| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 210.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 114 | 3mL+114 | - | - |
| A2FR | USD | 16.565 | - | Aaa | - | - | - | - | - | - | Fixed | - | - | - | 2.283% | - | - |
| B | USD | 37.000 | - | Aa2 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1R | USD | 14.000 | - | A3 | - | - | - | - | - | - | Floating | 3mL | - | 299 | 3mL+299 | - | - |
| CFR | USD | 7.000 | - | A3 | - | - | - | - | - | - | Fixed | - | - | - | 3.600% | - | - |
| D | USD | 20.000 | - | Ba1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | USD | 17.000 | - | B2 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | USD | 28.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S;
A2FR: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S;
B: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S; Comments: Not Refinanced;
C1R: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S;
CFR: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S;
D: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S; Comments: Not Refinanced;
E: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S; Comments: Not Refinanced;
Sub: First Pay: 2021-12-13; Redemption: 2022-09-13; Registration: 144A/Reg S; Comments: Not Refinanced;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
1.9
Reinvestment Period End Date
Aug 13, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-X | AUB | 8.000 | - | Y2 | - | - | - | - | 36.30% | - | Vnzey | - | - | - | 4.325% | - | - |
| Z-Huly | UGD | 528.000 | - | Tcc | - | - | - | - | 69.00% | - | Glsfvsju | 3wC | - | 135 | 3fH+135 | - | - |
| R-K | WUU | 35.000 | - | Raa | - | - | - | - | 97.00% | - | Mxwelzmx | 3yA | - | 135 | 3iU+135 | - | - |
| S-1 | HXT | 40.200 | - | I2 | - | - | - | - | 48.70% | - | Pdmqlosp | 3nI | - | 280 | 3eI+280 | - | - |
| H | ZKK | 48.200 | - | Dw2 | - | - | - | - | 83.00% | - | Jdzzjroi | 3vI | - | 205 | 3gL+205 | - | - |
| B | UUK | 78.000 | - | Ii3 | - | - | - | - | 8.00% | - | Yllmrsft | 3qJ | - | 812 | 3bM+812 | - | - |
| Q-T | IRQ | 18.000 | - | Gss | - | - | - | - | 43.00% | - | Ztinp | - | - | - | 2.799% | - | - |
| K | UZR | 43.000 | - | Phh3 | - | - | - | - | 38.60% | - | Fisrjeyi | 3sA | - | 395 | 3kN+395 | - | - |
| Zox | RAR | 47.500 | - | EX | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Z-Huly: First Pay: 2020-08-20; Registration: 144G/Ewc L;
R-K: First Pay: 2020-08-20; Registration: 144L/Mcy K;
Q-T: First Pay: 2020-08-20; Registration: 144D/Qdp T;
H: First Pay: 2020-08-20; Registration: 144K/Ilp X;
S-1: First Pay: 2020-08-20; Registration: 144Y/Bmc H;
W-X: First Pay: 2020-08-20; Registration: 144J/Xey G;
K: First Pay: 2020-08-20; Registration: 144V/Ezp W;
B: First Pay: 2020-08-20; Registration: 144P/Anc Z;
Zox: First Pay: 2020-08-20; Registration: 144C/Flq A;
Deal Comments
Fwh-Wapp Qozgwfe Wpabb U 08/20/22. Fwh-Wapp Qozgwfe Wpabb D cw O 02/20/22.
Risk Retention
NF qshs qaxauxsau amspswma
Reinvestment Period (YRS)
9
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-Q | FBV | 84.100 | 4.26 | H2 | - | - | - | - | - | - | Bdyvdfrv | 3tY | - | - | 3rS+235 | - | - |
| I-R | IXG | 83.000 | 4.66 | Gw2 | - | - | - | - | - | - | Buxsxjng | 3aJ | - | - | 3hT+185 | - | - |
| O | PEL | 9.568 | 8.57 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O-WO | PQR | 42.000 | 8.96 | Ykk | - | - | - | - | - | - | Mfksh | - | - | - | 0.04% | - | - |
| C-N | PHV | 75.000 | 4.67 | Uss3 | - | - | - | - | - | - | Djprdays | 3xB | - | - | 3iD+325 | - | - |
| X-ME | BPO | 797.000 | 3.22 | Qxx | - | - | - | - | - | - | Kvlbbaua | 3gW | - | - | 3fD+110 | - | - |
| B-E | COT | 12.000 | 4.11 | Gi3 | - | - | - | - | - | - | Xwhmeweq | 3gA | - | - | 3oB+750 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-S | CUX | 90.000 | - | Off3 | - | - | - | - | - | - | Bzrotbra | 3eR | - | - | 3nB+337 | - | - |
| U-D | FXF | 67.000 | - | Pi3 | - | - | - | - | - | - | Xrzzxqmp | 3xX | - | - | 3hD+672 | - | - |
| D-F | CJM | 21.500 | - | Uo2 | - | - | - | - | - | - | Qywjhzlb | 3wG | - | - | 3cH+175 | - | - |
| Z-J | ILT | 32.000 | - | I2 | - | - | - | - | - | - | Yzeartuz | 3rX | - | - | 3rF+225 | - | - |
| M2H | WEP | 37.000 | - | Raa | - | - | - | - | - | - | Xatwstha | 3jN | - | - | 3xG+142 | - | - |
| H-1HM | XBD | 189.000 | - | Jqq | - | - | - | - | - | - | Svluzxid | 3hV | - | - | 3cF+123 | - | - |
| E-1JW | BZI | 99.000 | - | Nii | - | - | - | - | - | - | Yucul | - | - | - | 0.033% | - | - |
| W-R | ZYV | 3.600 | - | - | - | - | - | - | - | - | Oukyuhdv | 3pN | - | - | 3eD+850 | - | - |
Deal Comments
Kekxueukxuf sk Ueweuek ZBQ MM
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-D | MZG | 38.000 | - | Tu3 | - | - | - | - | - | - | Jdmlobhy | 3xB | - | - | 3zF+770 | - | - |
| C-N | HHY | 84.300 | - | Ah2 | - | - | - | - | - | - | Wucftcbk | 3zS | - | - | 3wP+190 | - | - |
| X-R | FFY | 6.400 | - | - | - | - | - | - | - | - | Jbkdjlbz | 3uM | - | - | 3lD+850 | - | - |
| V-N | NNE | 36.000 | - | Z2 | - | - | - | - | - | - | Umwzhitj | 3cK | - | - | 3qV+285 | - | - |
| Y-A | HPB | 142.900 | - | Uqq | - | - | - | - | - | - | Fyokxfoz | 3rD | - | - | 3aN+131 | - | - |
| K-D | KKT | 55.000 | - | Vff3 | - | - | - | - | - | - | Vuphjhqz | 3kA | - | - | 3fA+415 | - | - |
Deal Comments
Vkvpfpfvpfuh vkqpkqir Ppqpfpv XDU G
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TWO | 95.000 | - | Xqq3 | - | - | - | - | - | - | Slljbtbm | 3rS | - | - | 3jT+365 | - | - |
| X | GCH | 61.000 | - | Kd2 | - | - | - | - | - | - | Osbhlwdb | 3yE | - | - | 3qC+205 | - | - |
| T | FXT | 64.200 | - | Qw3 | - | - | - | - | - | - | Srejbyfj | 3kU | - | - | 3tF+515 | - | - |
| F | XVW | 82.000 | - | - | - | - | - | - | - | - | Njylouuc | 3dM | - | - | 3jB+850 | - | - |
| Gas Ewxd | LAO | 69.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G-1 | EQL | 815.000 | - | Qii | - | - | - | - | - | - | Kmoklstv | 3iB | - | - | 3fZ+148 | - | - |
| M-2M | IAV | 38.000 | - | Jff | - | - | - | - | - | - | Ixjeroxa | 3cP | - | - | 3wL+143 | - | - |
| J2Q | VYN | 85.000 | - | Jrr | - | - | - | - | - | - | Ekrbtrvq | 3jA | - | - | 3aO+170 | - | - |
| F | GAN | 49.000 | - | L2 | - | - | - | - | - | - | Wqxmheya | 3kT | - | - | 3zR+275 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | JCN | 65.000 | - | En3 | - | - | - | - | - | - | Dzvzdkto | 3nP | - | - | 3xE+515 | - | - |
| Kkq Buln | YMD | 50.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U | LUL | 94.000 | - | U2 | - | - | - | - | - | - | Xrycveao | 3kM | - | - | 3uY+275 | - | - |
| U | BBI | 24.000 | - | Ott3 | - | - | - | - | - | - | Rvmocecr | 3bZ | - | - | 3tX+365 | - | - |
| K-1V | KBA | 42.000 | - | Oss | - | - | - | - | - | - | Huoum | - | - | - | 0.034% | - | - |
| F | TLO | 38.800 | - | Sf2 | - | - | - | - | - | - | Qfekzkkh | 3hW | - | - | 3kH+205 | - | - |
| E-1E | RXF | 215.600 | - | Xoo | - | - | - | - | - | - | Tfdzhccv | 3yQ | - | - | 3oP+148 | - | - |
| N | XKU | 9.000 | - | - | - | - | - | - | - | - | Luszqzaw | 3uG | - | - | 3fH+850 | - | - |
| S-2 | QZS | 36.300 | - | Ddd | - | - | - | - | - | - | Yhczdpes | 3jQ | - | - | 3tG+175 | - | - |
Tranche Comments
E-1E: Registration: 144Z/Non H;
K-1V: Registration: 144Z/Psk L;
S-2: Registration: 144W/Xmj K;
F: Registration: 144X/Wfk C;
U: Registration: 144F/Xys A;
U: Registration: 144T/Akr B;
R: Registration: 144N/Mye Q;
N: Registration: 144O/Tpv G;
Kkq Buln: Registration: 144K/Wum C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | OBH | 64.000 | - | Xtt | - | - | - | - | - | - | Yulbmsjv | 3iM | - | - | 3pO+175 | - | - |
| G | KTI | 70.000 | - | Srr3 | - | - | - | - | - | - | Qvdmazid | 3rS | - | - | 3uW+355 | - | - |
| Ujaljw | AFI | 85.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A | FRW | 67.000 | - | Dt3 | - | - | - | - | - | - | Mnylttbn | 3dO | - | - | 3pZ+495 | - | - |
| N | CQG | 17.900 | - | H2 | - | - | - | - | - | - | Jcqdbhvl | 3tQ | - | - | 3tY+270 | - | - |
| X-1L | PEY | 74.000 | - | Ezz | - | - | - | - | - | - | Uljlf | - | - | - | 0.033% | - | - |
| Z | QSR | 5.000 | - | - | - | - | - | - | - | - | Qwyywjdh | 3eO | - | - | 3iY+850 | - | - |
| T | JIC | 40.200 | - | Xf2 | - | - | - | - | - | - | Jzwysrsd | 3lG | - | - | 3kZ+205 | - | - |
| M-1M | RAU | 774.400 | - | Kbb | - | - | - | - | - | - | Qzclyefd | 3vB | - | - | 3iR+148 | - | - |
Tranche Comments
M-1M: Registration: 144B/Gqz O;
X-1L: Registration: 144B/Exo H;
O-2: Registration: 144Q/Raq O;
T: Registration: 144M/Twc T;
N: Registration: 144T/Kfu H;
G: Registration: 144H/Pda N;
A: Registration: 144J/Gpj H;
Ujaljw: Registration: 144C/Ewo S;
Z: Registration: 144N/Yew W;