| 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 |
|---|
| X-G | KYQ | 87.670 | 4.90 | Zpp3 | - | - | - | - | - | - | Yjkiahiy | 3gQ | - | - | 3bX+375 | - | - |
| G-F | PXR | 442.000 | 1.50 | Eff | - | - | - | - | - | - | Wrhvjhhj | 3mB | - | - | 3eD+117 | - | - |
| G-T | KJJ | 25.000 | 2.60 | C2 | - | - | - | - | - | - | Mtxamuwt | 3kS | - | - | 3yE+275 | - | - |
| I-J | MRJ | 6.900 | 9.10 | D3 | - | - | - | - | - | - | Wperjhac | 3aH | - | - | 3iP+933 | - | - |
| O-J | MVY | 71.000 | 9.60 | Wp2 | - | - | - | - | - | - | Abupkbbh | 3eY | - | - | 3jR+185 | - | - |
| L-K | ERS | 47.000 | 1.60 | Vz3 | - | - | - | - | - | - | Zzjpqcmp | 3iS | - | - | 3vG+630 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ASB | 6.600 | - | J3 | - | - | - | - | - | - | Muljrmft | 3oO | - | - | 3pX+860 | - | - |
| W | ATZ | 84.000 | - | Kc2 | - | - | - | - | - | - | Icdsvphc | 3rY | - | - | 3xH+224 | - | - |
| A | TQH | 11.000 | - | Qe3 | - | - | - | - | - | - | Bbqbxhnh | 3zN | - | - | 3sO+695 | - | - |
| J | CZU | 56.000 | - | X2 | - | O | - | - | - | - | Icdpvokn | 3dM | - | - | 3yW+300 | - | - |
| C | HLW | 7.800 | - | Yhh | - | PPP | - | - | - | - | Odskhmvl | 3aQ | - | - | 3mF+125 | - | - |
| Q | MAL | 340.000 | - | Wrr | - | AAA | - | - | - | - | Qwpwwxcq | 3iC | - | - | 3lR+165 | - | - |
| J | CCN | 22.340 | - | Wff3 | - | YYY- | - | - | - | - | Tdkbuddw | 3xS | - | - | 3xR+420 | - | - |
| Rksuii | KTA | 21.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |