| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ARRR | USD | 384.000 | 4.30 | - | AAA | - | - | - | 34.19% | - | Floating | 3mL | - | 110 | 3mL+110 | - | - |
| B1RRR | USD | 65.200 | 6.50 | - | AA | - | - | - | 23.02% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| CRRR | USD | 37.000 | 7.10 | - | A | - | - | - | 16.68% | - | Floating | 3mL | - | 250 | 3mL+250 | - | - |
| D1RRR | USD | 20.000 | 7.50 | - | BBB | - | - | - | 13.25% | - | Floating | 3mL | - | 335 | 3mL+335 | - | - |
Tranche Comments
ARRR: First Pay: 2021-10-16; Redemption: 2022-09-20; Registration: 144A/Reg S;
B1RRR: First Pay: 2021-10-16; Redemption: 2022-09-20; Registration: 144A/Reg S;
CRRR: First Pay: 2021-10-16; Redemption: 2022-09-20; Registration: 144A/Reg S;
D1RRR: First Pay: 2021-10-16; Redemption: 2022-09-20; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 16, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2b-NN | WNS | 79.310 | 2.83 | Too | - | - | - | - | 80.14% | - | Znvib | Hwmkk | 140 | - | 1.63% | 1.629% | 785.00000 |
| A-2z-WW | BTH | 17.530 | 2.37 | Phh | - | - | - | - | 73.89% | - | Oepyobay | 3vN | - | 140 | 3mL+ 140 | - | - |
Tranche Comments
A-2z-WW: First Pay: 2020-10-15; Registration: 144N Kssd;
B-2b-NN: First Pay: 2020-10-15; Registration: 144H Dfqa;
Deal Comments
Lpbzrpi Rqkrypyzryo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-R2 | BRH | 172.000 | 5.70 | - | BBB | - | - | - | - | - | Smdxamfw | 3hJ | - | - | 3kI+132 | - | - |
| F-1-L2 | ZCC | 67.000 | 6.70 | - | CC | - | - | - | - | - | Adrcaqbr | 3kN | - | - | 3mT+190 | - | - |
| N-M2 | VVL | 9.000 | - | - | BBB | - | - | - | - | - | Vqqssspq | 3rD | - | - | 3bU+70 | - | - |
| H-2-F2 | VNO | 83.100 | 2.40 | - | HH | - | - | - | - | - | Tppbo | - | - | - | 4.05% | - | - |
| S-2-A2 | EGL | 65.600 | 30.00 | - | QQQ- | - | - | - | - | - | Vhehtttq | 3bF | - | - | 3iB+410 | - | - |
| T-L2 | ZBI | 2.000 | 22.50 | - | J- | - | - | - | - | - | Gpvuqmjd | 3pS | - | - | 3mI+852 | - | - |
| WR | VGX | 8.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-U2 | YSV | 24.000 | 18.80 | - | VV- | - | - | - | - | - | Bdrkwtvj | 3gQ | - | - | 3lJ+695 | - | - |
| E-G2 | OHM | 47.000 | 6.10 | - | Y | - | - | - | - | - | Cuhlavrp | 3dP | - | - | 3yD+280 | - | - |
| B-1-X2 | ECT | 36.000 | 4.80 | - | XXX- | - | - | - | - | - | Iqjkqafm | 3qI | - | - | 3qY+370 | - | - |