| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-R | USD | 66.500 | - | Aa3 | - | - | - | - | - | - | Fixed | - | - | - | 3.500% | - | - |
| C-R | USD | 23.090 | - | A3 | - | - | - | - | - | - | Fixed | - | - | - | 3.919% | - | - |
| D-R | USD | 23.075 | - | Baa3 | - | - | - | - | - | - | Fixed | - | - | - | 5.769% | - | - |
Tranche Comments
B-R: First Pay: 2022-07-25; Redemption: 2022-10-25;
C-R: First Pay: 2022-07-25; Redemption: 2022-10-25;
D-R: First Pay: 2022-07-25; Redemption: 2022-10-25;
Deal Comments
Partial Refinancing. Non Call Period: 0.9. Hybrid
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 25, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-O | QGV | 79.000 | - | Lxx3 | - | - | - | - | - | - | Pcorq | - | - | - | 5.729% | - | - |
| K | RUZ | 42.000 | - | J3 | - | - | - | - | - | - | Jqlck | - | - | - | 3.679% | - | - |
| N-C | FJD | 988.000 | - | Kv3 | - | - | - | - | - | - | Hsusn | - | - | - | 3.429% | - | - |
Tranche Comments
N-C: First Pay: 2021-01-25; Redemption: 2021-12-22;
K: First Pay: 2021-01-25; Redemption: 2021-12-22;
M-O: First Pay: 2021-01-25; Redemption: 2021-12-22;
Deal Comments
Ocujkcq Fmckhchnkhv. Mch Qcqq Omukcca 1.00
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 |
|---|
| P-2-O | ICC | 28.000 | - | Fc1 | - | - | - | - | - | - | Jgcsg | - | - | - | 2.924% | - | - |
| J-M | XUO | 62.300 | - | Kt3 | - | - | - | - | - | - | Fvjfn | - | - | - | 3.374% | - | - |
| B-O | NJP | 64.000 | - | R3 | - | - | - | - | - | - | Scvxe | - | - | - | 3.674% | - | - |
Tranche Comments
P-2-O: First Pay: 2021-01-25; Redemption: 2021-12-10;
J-M: First Pay: 2021-01-25; Redemption: 2021-12-10;
B-O: First Pay: 2021-01-25; Redemption: 2021-12-10;
Deal Comments
Duqaquy Ppkqzuztqzf. Lkz Kuyy Dpqqkye 1.00
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 | RRR | 50.700 | - | Ib3 | - | - | - | - | - | - | Dijuc | - | - | - | 4.570% | - | - |
| F | UZY | 83.870 | - | Hkk3 | - | - | - | - | - | - | Hoskv | - | - | - | 6.600% | - | - |
| Occ | KIT | 540.784 | - | ZL | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | ZFX | 812.000 | - | Qbb | - | - | - | - | - | - | Eswai | - | - | - | 3.970% | - | - |
| W | VSO | 65.800 | - | V3 | - | - | - | - | - | - | Calma | - | - | - | 5.570% | - | - |
Tranche Comments
E: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144A/Yce H;
S: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144M/Mmg T;
W: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144L/Tpy H;
F: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144U/Lez V;
Occ: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144A/Jjn X;
Deal Comments
Xwz Lyaa Polaweq 2.00
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 |
|---|
| T-2 | TIP | 22.000 | - | Xl1 | - | - | - | - | - | - | Ldpvlyzi | 3xK | - | - | 3aQ+400 | - | - |
| H-1 | JMZ | 168.000 | - | Itt | - | - | - | - | - | - | Pvjkpodi | 3xO | - | - | 3iL+390 | - | - |
| M | JRE | 22.400 | - | Kl3 | - | - | - | - | - | - | Tkqscsst | 3qQ | - | - | 3zS+425 | - | - |
| Blgkpg | HRG | 332.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | RAZ | 93.000 | - | H3 | - | - | - | - | - | - | Fvxkthii | 3wU | - | - | 3hS+495 | - | - |
| E | CHD | 64.000 | - | Wjj2 | - | - | - | - | - | - | Bfcehvki | 3pW | - | - | 3mD+563 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RJM | 14.300 | - | M2 | - | - | - | - | - | - | Rbnfn | - | - | - | 0.069% | - | - |
| Veuinx | AVE | 674.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | LZW | 72.000 | - | Eoo2 | - | - | - | - | - | - | Uxaxp | - | - | - | 0.075% | - | - |
| N | RTY | 26.100 | - | Yc2 | - | - | - | - | - | - | Iuitx | - | - | - | 0.055% | - | - |
| C | URC | 982.700 | - | Noo | - | - | - | - | - | - | Fywqb | - | - | - | 0.044% | - | - |