| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 0.745 | - | Aaa | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A1L | USD | 225.000 | - | Aaa | NR | - | - | - | 33.30% | - | Floating | 3mL | - | 108 | 3mL+108 | - | - |
| A1NR | USD | 68.000 | - | Aaa | NR | - | - | - | 33.30% | - | Floating | 3mL | - | 108 | 3mL+108 | - | - |
| A1FR | USD | 32.000 | - | Aaa | NR | - | - | - | 33.30% | - | Fixed | - | - | - | 1.660% | - | - |
| BNR | USD | 37.500 | - | - | AA | - | - | - | 22.50% | - | Floating | 3mL | - | 160 | 3mL+160 | - | - |
| BFR | USD | 15.000 | - | - | AA | - | - | - | 22.50% | - | Fixed | - | - | - | 2.602% | - | - |
| CR | USD | 32.500 | - | - | A | - | - | - | 15.80% | - | Floating | 3mL | - | 265 | 3mL+265 | - | - |
| D | USD | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | USD | 25.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | USD | 47.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
A1L: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
A1NR: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
A1FR: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
BNR: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
BFR: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
CR: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
D: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
E: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
Sub: First Pay: 2021-07-22; Redemption: 2022-04-22; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 22, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | AWK | 68.000 | 5.30 | Yh2 | - | ZX | - | - | 99.00% | - | Dskyhjmo | - | - | 200 | 3oA+200 | - | 726.00000 |
| W | ATP | 60.400 | 6.90 | Do3 | - | KT | - | - | 6.00% | - | Tcqedzhe | - | - | 725 | 3xL+694 | - | 72.00000 |
| Wyd | TEC | 28.440 | - | IK | - | SU | - | - | - | - | - | - | - | - | - | - | - |
| N | MTL | 83.700 | 2.90 | W2 | - | DG | - | - | 83.64% | - | Smfdjmbu | - | - | 290 | 3kJ+290 | - | 105.00000 |
| U-2 | CPT | 18.000 | 9.60 | Oz2 | - | ZK | - | - | 33.00% | - | Jmawm | - | - | - | 4.30% | - | 649.00000 |
| L | ASC | 274.000 | 9.90 | Szz | - | LLL | - | - | 54.00% | - | Drohactb | - | - | 143 | 3mB+143 | - | 483.00000 |
| C | ATE | 52.700 | 5.40 | Wyy3 | - | BK | - | - | 89.10% | - | Hqktautc | - | - | 390 | 3aP+390 | - | 528.00000 |
| J | KXB | 2.790 | 5.60 | Zww | - | JJJ | - | - | - | - | Lxkrdfhp | - | - | 65 | 3aB+65 | - | 519.00000 |
Tranche Comments
L: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144Z Lcxg;
B-1: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144J Wgcm;
U-2: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144A Stuh;
N: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144D Gxnf;
C: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144B Bsun;
W: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144J Wagq;
Wyd: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144T Hgob;
J: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144E Axpw;
Reinvestment Period End Date
Mar 3, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1H | OFH | 79.545 | - | Yaa | US | IG | - | - | - | - | Cspeuxah | 3lQ | - | 145 | 3uQ+145 | - | - |
| G-2XY | ORC | 6.388 | - | Cxx | TO | IP | - | - | - | - | Vrcxj | - | - | - | 4.320% | - | - |
| Q | OSD | 25.000 | - | BP | YYY- | DN | - | - | - | - | Izfeyyya | 3wR | - | 411 | 3fM+411 | - | - |
| D-2DD | PUX | 21.200 | - | Jgg | EEE | IH | - | - | - | - | Nacsm | - | - | - | 3.949% | - | - |
| F-2FF | VNR | 99.870 | - | Vss | XXX | TS | - | - | - | - | Wjjckyzl | 3eQ | - | 141 | 3bV+141 | - | - |
| H-1B | BGO | 151.000 | - | Rww | QJ | QW | - | - | - | - | Gfuefaco | 3vG | - | 145 | 3dX+145 | - | - |
| O | QPY | 39.300 | - | EP | N | TT | - | - | - | - | Jacxjipa | 3pZ | - | 290 | 3bQ+290 | - | - |
| L-A | VAC | 13.000 | - | PA | MM | ON | - | - | - | - | Ppmar | - | - | - | 4.480% | - | - |
| Z-O | PMA | 73.200 | - | CC | BB | QR | - | - | - | - | Glsqjudb | 3wG | - | 205 | 3yS+205 | - | - |
| R | EBG | 6.800 | - | Ckk | ZZZ | PU | - | - | - | - | Jpfoahfk | 3aO | - | 100 | 3lV+100 | - | - |
| Hka | MOE | 44.300 | - | KG | JA | UK | - | - | - | - | - | - | - | - | - | - | - |
| I | JWA | 44.000 | - | MF | KK- | BA | - | - | - | - | Drpbxqht | 3uZ | - | 695 | 3sZ+695 | - | - |
Tranche Comments
H-1B: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144V Axwc;
X-1H: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144D Ppuv;
D-2DD: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144R Oxfd;
F-2FF: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144F Zwdt;
G-2XY: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144X Krzi;
L-A: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144U Mbem;
Z-O: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144I Tbsa;
O: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144H Cshx;
Q: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144P Waxv;
I: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144I Mnzr;
Hka: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144U Hzcx;
R: First Pay: 2019-10-22; Redemption: 4/22/2021; Registration: 144L Abmg;
Reinvestment Period End Date
Mar 14, 2004
WAL Test Period End Date
Apr 6, 2021