| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2-R | USD | 36.750 | - | Aa3 | - | - | - | - | - | - | Fixed | - | - | - | 2.950% | - | - |
| B-R | USD | 24.500 | - | A3 | - | - | - | - | - | - | Fixed | - | - | - | 3.500% | - | - |
| C-R | USD | 12.600 | - | Baa3 | - | - | - | - | - | - | Fixed | - | - | - | 5.099% | - | - |
| D | USD | 17.500 | - | Ba3 | - | - | - | - | - | - | Fixed | - | - | - | 7.112% | - | - |
Tranche Comments
A2-R: First Pay: 2022-04-20; Redemption: 2022-07-20;
B-R: First Pay: 2022-04-20; Redemption: 2022-07-20;
C-R: First Pay: 2022-04-20; Redemption: 2022-07-20;
D: First Pay: 2022-04-20; Redemption: 2022-07-20;
Deal Comments
Partial Refinancing. Non Call Period: 1.00. Class D was priced on 10/7/2021
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 20, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | NBT | 29.500 | - | R3 | - | - | - | - | - | - | Slmxw | - | - | - | 5.528% | - | - |
| Flv | FTO | 538.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | IPR | 64.400 | - | Ihh3 | - | - | - | - | - | - | Kybrd | - | - | - | 6.500% | - | - |
| R-1 | HHE | 652.290 | - | Onn | - | - | - | - | - | - | Fvnpr | - | - | - | 3.928% | - | - |
| P-2 | ALO | 29.640 | - | Ar3 | - | - | - | - | - | - | Xllrg | - | - | - | 4.528% | - | - |
Tranche Comments
R-1: First Pay: 2020-04-20;
P-2: First Pay: 2020-04-20;
N: First Pay: 2020-04-20;
X: First Pay: 2020-04-20;
Flv: First Pay: 2020-04-20;
Deal Comments
Itfccb ECL. Vsu-Ebll Mhccsbe 2.00.
Reinvestment Period (YRS)
6