| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1-P | QIO | 64.000 | - | - | D+ | - | - | - | 46.90% | - | Grszaddq | HGBV | - | 200 | TNIA+200 | - | 153.00000 |
| E-N | OCY | 69.300 | - | - | OOO- | - | - | - | 10.80% | - | Xbxpdlds | QWUZ | 305-310 | 310 | VTYB+310 | - | 690.00000 |
| J1-Q | IXS | 75.700 | - | - | XX | - | - | - | 49.50% | - | Ljkoxdxz | ZPMS | - | 175 | CBIL+175 | - | 773.00000 |
| G2o-B | XGP | 5.360 | - | - | BB | - | - | - | 88.10% | - | Gsuqt | GBW | - | - | 3.327% | 3.327% | 555.00000 |
| F2-B | QAV | 29.000 | - | Dzz | - | - | - | - | 94.80% | - | Zkcyevfb | CCHD | 145-150 | 150 | YCQC+150 | - | 617.00000 |
| L2-B | HGE | 50.500 | - | - | R | - | - | - | 99.50% | - | Ofuhpqhs | PETV | - | 255 | QNWE+255 | - | 922.00000 |
| C1-H | GSE | 206.000 | - | - | NNN | - | - | - | 64.60% | - | Ihwsuscz | XECG | 128-130 | 130 | CVSD+130 | - | 380.00000 |
| Jpm | FJH | 98.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-X | FTK | 66.600 | - | Tq3 | - | - | - | - | 4.50% | - | Yuhszmhy | JTGS | 625-640 | 650 | GKFB+650 | - | 169.00000 |
| D2p-J | VJC | 24.530 | - | - | II | - | - | - | 21.80% | - | Oqwbcdpo | KSYX | - | 175 | GMEI+175 | - | 146.00000 |
Tranche Comments
C1-H: First Pay: 2022-04-17; Registration: 144C/Kse N;
F2-B: First Pay: 2022-04-17; Registration: 144J/Ald G;
J1-Q: First Pay: 2022-04-17; Registration: 144H/Fur S;
D2p-J: First Pay: 2022-04-17; Registration: 144X/Czz L;
G2o-B: First Pay: 2022-04-17; Registration: 144D/Opu B;
J1-P: First Pay: 2022-04-17; Registration: 144A/Ljv N;
L2-B: First Pay: 2022-04-17; Registration: 144G/Lyt D;
E-N: First Pay: 2022-04-17; Registration: 144Y/Qvt K;
Z-X: First Pay: 2022-04-17; Registration: 144W/Jdz Y;
Jpm: First Pay: 2022-04-17; Registration: 144V/Dez S;
Deal Comments
Tfjfq. Vyv Sgzz Nffbyas 2.00
Risk Retention
Wvjycjgacry cc cyafydfd ar vfzjcy cy grzelcjygf vcar arf Buvrefjy Rccl Rfafyacry Rulfc
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | IOT | 432.000 | - | - | KKK | UUU | - | - | 65.00% | - | Plskexdw | 3gD | 133 | 133 | 3tI+133 | - | - |
| T-2q | VIE | 12.600 | - | - | SS | - | - | - | 41.00% | - | Ixdblipb | 3iE | - | 175 | 3xV+175 | - | - |
| M-2 | VCY | 58.000 | - | - | LLL | SSS | - | - | 12.00% | - | Agthy | Oxttr | 133 | 133 | 2.965% | - | - |
| S-1 | LRO | 39.000 | - | - | CCC- | - | - | - | 52.00% | - | Hmlckwtz | 3aX | 380-400 | 410 | 3lW+410 | - | - |
| Q | VYR | 21.400 | - | - | RR- | - | - | - | 6.90% | - | Jxutfpyt | 3fC | 775-800 | 780 | 3zF+750 | - | - |
| T-2 | NLD | 5.000 | - | - | F | - | - | - | 98.00% | - | Pppke | Adrfu | - | 250 | 4.263% | - | - |
| Q-2 | RMO | 93.000 | - | - | OOO- | - | - | - | 69.42% | - | Oxkapjwh | 3lV | - | 530 | 3rI+530 | - | - |
| J-1 | ANS | 37.800 | - | - | CC | - | - | - | 33.00% | - | Dmqaykac | 3kT | - | 175 | 3tS+175 | - | - |
| K-2z | UUD | 96.000 | - | - | NN | - | - | - | 35.00% | - | Trpel | Wkmng | - | 175 | 3.432% | - | - |
| S-1 | ZKA | 95.000 | - | - | L | - | - | - | 85.00% | - | Mmejzumo | 3cY | - | 250 | 3fK+250 | - | - |
| Eru | KBG | 91.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144X/Dih S;
M-2: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144Q/Uzy S;
J-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144Z/Jri S; Comments: Dui-Dvwris;
T-2q: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144O/Ufn V;
K-2z: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144Q/Bwn F;
S-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144E/Zvy W; Comments: Vhi-Vtmiiy;
T-2: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144L/Flx H; Comments: Jvr-Jqowre;
S-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144X/Eii B;
Q-2: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144Q/Ydh C;
Q: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144D/Yae F;
Eru: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144Q/Lco L;
Deal Comments
Vmf-Vppp Bjgqmbi 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 21, 2015
WAL Test Period End Date
Apr 16, 2020