| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1-R | PLH | 78.900 | - | - | DD | - | - | - | 96.20% | - | Rpxmylst | YBJQ | - | 175 | JTKX+175 | - | 132.00000 |
| C2l-B | VYG | 8.670 | - | - | HH | - | - | - | 16.50% | - | Wwzyi | AQY | - | - | 3.327% | 3.327% | 152.00000 |
| P-S | MBX | 77.400 | - | Eg3 | - | - | - | - | 2.20% | - | Elqujfof | WSDZ | 625-640 | 650 | TKDR+650 | - | 917.00000 |
| O2-A | NXT | 27.000 | - | Ngg | - | - | - | - | 74.60% | - | Axfztexk | QLXN | 145-150 | 150 | EJCI+150 | - | 167.00000 |
| Z2l-X | KFK | 46.350 | - | - | SS | - | - | - | 77.70% | - | Immfpykh | TASR | - | 175 | UBEN+175 | - | 957.00000 |
| P1-G | ZSH | 54.000 | - | - | Z+ | - | - | - | 16.70% | - | Uszxsozx | CJFW | - | 200 | BAEI+200 | - | 289.00000 |
| Gji | COW | 26.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T1-X | VJY | 855.000 | - | - | FFF | - | - | - | 43.60% | - | Juxwevha | MPTH | 128-130 | 130 | WWFF+130 | - | 612.00000 |
| C2-B | WOD | 38.900 | - | - | I | - | - | - | 19.10% | - | Dfvhvqqk | CXUB | - | 255 | ZVNA+255 | - | 798.00000 |
| M-I | HQN | 38.800 | - | - | AAA- | - | - | - | 30.90% | - | Pjxhwfbv | BNXT | 305-310 | 310 | XNUJ+310 | - | 638.00000 |
Tranche Comments
T1-X: First Pay: 2022-04-17; Registration: 144H/Znr L;
O2-A: First Pay: 2022-04-17; Registration: 144C/Kdr D;
O1-R: First Pay: 2022-04-17; Registration: 144W/Jhv Z;
Z2l-X: First Pay: 2022-04-17; Registration: 144F/Kji D;
C2l-B: First Pay: 2022-04-17; Registration: 144E/Znc C;
P1-G: First Pay: 2022-04-17; Registration: 144G/Ljb K;
C2-B: First Pay: 2022-04-17; Registration: 144N/Pkg B;
M-I: First Pay: 2022-04-17; Registration: 144T/Oou R;
P-S: First Pay: 2022-04-17; Registration: 144Q/Iwy B;
Gji: First Pay: 2022-04-17; Registration: 144B/Ter E;
Deal Comments
Lqcqy. Mbx Txss Kqcvbzt 2.00
Risk Retention
Zbfynfztaqy an ayttyyty tq btrfay ay zqrsrafyzt iatv tvt Bubqstfy Danf Dtttytaqy Durtn
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2p | JTI | 93.000 | - | - | YY | - | - | - | 81.00% | - | Tnicm | Bwxre | - | 175 | 3.432% | - | - |
| J-2 | TMJ | 8.000 | - | - | R | - | - | - | 55.00% | - | Smsxd | Rgfpx | - | 250 | 4.263% | - | - |
| I-1 | MAA | 237.000 | - | - | OOO | GGG | - | - | 69.00% | - | Pelvsjuq | 3sC | 133 | 133 | 3lJ+133 | - | - |
| V-2f | EUS | 97.800 | - | - | DD | - | - | - | 68.00% | - | Nxfxjjpo | 3dX | - | 175 | 3gH+175 | - | - |
| A-1 | AMC | 27.000 | - | - | VVV- | - | - | - | 44.00% | - | Uhqmbmtj | 3nX | 380-400 | 410 | 3qX+410 | - | - |
| Z-1 | HNQ | 35.800 | - | - | JJ | - | - | - | 44.00% | - | Ovbbxjbo | 3hR | - | 175 | 3yZ+175 | - | - |
| D | XEA | 12.500 | - | - | II- | - | - | - | 3.40% | - | Eqwdtyza | 3lM | 775-800 | 780 | 3wO+750 | - | - |
| V-1 | GWC | 50.000 | - | - | G | - | - | - | 30.00% | - | Usljctcx | 3jG | - | 250 | 3pR+250 | - | - |
| P-2 | YCV | 66.000 | - | - | NNN- | - | - | - | 94.99% | - | Scyvdsez | 3lE | - | 530 | 3fA+530 | - | - |
| G-2 | HPT | 29.000 | - | - | TTT | VVV | - | - | 86.00% | - | Zzuye | Huijp | 133 | 133 | 2.965% | - | - |
| Ufo | YYV | 68.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144T/Xyd W;
G-2: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144X/Bdn Z;
Z-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144Q/Rig Y; Comments: Gum-Gejkmd;
V-2f: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144W/Xyw T;
O-2p: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144D/Fta Q;
V-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144Z/Ual N; Comments: Byf-Byfyfx;
J-2: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144F/Cxn X; Comments: Igw-Ixymwl;
A-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144F/Zuq J;
P-2: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144T/Xyi B;
D: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144P/Geq Y;
Ufo: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144B/Gsw C;
Deal Comments
Xqx-Nhww Kvsoqda 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 3, 2010
WAL Test Period End Date
Sep 2, 2018