| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 5.000 | - | - | AAA | - | - | - | - | - | Floating | 3mL | 60 | 65 | 3mL+65 | - | - |
| A-R | USD | 297.500 | - | - | AAA | - | - | - | 40.50% | - | Floating | 3mL | 112 | 112 | 3mL+112 | - | - |
| B-1R | USD | 70.000 | - | - | AA | - | - | - | 24.50% | - | Floating | 3mL | 165 | 165 | 3mL+165 | - | - |
| B-2R | USD | 10.000 | - | - | AA | - | - | - | 24.50% | - | Fixed | Swaps | 150 | - | 2.633% | - | - |
| C-R | USD | 31.750 | - | - | A | - | - | - | 18.15% | - | Floating | 3mL | 200 | 200 | 3mL+200 | - | - |
| D-R | USD | 30.000 | - | - | BBB- | - | - | - | 12.15% | - | Floating | 3mL | 310 | 310 | 3mL+310 | - | - |
| E-R | USD | 16.750 | - | - | BB- | - | - | - | 8.80% | - | Floating | 3mL | 600 | 625 | 3mL+625 | - | - |
| Sub | USD | 48.300 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: First Pay: 2021-10-18; Redemption: 2023-07-18;
A-R: First Pay: 2021-10-18; Redemption: 2023-07-18;
B-1R: First Pay: 2021-10-18; Redemption: 2023-07-18;
B-2R: First Pay: 2021-10-18; Redemption: 2023-07-18;
C-R: First Pay: 2021-10-18; Redemption: 2023-07-18;
D-R: First Pay: 2021-10-18; Redemption: 2023-07-18;
E-R: First Pay: 2021-10-18; Redemption: 2023-07-18;
Sub: First Pay: 2021-10-18; Redemption: 2023-07-18;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 18, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | PUI | 86.700 | 4.00 | SA | CC | JE | - | - | 19.10% | - | Rulhvbtp | 3zL | - | 175 | 3lS+175 | - | 927.00000 |
| L | CAJ | 25.300 | 2.50 | ZZ | KK- | IO | - | - | 3.31% | - | Issprzql | 3eI | - | 710 | 3nF+710 | - | 90.00000 |
| J-2 | BLP | 46.870 | 9.60 | FW | HV | CCC | - | - | 14.00% | - | Yshzczjk | 3yV | - | 160 | 3qE+160 | - | 662.00000 |
| D-2 | QIJ | 90.000 | 5.00 | BN | SS | TC | - | - | 71.10% | - | Hvcyv | - | - | - | 4.41% | - | - |
| T | AER | 88.000 | 7.20 | ZQ | RRR- | FE | - | - | 91.30% | - | Wmmzmqnx | 3aF | - | 375 | 3pM+375 | - | 452.00000 |
| Iei | CLT | 47.600 | - | EF | NQ | EZ | - | - | - | - | - | - | - | - | - | - | - |
| M-1 | NMZ | 557.390 | 6.00 | NY | OOO | QQQ | - | - | 15.33% | - | Rkyaeoab | 3wC | - | 131 | 3nN+131 | - | 199.00000 |
| S | END | 91.480 | 8.90 | AD | A | ZV | - | - | 58.87% | - | Xpvscmiv | 3wE | - | 255 | 3bW+255 | - | 356.00000 |
Tranche Comments
M-1: First Pay: 2019-10-18; Redemption: 1/18/2021;
J-2: First Pay: 2019-10-18; Redemption: 1/18/2021;
I-1: First Pay: 2019-10-18; Redemption: 1/18/2021;
D-2: First Pay: 2019-10-18; Redemption: 1/18/2021;
S: First Pay: 2019-10-18; Redemption: 1/18/2021;
T: First Pay: 2019-10-18; Redemption: 1/18/2021;
L: First Pay: 2019-10-18; Redemption: 1/18/2021;
Iei: First Pay: 2019-10-18; Redemption: 1/18/2021;
Reinvestment Period End Date
Invalid date