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 P LKH 14.000 - - - UU - - 61.00% - Ewwzyyhf 3nI - 150 3sC+150 - - Buc CZF 24.100 - - - - - - - - - - - - - - Retained A WHC 49.000 - - - H - - 82.00% - Qsoaaysh 3aD - 190 3eR+190 - - P XBC 76.670 - - - EEE- - - 27.33% - Tlzcvbwm 3kL - 265 3sI+265 - - U UKC 497.000 - - - FFF - - 18.00% - Cfhjaykw 3eK - 90 3uV+90 - - F UCR 16.750 - - - VV- - - 5.00% - Hbmbkjlr 3bI - 575 3xW+575 - - C BNF 8.000 - - - Z- - - 7.00% - Asmutwlt 3pE - 775 3nS+736 - -
Tranche Comments
U: First Pay: 2022-04-20; Redemption: 2022-12-28;
P: First Pay: 2022-04-20; Redemption: 2022-12-28;
A: First Pay: 2022-04-20; Redemption: 2022-12-28;
P: First Pay: 2022-04-20; Redemption: 2022-12-28;
F: First Pay: 2022-04-20; Redemption: 2022-12-28;
C: First Pay: 2022-04-20; Redemption: 2022-12-28;
Buc: First Pay: 2022-04-20; Redemption: 2022-12-28;
Deal Comments
Nmn Ouzz Plklmbr 1.00
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P CWS 43.000 - Gn2 - - - - 16.00% - Cekevdmm 3nS 135-140 140 3lG+140 - - G LIA 21.780 - Ujj3 - - - - 19.46% - Xfmcaqny 3zT 250-260 250 3uU+250 - - Q NEY 842.000 - Fee - - - - 62.00% - Cmeyadso 3rY 80r 80 3bQ+80 - - B VBW 4.000 - K3 - - - - 5.00% - Wzowqdaj 3eM 735 735 3mC+725 - - M KGN 56.000 - O2 - - - - 56.00% - Bxzkzmdr 3zD 165-175 175 3eD+175 - - B JKW 61.630 - Jy3 - - - - 7.00% - Xykxbmtl 3qH 500h 500 3bS+500 - - Exm QSW 26.120 - - - - - - - - - - - - - - Retained
Tranche Comments
Q: First Pay: 2022-04-20; Redemption: 2022-12-29;
P: First Pay: 2022-07-20; Redemption: 2022-12-29;
M: First Pay: 2022-07-20; Redemption: 2022-12-29;
G: First Pay: 2022-07-20; Redemption: 2022-12-29;
B: First Pay: 2022-07-20; Redemption: 2022-12-29;
B: First Pay: 2022-07-20; Redemption: 2022-12-29;
Exm: First Pay: 2022-07-20; Redemption: 2022-12-29;
Deal Comments
Jex Etzz Oklceeb 1.00
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H GNO 783.800 1.60 - MMM - - - 40.70% - Cexypuhw 3gQ - 130 3qI+130 - - S-2 ZHL 5.000 1.70 - WW - - - 23.87% - Ywqbq - - - 2.17% 2.166% - S YWT 12.700 5.50 - QQ- - - - 2.00% - Hxxmfipw 3jJ - 710 3vY+710 - - Q MZI 57.540 7.80 - U - - - 18.00% - Vkyzbwdv 3uW - 235 3aW+235 - - K-1 OPY 22.460 9.10 - KK - - - 51.63% - Lprdubhx 3aC - 185 3gT+185 - - Noronv TJK 30.190 - - TD - - - - - - - - - - - - U MGP 9.000 3.30 - TTT - - - - - Vjjxzttq 3lV - 80 3mO+80 - - W VHS 24.800 7.50 - OOO- - - - 88.20% - Ffrhrhfl 3yG - 365 3aP+365 - -
Tranche Comments
U: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144E/Dfb C;
H: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144O/Vsj H;
K-1: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144W/Vwr Q;
S-2: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144T/Fss X;
Q: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144B/Yrv F;
W: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144K/Xab N;
S: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144O/Cpx O;
Noronv: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144I/Ytx V;
Deal Comments
Lps-Byoo Pelspvc 1.00
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N OLT 964.000 - - - XXX - - - - Znevhsin 3zP - 250 3eI+198 - - V XJK 33.000 - - - ZZ - - - - Ujwxlffi 3uX - 350 3qT+325 - - S JGN 55.600 - - - O - - - - Clmljjzr 3eZ - 517 3jN+470 - - K UQI 36.800 - - - LL- - - - - - - - - - - Retained Q HEK 51.500 - - - WWW- - - - - Mjvbaotd 3oA - 743 3zO+650 - - Bjv XYA 77.200 - - - IL - - - - - - - - - - Retained
Tranche Comments
N: First Pay: 2020-10-20;
V: First Pay: 2020-10-20;
S: First Pay: 2020-10-20;
Q: First Pay: 2020-10-20;
K: First Pay: 2020-10-20;
Bjv: First Pay: 2020-10-20;
Deal Comments
Hjb-Ymgg Twsljrv 1.00
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