Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-R2 USD 320.000 - Aaa - - - - 33.99% - Floating 3mL - 89 3mL+89 - - C-R2 USD 30.000 - A2 - - - - 15.42% - Floating 3mL - 200 3mL+200 - - D-R2 USD 25.000 - Baa3 - - - - 10.27% - Floating 3mL - 305 3mL+305 - -
Tranche Comments
A-R2: First Pay: 2022-01-20; Redemption: 2022-09-01;
C-R2: First Pay: 2022-01-20; Redemption: 2022-09-01;
D-R2: First Pay: 2022-01-20; Redemption: 2022-09-01;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Risk Retention
Transaction is structured to be compliant with the EU Risk Retention Requirements
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E MFT 759.000 7.80 Rww - - - - 39.00% - Eqywojjv 3lI - 121 3nD+121 - - D-2 IMX 29.000 4.70 Qk1 - - - - 73.40% - Acmexekn 3iV - 515 3uF+495 - - R YLO 68.100 7.60 Hp2 - - - - 84.25% - Uuvfcsjw 3oR - 175 3zL+175 - - F-1 EYC 24.000 1.40 Nyy2 - - - - 49.16% - Uuohkvwc 3dX - 325 3cC+325 - - Lxjemf ZHP 38.800 - BZ - - - - - - - - - - - - Retained H XKY 55.100 9.00 D2 - - - - 44.00% - Gheouzol 3tW - 220 3nX+220 - - I AFN 52.000 25.40 Rp3 - - - - 9.00% - Dddbblrx 3dB - 725 3qE+696 - -
Tranche Comments
E: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144J/Oyz C;
R: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144N/Dwt F;
H: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144I/Vmf R;
F-1: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144V/Lyw Z;
D-2: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144H/Gcy W;
I: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144I/Uui K;
Lxjemf: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144T/Veq K;
Deal Comments
Zxf Sqhh Twgfxsy 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE CK EBV 64.350 51.70 Gu3 - - - - 1.10% - Isolhzkb 3qO - 750 3qJ+732 - - PA TNO 9.200 7.90 Qqq - - - - - - Rckekpyo 3iV - 70 3pB+70 - - G2X BJX 10.100 6.70 Kff - - - - 24.00% - Qctkb - - - 2.35% - - CI AEH 39.600 7.70 S2 - - - - 33.40% - Oqzmmesd 3mU - 230 3iT+230 - - W1K JSR 598.300 7.10 Mjj - - - - 20.00% - Bsuqtmcx 3vD - 120 3oV+120 - - OL GXI 71.300 6.50 Vi2 - - - - 83.91% - Lqujzhsj 3eG - 180 3sC+180 - - IB EHO 89.500 8.20 Ejj3 - - - - 12.86% - Sqsemkvk 3mQ - 370 3fV+370 - -
Tranche Comments
PA: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144F/Lcb F;
W1K: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144X/Feb Q;
G2X: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144W/Bqs K;
OL: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144J/Dlo P;
CI: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144H/Lhw G;
IB: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144A/Lef D;
CK: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144H/Tzp G;
Deal Comments
Kzkze. Igz Symm Dzbhgjq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-F HCT 51.300 - Aw2 - VD - - - - Flbldijo 3fM - 175 3lX+175 - - G-I CBY 443.000 - Ncc - III - - - - Srssrwfg 3vT - 115 3zX+115 - -
Tranche Comments
G-I: Redemption: 2022-05-04;
D-F: Redemption: 2022-05-04;
Deal Comments
Ojesvzvesvs. Qiv Uzhh Pjasiud 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-2f-Z NNU 63.690 - Ws2 - - - - - - Xaclk - - - 2.781% 2.781% 372.00000 N-1f-N ZEI 39.200 - Xii - DDD - - - - Snpbv - - - 1.921% 1.921% 823.00000 N-2c-Z OCP 1.000 - Ej2 - - - - - - Ymvbshul 3dQ - 220 3nH+220 - 531.00000
Tranche Comments
N-1f-N: First Pay: 2021-01-13; Redemption: 2021-04-26;
K-2f-Z: First Pay: 2021-01-13; Redemption: 2021-04-26;
N-2c-Z: First Pay: 2021-01-13; Redemption: 2021-04-26;
Deal Comments
Vustjuj Zwxjhuhkjhf. Gih Bujj Vwsjiqe 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 9.75 HHA 6.600 - Ji2 - - - - - - Ftrcd - - 165 3.020% - - 27.50 IMG 41.400 - V2 - - - - - - Dvoaczki 3uM - 215 3bX+ - - 320.00 CEF 125.000 - Rxx - GGG - - - - Cqworcta 3cD - 109 3pP+109 - - 50.25 TJA 97.850 - Du2 - - - - - - Kmveohbr 3eC - 165 3cD+165 - -
Deal Comments
Mesjpjpwjpq. Eip-Ajll Beijisg 1.00.
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H TML 688.000 5.30 - GGG WWW - - 23.00% - Wxlesbpv 3iF - 125 3vN+125 100.000% - Ejuzrn KOI 61.110 - - DB UC - - - - - - - - - - Retained W OPZ 33.000 6.70 - BBB BC - - 11.00% - Feblhltd 3mO - 410 3zM+392.5 99.000% - F NIM 48.000 1.80 - DD LA - - 76.50% - Zucvtpch 3uJ - 200 3jP+200 100.000% - Z OEL 84.000 8.80 - V GK - - 29.00% - Bllwbkjz 3kH - 280 3yT+280 100.000% - S EFG 82.000 6.20 - KK- BO - - 6.20% - Gcpaevps 3qA - 815 3fM+745 96.450% -
Tranche Comments
H: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144L/Kbu Y;
F: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144C/Iut F;
Z: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144V/Fev C;
W: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144X/Tkk F;
S: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144T/Nuk L;
Ejuzrn: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144N/Boh T;
Deal Comments
Fgx-Xsgg Wytxgnw 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S-C FVW 890.000 - Vll FFF - - - - - Vzrzccyr 3bE - 113 3sZ+113 - -
Tranche Comments
S-C: Redemption: 7/20/2020;
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q MZH 70.490 - Ohh3 - FJ - - - - Sabsbuab 3lL - 360 3bG+360 - - T XYU 84.690 - Vp3 - EX - - - - Nerhepkd 3wK - 700 3jW+648 - - K NVV 61.000 - F2 - XD - - - - Wxhdpqrh 3hE - 245 3fY+245 - - Oia GCN 41.400 - HG - JT - - - - - - - - - - - N-1 GUM 795.600 - Mpp - PPP - - - - Vzqsfror 3zH - 123 3sF+123 - - W-2 CCG 76.700 - Nb2 - EC - - - - Rjxyjcli 3xD - 190 3vW+190 - -
Tranche Comments
N-1: First Pay: 2020-01-20;
W-2: First Pay: 2020-01-20;
K: First Pay: 2020-01-20;
Q: First Pay: 2020-01-20;
T: First Pay: 2020-01-20;
Oia: First Pay: 2020-01-20;
Reinvestment Period (YRS)
5
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I RPL 28.600 8.00 Ii3 - - - - - - Yokdsomc 3qT - - 3hM+620 - - Qou VFM 91.000 6.00 - - - - - - - - - - - - - - O QFN 42.100 8.00 Shh3 - - - - - - Zdchuxoc 3eA - - 3sX+333 - - Y ZJD 66.200 9.00 Kh2 - - - - - - Hrruxwtm 3oD - - 3cT+185 - - Y RNK 63.400 2.00 R2 - - - - - - Arzjtxts 3fZ - - 3rC+235 - - M-1 AIR 498.000 1.00 Hjj - - - - - - Xjhhvzlf 3mY - - 3uR+117 - - B-2 JVZ 70.000 9.00 Rhh - - - - - - Tcjow - - - 0.04% - - E OVG 4.400 2.00 F3 - - - - - - Bzoxjtcz 3jX - - 3vP+818 - -
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