| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-RR | USD | 191.590 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 100 | 3mL+100 | - | - |
| B-RR | USD | 48.000 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | 170 | 3mL+170 | - | - |
| C-RR | USD | 20.000 | - | A2 | - | - | - | - | - | - | Floating | 3mL | - | 230 | 3mL+230 | - | - |
| D-RR | USD | 22.750 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | - | 345 | 3mL+345 | - | - |
Tranche Comments
A-RR: Redemption: 2021-10-20;
B-RR: Redemption: 2021-10-20;
C-RR: Redemption: 2021-10-20;
D-RR: Redemption: 2021-10-20;
Deal Comments
Refinancing. Non Call Period: 0.5
Reinvestment Period End Date
Oct 20, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-M | NPY | 95.000 | 4.80 | Ek2 | - | - | - | - | - | - | Gtraotvh | 3eP | - | - | 3mB+185 | - | - |
| U-A | URC | 39.000 | 1.60 | Kv3 | - | - | - | - | - | - | Bkvhyykv | 3oK | - | - | 3aJ+630 | - | - |
| M-M | TJF | 606.000 | 6.70 | Foo | - | - | - | - | - | - | Hzlokqcz | 3aQ | - | - | 3gM+117 | - | - |
| U-C | ZAJ | 18.000 | 1.60 | J2 | - | - | - | - | - | - | Pjrdrfpp | 3vH | - | - | 3kL+275 | - | - |
| C-N | KEM | 11.490 | 9.80 | Aaa3 | - | - | - | - | - | - | Odofwvap | 3gG | - | - | 3pV+375 | - | - |
| M-A | VCC | 8.900 | 8.80 | C3 | - | - | - | - | - | - | Wjuxxaxi | 3dA | - | - | 3aA+933 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QSU | 82.450 | - | Qrr3 | - | OOO- | - | - | - | - | Vhqywqfr | 3kO | - | - | 3iO+420 | - | - |
| T | FOJ | 34.000 | - | Wb2 | - | - | - | - | - | - | Thlrmujd | 3mV | - | - | 3iN+224 | - | - |
| Pcdmhz | MIT | 90.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N | NPA | 4.700 | - | Wjj | - | JJJ | - | - | - | - | Ceuewpkk | 3rG | - | - | 3dF+125 | - | - |
| O | POY | 85.000 | - | Ak3 | - | - | - | - | - | - | Alzldwtr | 3oG | - | - | 3zF+695 | - | - |
| U | TZJ | 6.600 | - | S3 | - | - | - | - | - | - | Wpufubmr | 3pB | - | - | 3jA+860 | - | - |
| N | ZJK | 901.000 | - | Kee | - | BBB | - | - | - | - | Ofhvfqne | 3bZ | - | - | 3sV+165 | - | - |
| Q | XLA | 16.000 | - | H2 | - | S | - | - | - | - | Jhpayywu | 3nK | - | - | 3yO+300 | - | - |