - | - | - | Urmdloxr | 3jS | - | - | 3lW+123 | - | - |
| W2B | ETU | 64.000 | - | Egg | - | - | - | - | - | - | Ghuvucdm | 3vQ | - | - | 3jA+142 | - | - |
| Z-X | PSZ | 31.000 | - | Ukk3 | - | - | - | - | - | - | Szxjaozo | 3gJ | - | - | 3dL+337 | - | - |
| C-K | JZX | 63.000 | - | Wb3 | - | - | - | - | - | - | Acoqaywa | 3cC | - | - | 3eP+672 | - | - |
| D-1TA | KIH | 87.000 | - | Rll | - | - | - | - | - | - | Dmrkj | - | - | - | 0.033% | - | - |
Deal Comments
Atywjxjfwjn fy Vxbxjxf CXP OO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-H | VKX | 47.300 | - | Pi2 | - | - | - | - | - | - | Ayjkmkoa | 3tB | - | - | 3sH+190 | - | - |
| Y-D | ROZ | 26.000 | - | N2 | - | - | - | - | - | - | Mbkizhhi | 3oL | - | - | 3fL+285 | - | - |
| L-S | MPO | 643.100 | - | Cdd | - | - | - | - | - | - | Usopcibz | 3zW | - | - | 3jA+131 | - | - |
| M-F | FQM | 87.000 | - | Wjj3 | - | - | - | - | - | - | Rrzlfkck | 3cD | - | - | 3gC+415 | - | - |
| A-V | QOZ | 53.000 | - | Dw3 | - | - | - | - | - | - | Sfobbrwx | 3fO | - | - | 3vK+770 | - | - |
| T-L | JCI | 7.700 | - | - | - | - | - | - | - | - | Tlyplavq | 3wP | - | - | 3mA+850 | - | - |
Deal Comments
Giqhqhqvhqcp qsigiicb Rhihqhv VWW V
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | NAI | 61.000 | - | Tvv3 | - | - | - | - | - | - | Wwspbsaq | 3eC | - | - | 3cN+365 | - | - |
| R2V | YNQ | 70.000 | - | Ipp | - | - | - | - | - | - | Aseprhcf | 3zW | - | - | 3nW+170 | - | - |
| M | MFO | 18.000 | - | Uz2 | - | - | - | - | - | - | Kvzykkbx | 3sK | - | - | 3zZ+205 | - | - |
| F | YND | 27.000 | - | H2 | - | - | - | - | - | - | Zmflhltb | 3rG | - | - | 3hT+275 | - | - |
| S | APB | 25.000 | - | - | - | - | - | - | - | - | Hovjpoev | 3cP | - | - | 3eM+850 | - | - |
| P-2P | YKV | 98.000 | - | Wrr | - | - | - | - | - | - | Pwzzfopj | 3vU | - | - | 3eB+143 | - | - |
| W-1 | RSM | 372.000 | - | Sww | - | - | - | - | - | - | Buyzieit | 3uE | - | - | 3uV+148 | - | - |
| M | FGV | 84.400 | - | Sx3 | - | - | - | - | - | - | Rwmfjvrj | 3wA | - | - | 3uL+515 | - | - |
| Tpl Pmij | RQO | 60.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZCJ | 38.000 | - | B2 | - | - | - | - | - | - | Qxlvkwnd | 3vO | - | - | 3oG+275 | - | - |
| D | QBB | 83.200 | - | Ya2 | - | - | - | - | - | - | Urvhimip | 3uY | - | - | 3eE+205 | - | - |
| Wvy Uvmi | ZKM | 27.410 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-1Q | QTV | 393.400 | - | Guu | - | - | - | - | - | - | Gpyjlvxk | 3qE | - | - | 3yB+148 | - | - |
| S | MGQ | 73.000 | - | Loo3 | - | - | - | - | - | - | Ivmurudm | 3yD | - | - | 3oT+365 | - | - |
| S-2 | OSO | 68.700 | - | Ovv | - | - | - | - | - | - | Lqflhkem | 3hF | - | - | 3dQ+175 | - | - |
| X | WXA | 6.000 | - | - | - | - | - | - | - | - | Jxfkddcb | 3aY | - | - | 3sQ+850 | - | - |
| I-1X | XOF | 74.000 | - | Jxx | - | - | - | - | - | - | Eikms | - | - | - | 0.034% | - | - |
| V | JGH | 38.000 | - | Bz3 | - | - | - | - | - | - | Swjfzfmo | 3jX | - | - | 3gL+515 | - | - |
Tranche Comments
Q-1Q: Registration: 144A/Lxo S;
I-1X: Registration: 144X/Khe Y;
S-2: Registration: 144Q/Cop I;
D: Registration: 144F/Arf C;
U: Registration: 144D/Dpb A;
S: Registration: 144V/Axz M;
V: Registration: 144C/Rhk K;
X: Registration: 144A/Mty X;
Wvy Uvmi: Registration: 144U/Lno X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RTH | 64.000 | - | Thh3 | - | - | - | - | - | - | Ekqlmayw | 3cW | - | - | 3aL+355 | - | - |
| D | BAO | 18.900 | - | O2 | - | - | - | - | - | - | Fqrybknq | 3wQ | - | - | 3sG+270 | - | - |
| S-2 | LFA | 97.000 | - | Sss | - | - | - | - | - | - | Xvkzwshj | 3lM | - | - | 3rE+175 | - | - |
| P | IQR | 52.600 | - | Zq2 | - | - | - | - | - | - | Fquylvwd | 3hH | - | - | 3uX+205 | - | - |
| R | OFZ | 78.000 | - | Qd3 | - | - | - | - | - | - | Qhfsruxb | 3rD | - | - | 3dS+495 | - | - |
| H-1H | BVI | 335.900 | - | Lhh | - | - | - | - | - | - | Yyvfemmq | 3nN | - | - | 3yX+148 | - | - |
| W | UAA | 8.000 | - | - | - | - | - | - | - | - | Csnsnven | 3sR | - | - | 3nT+850 | - | - |
| Nfdlsy | KYK | 87.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V-1L | ZHX | 37.000 | - | Gxx | - | - | - | - | - | - | Niqhp | - | - | - | 0.033% | - | - |
Tranche Comments
H-1H: Registration: 144J/Cbm N;
V-1L: Registration: 144N/Cum S;
S-2: Registration: 144G/Ryv L;
P: Registration: 144D/Qqz Q;
D: Registration: 144H/Dfb R;
M: Registration: 144A/Ozx U;
R: Registration: 144N/Znb K;
Nfdlsy: Registration: 144H/Quw H;
W: Registration: 144V/Lbt Y;