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-1 XAJ 87.000 9.30 Ogg2 - - - - 95.73% - Yhvfthwj 3lI - 325 3lM+325 - - W KGP 210.000 1.60 Rdd - - - - 47.00% - Wcwflblm 3pB - 121 3zU+121 - - I IQM 56.100 6.60 Bf2 - - - - 39.32% - Rjqoocay 3gB - 175 3iU+175 - - K OKP 59.300 2.00 B2 - - - - 82.00% - Uumwuzil 3nJ - 220 3rE+220 - - U YPH 58.000 65.10 Ig3 - - - - 9.00% - Ubdbhpfh 3bO - 725 3gN+696 - - K-2 YGA 46.000 5.20 Jp1 - - - - 74.40% - Towxtoyb 3mT - 515 3nW+495 - - Hcpbid XXW 83.600 - DL - - - - - - - - - - - - Retained
Tranche Comments
W: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144D/Wvf M;
I: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144Z/Pte B;
K: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144N/Edb P;
E-1: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144W/Fhg F;
K-2: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144T/Nse K;
U: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144C/Qfq Q;
Hcpbid: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144W/Cbk D;
Deal Comments
Yjz Rktt Fhpvjti 2.00
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 AU JOW 4.400 2.90 Iaa - - - - - - Reoklxai 3cQ - 70 3sI+70 - - CS QKM 74.800 7.10 Uuu3 - - - - 37.78% - Hrzrxmyr 3gP - 370 3pD+370 - - FI FLB 29.860 74.50 Gc3 - - - - 4.50% - Xwxzdphf 3uT - 750 3hH+732 - - L1O AQT 401.700 6.80 Tuu - - - - 20.00% - Vzfwsees 3qH - 120 3zX+120 - - U2J BIB 33.900 5.70 Qvv - - - - 81.00% - Hoahq - - - 2.35% - - TB VHU 88.800 3.50 Z2 - - - - 11.33% - Mljxetph 3tG - 230 3dE+230 - - EQ PYA 65.500 1.40 Kr2 - - - - 71.31% - Owjyudcc 3uE - 180 3iX+180 - -
Tranche Comments
AU: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144G/Ljs I;
L1O: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144K/Yfo F;
U2J: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144E/Plb R;
EQ: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144J/Bmg H;
TB: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144G/Wdd Z;
CS: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144P/Qok K;
FI: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144J/Fav F;
Deal Comments
Ohhhm. Rvv Mooo Mhqgvri 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 L-T NXV 68.700 - Zj2 - DP - - - - Ocqbvcla 3pT - 175 3lR+175 - - M-D JED 494.000 - Qdd - CCC - - - - Qyzuepqd 3oH - 115 3hQ+115 - -
Tranche Comments
M-D: Redemption: 2022-05-04;
L-T: Redemption: 2022-05-04;
Deal Comments
Wmeupqphupj. Ofp Uqnn Dmcufbx 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 Z-2c-I UPX 26.750 - Hh2 - - - - - - Cqxmh - - - 2.781% 2.781% 408.00000 L-2h-J EED 4.000 - Cv2 - - - - - - Vfheeoox 3aE - 220 3xN+220 - 599.00000 Z-1v-F PVZ 27.300 - Nzz - JJJ - - - - Pgvyz - - - 1.921% 1.921% 834.00000
Tranche Comments
Z-1v-F: First Pay: 2021-01-13; Redemption: 2021-04-26;
Z-2c-I: First Pay: 2021-01-13; Redemption: 2021-04-26;
L-2h-J: First Pay: 2021-01-13; Redemption: 2021-04-26;
Deal Comments
Qrqytrk Gjrtrrrwtri. Fzr Lrkk Qjqtzav 1.00
Reinvestment Period (YRS)
4
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 320.00 IAB 841.000 - Hww - LLL - - - - Szhjlklu 3aH - 109 3vU+109 - - 50.25 FIR 48.880 - Qd2 - - - - - - Ipescvhg 3gU - 165 3aR+165 - - 9.75 QOH 9.420 - Hw2 - - - - - - Przlw - - 165 3.020% - - 27.50 JBA 14.200 - S2 - - - - - - Lylbzrwy 3aN - 215 3pV+ - -
Deal Comments
Aukkxwxjkxq. Unx-Iwoo Puzknps 1.00.
Reinvestment Period (YRS)
5
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 Y LPZ 62.000 6.80 - BB- ZT - - 3.30% - Tekvywpo 3vO - 815 3lR+745 96.450% - Wbmpzc ALC 51.510 - - GY ID - - - - - - - - - - Retained Z FJE 71.000 5.60 - U PM - - 21.00% - Osdpcmur 3tD - 280 3cP+280 100.000% - P RRO 512.000 3.10 - HHH DDD - - 71.00% - Eymumzlc 3wL - 125 3tM+125 100.000% - D XJA 33.000 3.60 - UU NS - - 69.30% - Jwuxcojz 3nI - 200 3gO+200 100.000% - O LFC 24.000 8.40 - VVV BD - - 91.00% - Wdwdokjy 3aT - 410 3lF+392.5 99.000% -
Tranche Comments
P: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144H/Rjh Y;
D: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144K/Xuu X;
Z: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144E/Grb V;
O: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144Z/Oiv X;
Y: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144Y/Yty Y;
Wbmpzc: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144I/Xll X;
Deal Comments
Ksp-Yhjj Zmlpslk 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 T-S JMB 871.000 - Nxx III - - - - - Ywdkmomk 3yK - 113 3zL+113 - -
Tranche Comments
T-S: 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 M WKH 50.460 - Dcc3 - JO - - - - Vftbyety 3nU - 360 3hI+360 - - O QSK 30.210 - Hm3 - EX - - - - Iebchuup 3iH - 700 3hC+648 - - J FGT 45.000 - Q2 - WV - - - - Kjowojoa 3gA - 245 3aR+245 - - S-2 YSB 98.300 - Wc2 - IK - - - - Etbruptx 3sB - 190 3wK+190 - - Rho MAM 54.300 - LU - KW - - - - - - - - - - - C-1 IUT 478.500 - Bww - PPP - - - - Brjjvyte 3zE - 123 3nZ+123 - -
Tranche Comments
C-1: First Pay: 2020-01-20;
S-2: First Pay: 2020-01-20;
J: First Pay: 2020-01-20;
M: First Pay: 2020-01-20;
O: First Pay: 2020-01-20;
Rho: First Pay: 2020-01-20;
Reinvestment Period (YRS)
1
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J ABR 84.500 3.00 Uf3 - - - - - - Djoohvcw 3dT - - 3aK+620 - - D PFA 63.400 4.00 Dw2 - - - - - - Wzsoxsqn 3bD - - 3gC+185 - - V YON 40.200 9.00 E2 - - - - - - Vvbdzdde 3tH - - 3rP+235 - - D-2 NFN 57.000 5.00 Inn - - - - - - Ncvil - - - 0.04% - - K VVU 37.800 7.00 Hdd3 - - - - - - Uxdpdcio 3fH - - 3sM+333 - - Rpj MYR 41.000 6.00 - - - - - - - - - - - - - - A ANQ 4.800 5.00 G3 - - - - - - Kzbrxeom 3oH - - 3hA+818 - - D-1 QXU 969.000 8.00 Ucc - - - - - - Arkmrwez 3qL - - 3dA+117 - -
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