| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 190.600 | - | Aaa | - | - | - | - | 52.35% | - | Fixed | - | - | - | 2.940% | - | - |
| B | USD | 58.000 | - | Aa3 | - | - | - | - | 37.85% | - | Fixed | - | - | - | 3.140% | - | - |
| C | USD | 17.600 | - | A3 | - | - | - | - | 33.45% | - | Fixed | - | - | - | 3.490% | - | - |
| D | USD | 23.600 | - | Baa3 | - | - | - | - | 27.55% | - | Fixed | - | - | - | 5.290% | - | - |
| E | USD | 11.200 | - | Ba2 | - | - | - | - | 24.75% | - | Fixed | - | - | - | 7.380% | - | - |
| Sub | USD | 108.000 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2023-12-22;
B: Redemption: 2023-12-22;
C: Redemption: 2023-12-22;
D: Redemption: 2023-12-22;
E: Redemption: 2023-12-22;
Sub: Redemption: 2023-12-22;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CQT | 75.000 | - | U3 | - | - | - | - | - | - | Uqqcn | - | - | - | 4.540% | - | - |
| Qyr | RTC | 129.800 | - | PU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | KXW | 9.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | JBL | 923.000 | - | Zqq | - | - | - | - | - | - | Hvlzu | - | - | - | 2.940% | - | - |
| N | JGB | 12.000 | - | Zss3 | - | - | - | - | - | - | Twvae | - | - | - | 6.140% | - | - |
| H | VNP | 38.000 | - | Rq3 | - | - | - | - | - | - | Omaaj | - | - | - | 3.690% | - | - |
Tranche Comments
M: First Pay: 2021-04-25; Redemption: 2022-10-07;
H: First Pay: 2021-04-25; Redemption: 2022-10-07;
P: First Pay: 2021-04-25; Redemption: 2022-10-07;
N: First Pay: 2021-04-25; Redemption: 2022-10-07;
B: First Pay: 2021-04-25; Redemption: 2022-10-07;
Qyr: First Pay: 2021-04-25; Redemption: 2022-10-07;
Deal Comments
Fbz-Vvjj Wgtpbsf 2.00
Reinvestment Period (YRS)
2
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 |
|---|
| B | YNT | 14.400 | - | Tee3 | - | - | - | - | - | - | Axgxv | - | - | - | 6.890% | - | - |
| Fce | KFO | 93.000 | - | HI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | JVF | 936.700 | - | Ktt | - | - | - | - | - | - | Tmnub | - | - | - | 3.940% | - | - |
| F | ACF | 83.700 | - | Ne3 | - | - | - | - | - | - | Ishtg | - | - | - | 4.540% | - | - |
| G | OFE | 23.580 | - | R3 | - | - | - | - | - | - | Wquka | - | - | - | 5.540% | - | - |
Tranche Comments
G: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144M/Vyx C;
F: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144L/Enw K;
G: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144L/Xbm F;
B: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144Z/Bee F;
Fce: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144O/Yml T;
Deal Comments
Bva-Hcaa Xfgtvjb 2.00
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 |
|---|
| K | EHI | 55.400 | - | Oj3 | - | - | - | - | - | - | Cszxl | - | - | - | 5.200% | - | - |
| Ayi | BVP | 60.300 | - | AA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | JUW | 49.300 | - | Utt3 | - | - | - | - | - | - | Vrqlb | - | - | - | 7.140% | - | - |
| S | OZP | 697.400 | - | Zaa | - | - | - | - | - | - | Hpvrm | - | - | - | 4.600% | - | - |
| H | PBE | 22.400 | - | J3 | - | - | - | - | - | - | Vfwcl | - | - | - | 6.200% | - | - |
Tranche Comments
S: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144B/Wek X;
K: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144W/Lyb J;
H: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144V/Vbw Q;
V: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144W/Myq H;
Ayi: First Pay: 2020-01-25; Redemption: 2021-07-25; Registration: 144H/Ajs Q;
Deal Comments
Uzg-Qjnn Yhqvzfw 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date