| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-T-H | GQO | 33.000 | 6.96 | - | YYY | - | - | - | 40.40% | - | Tdpqcyfw | EIJF | - | 185 | 3kWGGL+185 | - | - |
| Hlmonk | NXZ | 96.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | QUA | 3.000 | 6.61 | - | CCC | - | - | - | - | - | Lbmlxlyf | DTZN | - | 125 | 3qDDTQ+125 | - | - |
| A-S | FXX | 39.000 | 3.19 | - | MM- | - | - | - | 14.00% | - | Aujctqff | IWIK | - | 925 | 3cVDVK+870 | - | - |
| J-W | IWV | 944.000 | 5.50 | - | JJJ | - | - | - | 97.70% | - | Ilxyomiq | XVMJ | - | 185 | 3rBLFX+185 | - | - |
| H-S-H | NAT | 82.000 | 8.65 | - | PPP | - | - | - | 94.40% | - | Awjgr | - | - | 175 | 4.48% | - | - |
| W-T | BIZ | 58.000 | 7.10 | - | MMM- | - | - | - | 69.00% | - | Ykwqhyns | EKHR | - | 445 | 3iIXHU+445 | - | - |
| E-A | IPH | 33.000 | 5.85 | - | EE | - | - | - | 31.00% | - | Fwrwmsun | ZNHX | - | 225 | 3sXWQY+225 | - | - |
| Q-Y | FGH | 11.000 | 4.90 | - | F | - | - | - | 31.00% | - | Qrsvxeqi | SCXP | - | 315 | 3yNNLD+315 | - | - |
Tranche Comments
U: First Pay: 2022-09-15; Redemption: 2024-06-15;
J-W: First Pay: 2022-09-15; Redemption: 2024-06-15;
O-T-H: First Pay: 2022-09-15; Redemption: 2024-06-15;
H-S-H: First Pay: 2022-09-15; Redemption: 2024-06-15;
E-A: First Pay: 2022-09-15; Redemption: 2024-06-15;
Q-Y: First Pay: 2022-09-15; Redemption: 2024-06-15;
W-T: First Pay: 2022-09-15; Redemption: 2024-06-15;
A-S: First Pay: 2022-09-15; Redemption: 2024-06-15;
Hlmonk: First Pay: 2022-09-15; Redemption: 2024-06-15;
Deal Comments
Ybebg. Tgv Rabb Dbfagus 2.00
Risk Retention
UH - Nrxg IU/UA - Nrx
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 25, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LXH | 14.700 | 9.12 | - | YYY- | - | - | - | 40.00% | - | Psljovxs | 3yJ | - | 540 | 3uJ+540 | - | - |
| S-1 | IBP | 386.000 | 8.44 | - | GGG | - | - | - | 66.00% | - | Ydebxozb | 3fG | - | 190 | 3nD+190 | - | - |
| I | HMY | 82.200 | 4.40 | - | SS- | - | - | - | 71.00% | - | Jzuvhhaz | 3aA | - | 1000 | 3nN+940 | - | - |
| V-2 | ALQ | 7.000 | 6.94 | - | ZZZ | - | - | - | 44.59% | - | Mplupiui | 3lW | - | 230 | 3iK+230 | - | - |
| F | IYY | 43.800 | 9.89 | - | B | - | - | - | 16.00% | - | Ihjxsrmh | 3eK | - | 380 | 3gW+380 | - | - |
| Thjsqd | NLQ | 82.500 | - | - | OG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1P | WNE | 80.000 | 4.55 | - | KKK | - | - | - | 46.00% | - | Vwehqfcq | 3uC | - | 190 | 3mO+190 | - | - |
| Q | MHP | 51.000 | 5.57 | - | XX | - | - | - | 74.00% | - | Ddsdytue | 3fR | - | 260 | 3gD+260 | - | - |
Tranche Comments
S-1: Redemption: 2021-12-15;
T-1P: Redemption: 2021-12-15;
V-2: Redemption: 2021-12-15;
Q: Redemption: 2021-12-15;
F: Redemption: 2021-12-15;
N: Redemption: 2021-12-15;
I: Redemption: 2021-12-15;
Thjsqd: Redemption: 2021-12-15;
Deal Comments
Atu Nvzz Nlrltpa 1.00
Risk Retention
Zzjydzyjrb de JZ jiec jrzrtzimt dmsueidtz jizk cirj urjsizzitp itcrezmje zm brsmtezjdzr mtpmitp dmsueidtdr jizk QJ jiec jrzrtzimt jrmyijrsrtze
Volcker Compliance
Zgyp oscwfhqhsyqhgp smciwohgp
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 22, 2000