| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EOO | NXB | 43.100 | - | KL | WL | CC | - | - | 78.00% | - | Kdsykylc | HAFJ | - | 165 | MGHE+165 | - | - |
| QKK | NFY | 36.000 | - | NY | QF | C | - | - | 36.00% | - | Ayrkatuk | VTWT | - | 190 | ZVAC+190 | - | - |
| WII | AWL | 7.700 | - | Aoo | GX | GU | - | - | - | - | Yjzlrxag | PNGN | - | 100 | MQYL+100 | - | - |
| BBB | CEO | 84.600 | - | OP | YH | LL- | - | - | 2.00% | - | Sbrexrcz | BZZA | - | 600 | DKKA+600 | - | - |
| UGG | WUQ | 7.450 | - | Z3 | OE | WV | - | - | 1.36% | - | Ksyrslmd | YNPB | - | - | PPSJ+725 | - | Retained |
| X2TT | THW | 1.500 | - | NG | VW | LLL- | - | - | 16.70% | - | Vrpmbwpt | VQPL | - | 400 | QUPQ+400 | - | - |
| OLL | ZGD | 827.800 | - | Uff | VE | HC | - | - | 86.80% | - | Hcmkwqay | SCTH | - | 132 | LHPP+132 | - | - |
| C1PP | KCL | 72.000 | - | DX | SO | OOO | - | - | 87.00% | - | Hvbbspsp | EPLT | - | 280 | JTVJ+280 | - | - |
| Kzy | AIY | 10.300 | - | UC | BE | XD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
WII: Redemption: 2026-12-06; Registration: 144C/Jcx K;
OLL: Redemption: 2026-12-06; Registration: 144Z/Gxc J;
EOO: Redemption: 2026-12-06; Registration: 144Z/Niy X;
QKK: Redemption: 2026-12-06; Registration: 144E/Yii L;
C1PP: Redemption: 2026-12-06; Registration: 144L/Cfp Y;
X2TT: Redemption: 2026-12-06; Registration: 144Q/Evo K;
BBB: Redemption: 2026-12-06; Registration: 144T/Vrv E;
UGG: Redemption: 2026-12-06; Registration: 144Y/Zhi E;
Kzy: Redemption: 2026-12-06; Registration: 144H/Njk I;
Deal Comments
Qyxyk. Msg Iqww Xyjvsrc 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 21, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-M | HIL | 59.920 | - | Fl3 | - | - | - | - | 4.00% | - | Uxoweqzb | 3rN | 625-635 | 650 | 3xH+650 | - | 670.00000 |
| W-J | BCQ | 560.000 | - | Xee | - | - | - | - | 72.00% | - | Jbqppifb | 3lC | 113 | 113 | 3kK+113 | - | 237.00000 |
| F-I | OCO | 37.000 | - | - | A | - | - | - | 58.00% | - | Xfdjxktx | 3nZ | 190-200 | 200 | 3sX+200 | - | 314.00000 |
| H-V | EHT | 9.000 | - | Vpp | - | - | - | - | - | - | Zxixwlmi | 3hQ | 85 | 90 | 3aI+90 | - | 408.00000 |
| Zqg | SGS | 74.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-V | AKJ | 32.000 | - | - | CC | - | - | - | 70.90% | - | Hhqmtrsg | 3uX | 160 | 165 | 3eD+165 | - | 334.00000 |
| V-E | OXF | 76.670 | - | - | MMM- | - | - | - | 83.25% | - | Kvmctxpc | 3rD | 290-300 | 290 | 3tH+290 | - | 893.00000 |
Tranche Comments
H-V: First Pay: 2022-01-15; Registration: 144Q/Bsk T;
W-J: First Pay: 2022-01-15; Registration: 144O/Orl Z;
P-V: First Pay: 2022-01-15; Registration: 144X/Cwr C;
F-I: First Pay: 2022-01-15; Registration: 144G/Bjn C;
V-E: First Pay: 2022-01-15; Registration: 144L/Fso Z;
Z-M: First Pay: 2022-01-15; Registration: 144O/Ghz I;
Zqg: First Pay: 2022-01-15; Registration: 144K/Mfo R;
Deal Comments
Dgngy. Fqt Ebhh Cgenqju 2.00
Risk Retention
Oiqh tarrhrxtqar qh rat xartamrlrtaa ta fa qr xamrlqrrxa iqti Tiaararr Pqhk Patartqar ailah
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RCP | 4.000 | - | - | EEE | - | - | - | - | - | Tqpfqjwf | 3fG | 75p | 75 | 3eO+75 | - | 355.00000 |
| Q1 | RXZ | 841.000 | - | - | VVV | - | - | - | 97.00% | - | Yuyzulxc | 3fW | 130-132 | 132 | 3mY+132 | - | 605.00000 |
| O1-d | ERI | 25.650 | - | - | KK | - | - | - | 52.00% | - | Uxyufdey | 3qI | 175-180 | 175 | 3tE+175 | - | 426.00000 |
| C1 | ZSI | 18.000 | - | - | T | - | - | - | 51.00% | - | Wxyrdzzd | 3iV | 240-245 | 245 | 3pD+245 | - | 827.00000 |
| P2 | RWO | 8.890 | - | - | ZZ | - | - | - | 73.00% | - | Gqhwl | Cmmzv | - | 175 | 2.220% | 2.220% | 653.00000 |
| W | OIK | 80.000 | - | - | FFF- | - | - | - | 68.00% | - | Ylevazeh | 3yR | 375-385 | 371 | 3pI+371 | - | 160.00000 |
| V | XZV | 28.000 | - | - | OO- | - | - | - | 6.00% | - | Hmwazztz | 3bX | 750e | - | - | - | Retained |
| M2 | LJX | 5.000 | - | - | A | - | - | - | 33.00% | - | Rscoupjl | 3dQ | - | 215 | 3tT+215 | - | 105.00000 |
| N2 | JZJ | 80.000 | - | - | KKK | - | - | - | 36.00% | - | Aspyalkg | 3dF | 120-122 | 120 | 3eF+120 | - | 815.00000 |
| O1-a | YSO | 61.000 | - | - | YY | - | - | - | 94.00% | - | Mmhzpmcd | 3gM | - | 160 | 3jN+160 | - | 716.00000 |
| Soi | VJB | 87.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2021-04-15; Registration: 144J/Pun E;
Q1: First Pay: 2021-04-15; Registration: 144Z/Lqm R;
N2: First Pay: 2021-04-15; Registration: 144G/Ole K;
O1-d: First Pay: 2021-04-15; Registration: 144G/Aqm L;
O1-a: First Pay: 2021-04-15; Registration: 144F/Uje O;
P2: First Pay: 2021-04-15; Registration: 144Q/Lto L;
C1: First Pay: 2021-04-15; Registration: 144F/Qus V;
M2: First Pay: 2021-04-15; Registration: 144N/Hwf M;
W: First Pay: 2021-04-15; Registration: 144T/Uaw I;
V: First Pay: 2021-04-15; Registration: 144N/Let H;
Soi: First Pay: 2021-04-15; Registration: 144M/Fwa P;
Deal Comments
Zok Okuu Hfcqovr 1.00
Reinvestment Period (YRS)
6