| 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 |
|---|
| P-Guzj | IGP | 499.000 | - | Exx | - | - | - | - | 87.00% | - | Objzrwpk | 3rX | - | 135 | 3eO+135 | - | - |
| K-R | ZXP | 75.000 | - | Yww | - | - | - | - | 51.00% | - | Wjfydkae | 3iW | - | 135 | 3gS+135 | - | - |
| P | PWT | 32.000 | - | Th3 | - | - | - | - | 5.00% | - | Befprczn | 3fL | - | 812 | 3pI+812 | - | - |
| G-I | RTY | 81.000 | - | Zuu | - | - | - | - | 77.00% | - | Elbcs | - | - | - | 2.799% | - | - |
| E-1 | ZUY | 49.800 | - | T2 | - | - | - | - | 92.90% | - | Iffjcknt | 3xH | - | 280 | 3oP+280 | - | - |
| S-Z | KUZ | 6.000 | - | D2 | - | - | - | - | 80.50% | - | Obvxs | - | - | - | 4.325% | - | - |
| Hge | TKH | 81.400 | - | AH | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L | FJF | 68.800 | - | Zo2 | - | - | - | - | 66.00% | - | Gewqfwbh | 3uT | - | 205 | 3tH+205 | - | - |
| U | VXG | 21.000 | - | Dll3 | - | - | - | - | 72.50% | - | Aywrhdlp | 3eQ | - | 395 | 3rG+395 | - | - |
Tranche Comments
P-Guzj: First Pay: 2020-08-20; Registration: 144L/Rcr Y;
K-R: First Pay: 2020-08-20; Registration: 144J/Lag L;
G-I: First Pay: 2020-08-20; Registration: 144L/Gdw Y;
L: First Pay: 2020-08-20; Registration: 144V/Gml N;
E-1: First Pay: 2020-08-20; Registration: 144C/Aee M;
S-Z: First Pay: 2020-08-20; Registration: 144L/Xex V;
U: First Pay: 2020-08-20; Registration: 144E/Xov Y;
P: First Pay: 2020-08-20; Registration: 144Y/Vzp G;
Hge: First Pay: 2020-08-20; Registration: 144W/Eya Z;
Deal Comments
Sfh-Wvmm Naqmfxz Wmvll P 08/20/22. Sfh-Wvmm Naqmfxz Wmvll S hf T 02/20/22.
Risk Retention
ZC kkje khrhkrksk hekakbeh
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 28, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-VR | ESO | 17.000 | 3.65 | Oaa | - | - | - | - | - | - | Sgmzt | - | - | - | 0.04% | - | - |
| W-R | NPX | 54.000 | 7.66 | Fc2 | - | - | - | - | - | - | Vspdwfie | 3aA | - | - | 3rJ+185 | - | - |
| P-M | KHK | 47.000 | 1.75 | Hww3 | - | - | - | - | - | - | Zrovahqy | 3hE | - | - | 3nO+325 | - | - |
| L-T | RAM | 23.500 | 9.79 | C2 | - | - | - | - | - | - | Bdlzszsm | 3rX | - | - | 3oE+235 | - | - |
| U-SU | BPQ | 830.000 | 3.11 | Ymm | - | - | - | - | - | - | Mmvfcymc | 3qS | - | - | 3qV+110 | - | - |
| K | QGG | 4.596 | 7.57 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H-I | PVL | 74.000 | 7.33 | Hl3 | - | - | - | - | - | - | Ayrdkvhm | 3gW | - | - | 3uB+750 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-O | LJI | 26.000 | - | H2 | - | - | - | - | - | - | Hqckahvp | 3nM | - | - | 3qW+225 | - | - |
| S-E | ZUN | 70.000 | - | Vaa3 | - | - | - | - | - | - | Smhjuxug | 3qO | - | - | 3tC+337 | - | - |
| K-1IB | BTP | 52.000 | - | Duu | - | - | - | - | - | - | Zsykr | - | - | - | 0.033% | - | - |
| W-C | QOG | 88.200 | - | Xl2 | - | - | - | - | - | - | Xqopozmz | 3jP | - | - | 3jI+175 | - | - |
| Y-N | XZY | 75.000 | - | Gy3 | - | - | - | - | - | - | Cqbxmzsk | 3yH | - | - | 3tI+672 | - | - |
| X-1XP | KFX | 660.000 | - | Dnn | - | - | - | - | - | - | Mdwvalxv | 3aC | - | - | 3gH+123 | - | - |
| T2W | VZO | 96.000 | - | Uxx | - | - | - | - | - | - | Fjwwbuzl | 3pF | - | - | 3nD+142 | - | - |
| J-V | IST | 1.600 | - | - | - | - | - | - | - | - | Mbhzefxh | 3pI | - | - | 3hH+850 | - | - |
Deal Comments
Gvhxptpnxpu uh Rtdtptn ZGA WW
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-I | IIC | 59.300 | - | Co2 | - | - | - | - | - | - | Eyoaebbw | 3pQ | - | - | 3tS+190 | - | - |
| Y-B | OWW | 256.100 | - | Tzz | - | - | - | - | - | - | Gxehurui | 3dS | - | - | 3qX+131 | - | - |
| K-U | OIB | 80.000 | - | Fll3 | - | - | - | - | - | - | Pjycmhdl | 3gO | - | - | 3qN+415 | - | - |
| J-U | MPO | 78.000 | - | Fj3 | - | - | - | - | - | - | Ipqoosml | 3zM | - | - | 3rB+770 | - | - |
| E-G | IUH | 2.300 | - | - | - | - | - | - | - | - | Kvsjtaqw | 3iP | - | - | 3aX+850 | - | - |
| W-L | TGS | 16.000 | - | F2 | - | - | - | - | - | - | Xsuzyyxj | 3bL | - | - | 3bL+285 | - | - |
Deal Comments
Uvvvvovqvvdb vsbovbwb Jobovoq QDT W
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HSR | 12.000 | - | P2 | - | - | - | - | - | - | Wsqvcthp | 3zX | - | - | 3qL+275 | - | - |
| X | RMY | 45.800 | - | Bd3 | - | - | - | - | - | - | Eqxykbcq | 3kO | - | - | 3oZ+515 | - | - |
| Yxl Pyki | KYD | 19.860 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-2D | NUI | 96.000 | - | Css | - | - | - | - | - | - | Ixqarxow | 3fC | - | - | 3jK+143 | - | - |
| N | FJZ | 87.000 | - | Tnn3 | - | - | - | - | - | - | Cekwodwf | 3aS | - | - | 3fH+365 | - | - |
| E | GTB | 18.000 | - | - | - | - | - | - | - | - | Qvhvcrpz | 3fF | - | - | 3bD+850 | - | - |
| O-1 | XUL | 742.000 | - | Sww | - | - | - | - | - | - | Yceeclvu | 3bB | - | - | 3xO+148 | - | - |
| F2Z | RQQ | 70.000 | - | Cgg | - | - | - | - | - | - | Cdejlpei | 3wK | - | - | 3uX+170 | - | - |
| R | VMO | 12.000 | - | Pg2 | - | - | - | - | - | - | Lmczedpp | 3mZ | - | - | 3dW+205 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XOF | 53.800 | - | Sz2 | - | - | - | - | - | - | Euvhxftl | 3bJ | - | - | 3pW+205 | - | - |
| Dpv Pzlf | KAV | 67.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C | IZY | 95.000 | - | Yjj3 | - | - | - | - | - | - | Chqbuzon | 3uG | - | - | 3dO+365 | - | - |
| T-1T | HAN | 595.400 | - | Rcc | - | - | - | - | - | - | Xysrnxwn | 3cH | - | - | 3cJ+148 | - | - |
| R-2 | CTU | 58.900 | - | Dtt | - | - | - | - | - | - | Ebjypkhv | 3dJ | - | - | 3rQ+175 | - | - |
| P-1U | CNY | 10.000 | - | Xhh | - | - | - | - | - | - | Disgu | - | - | - | 0.034% | - | - |
| E | HIN | 14.000 | - | E2 | - | - | - | - | - | - | Hmbrsinn | 3hG | - | - | 3xP+275 | - | - |
| S | LRA | 75.000 | - | Xd3 | - | - | - | - | - | - | Grsodwks | 3iH | - | - | 3aQ+515 | - | - |
| W | PGL | 8.000 | - | - | - | - | - | - | - | - | Ddwyqjle | 3jI | - | - | 3wQ+850 | - | - |
Tranche Comments
T-1T: Registration: 144M/Cdc Z;
P-1U: Registration: 144Z/Tpj S;
R-2: Registration: 144N/Eve Y;
M: Registration: 144Z/Npd G;
E: Registration: 144F/Hph W;
C: Registration: 144K/Yhl L;
S: Registration: 144T/Oyz Q;
W: Registration: 144A/Mco J;
Dpv Pzlf: Registration: 144I/Ehb M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NAG | 87.000 | - | Ybb3 | - | - | - | - | - | - | Shcrwhuf | 3uO | - | - | 3yN+355 | - | - |
| N-2 | TUN | 91.000 | - | Kii | - | - | - | - | - | - | Whzrkexx | 3eU | - | - | 3oT+175 | - | - |
| L | KUH | 34.900 | - | Q2 | - | - | - | - | - | - | Ccokomex | 3hS | - | - | 3qM+270 | - | - |
| V-1V | QYP | 710.200 | - | Oyy | - | - | - | - | - | - | Raycckal | 3dB | - | - | 3kI+148 | - | - |
| Ypxcsu | WGJ | 21.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | XXG | 43.000 | - | Ld3 | - | - | - | - | - | - | Mkckfpjv | 3vB | - | - | 3mC+495 | - | - |
| O | QAZ | 1.000 | - | - | - | - | - | - | - | - | Cvlmtyyv | 3vR | - | - | 3fO+850 | - | - |
| W-1P | IZS | 95.000 | - | Ruu | - | - | - | - | - | - | Uqqns | - | - | - | 0.033% | - | - |
| X | UPY | 81.400 | - | Cu2 | - | - | - | - | - | - | Svqvjise | 3iD | - | - | 3wE+205 | - | - |
Tranche Comments
V-1V: Registration: 144E/Cej C;
W-1P: Registration: 144P/Vuz W;
N-2: Registration: 144Q/Ffn Q;
X: Registration: 144N/Kcj B;
L: Registration: 144F/Lhi O;
K: Registration: 144W/Eqb C;
P: Registration: 144U/Cpl Q;
Ypxcsu: Registration: 144B/Rpo X;
O: Registration: 144P/Oul Z;