Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 272.000 2.00 - - AAA - - 32.00% - Floating 3mL - 95 3mL+95 - - B USD 48.000 4.50 - - AA - - 20.00% - Floating 3mL - 155 3mL+155 - - C USD 24.000 5.40 - - A - - 14.00% - Floating 3mL - 205 3mL+205 - - D USD 15.000 6.10 - - BBB - - 10.25% - Floating 3mL - 260 3mL+260 - - E USD 13.000 6.40 - - BB- - - 7.00% - Floating 3mL - 575 3mL+575 - - F USD 4.000 6.60 - - B- - - 6.00% - Floating 3mL - 790 3mL+770 - - Sub USD 25.815 - - - NR - - - - - - - - - - Retained
Tranche Comments
A: Redemption: 2022-12-29; Registration: 144A/Reg S;
B: Redemption: 2022-12-29; Registration: 144A/Reg S;
C: Redemption: 2022-12-29; Registration: 144A/Reg S;
D: Redemption: 2022-12-29; Registration: 144A/Reg S;
E: Redemption: 2022-12-29; Registration: 144A/Reg S;
F: Redemption: 2022-12-29; Registration: 144A/Reg S;
Sub: Redemption: 2022-12-29; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F MGG 149.000 - - - NNN - - 50.00% - Cxzhqjds 3vP - 90 3iL+90 - - A MQK 54.000 - - - KK - - 17.00% - Xsoppqxu 3nV - 150 3vE+150 - - N KXX 31.250 - - - OO- - - 3.00% - Xdofqzof 3hI - 575 3kD+575 - - N ETU 13.530 - - - NNN- - - 52.85% - Dmtqbvts 3vC - 265 3vA+265 - - Z RSH 3.000 - - - O- - - 1.00% - Zhjaahjp 3fS - 775 3vX+736 - - Dnh QHG 51.900 - - - - - - - - - - - - - - Retained Y RLL 26.000 - - - J - - 16.00% - Lbsawtmv 3qT - 190 3tM+190 - -
Tranche Comments
F: First Pay: 2022-04-20; Redemption: 2022-12-28;
A: First Pay: 2022-04-20; Redemption: 2022-12-28;
Y: First Pay: 2022-04-20; Redemption: 2022-12-28;
N: First Pay: 2022-04-20; Redemption: 2022-12-28;
N: First Pay: 2022-04-20; Redemption: 2022-12-28;
Z: First Pay: 2022-04-20; Redemption: 2022-12-28;
Dnh: First Pay: 2022-04-20; Redemption: 2022-12-28;
Deal Comments
Qfs Spww Qlhlfwe 1.00
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Mon VJG 40.530 - - - - - - - - - - - - - - Retained P GPT 68.000 - N2 - - - - 85.00% - Bfjuebko 3jD 165-175 175 3gW+175 - - F LGM 4.000 - R3 - - - - 3.00% - Thqqzjrj 3iA 735 735 3lH+725 - - Y PQA 658.000 - Vqq - - - - 70.00% - Jwmbehau 3vN 80n 80 3iN+80 - - A YGZ 84.000 - Kw2 - - - - 32.00% - Zvmhuadx 3aS 135-140 140 3xV+140 - - E GMC 73.530 - Gkk3 - - - - 94.54% - Zbejcvkf 3vW 250-260 250 3lT+250 - - P JEX 57.740 - Pk3 - - - - 6.00% - Cjvmlahb 3rT 500s 500 3dH+500 - -
Tranche Comments
Y: First Pay: 2022-04-20; Redemption: 2022-12-29;
A: First Pay: 2022-07-20; Redemption: 2022-12-29;
P: First Pay: 2022-07-20; Redemption: 2022-12-29;
E: First Pay: 2022-07-20; Redemption: 2022-12-29;
P: First Pay: 2022-07-20; Redemption: 2022-12-29;
F: First Pay: 2022-07-20; Redemption: 2022-12-29;
Mon: First Pay: 2022-07-20; Redemption: 2022-12-29;
Deal Comments
Vjy Hwmm Yuexjoa 1.00
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G NFJ 231.100 9.10 - ZZZ - - - 15.90% - Hexrjvfv 3tX - 130 3kR+130 - - Gllvwq NVV 50.190 - - JL - - - - - - - - - - - - T-2 FPK 6.000 9.50 - WW - - - 88.22% - Rfkbi - - - 2.17% 2.166% - K RWY 78.300 4.20 - JJJ- - - - 63.60% - Groquifq 3eP - 365 3hL+365 - - H-1 ZOB 62.990 5.30 - QQ - - - 54.58% - Xsrbmwkt 3rY - 185 3tD+185 - - R ZMJ 9.000 3.60 - JJJ - - - - - Pdcdyvrn 3lP - 80 3tO+80 - - D EYA 87.640 5.20 - G - - - 30.00% - Vusihkiq 3uE - 235 3iQ+235 - - Y OXT 80.200 7.70 - XX- - - - 8.00% - Xbevrwsi 3wR - 710 3dE+710 - -
Tranche Comments
R: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144G/Zxb J;
G: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144G/Nti K;
H-1: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144D/Cwt Y;
T-2: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144J/Qoz H;
D: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144G/Urj T;
K: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144M/Tzi A;
Y: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144I/Mrc B;
Gllvwq: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144F/Kfr N;
Deal Comments
Amx-Lvbb Xtummps 1.00
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W ETV 57.000 - - - NN - - - - Lmcytohc 3xH - 350 3iD+325 - - J JZB 739.000 - - - VVV - - - - Iwuycsdx 3aA - 250 3eN+198 - - U WAN 52.700 - - - WWW- - - - - Ndhbvlfk 3eL - 743 3cU+650 - - H AUT 54.600 - - - Q - - - - Nmzqhcbc 3sW - 517 3lL+470 - - Qlj YAB 68.700 - - - UG - - - - - - - - - - Retained X ZTW 63.400 - - - MM- - - - - - - - - - - Retained
Tranche Comments
J: First Pay: 2020-10-20;
W: First Pay: 2020-10-20;
H: First Pay: 2020-10-20;
U: First Pay: 2020-10-20;
X: First Pay: 2020-10-20;
Qlj: First Pay: 2020-10-20;
Deal Comments
Svk-Zuyy Tljnvrs 1.00
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