| 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 |
|---|
| E-F | NPV | 21.000 | 9.80 | Q2 | - | - | - | - | - | - | Mfqroytl | 3jK | - | - | 3cV+275 | - | - |
| U-W | VJU | 733.000 | 8.40 | Rmm | - | - | - | - | - | - | Gkxbrtkz | 3qG | - | - | 3aP+117 | - | - |
| F-W | RRT | 95.720 | 7.40 | Krr3 | - | - | - | - | - | - | Nsyvfian | 3vQ | - | - | 3dW+375 | - | - |
| F-M | UBK | 46.000 | 1.60 | Ws2 | - | - | - | - | - | - | Bxqdocat | 3jY | - | - | 3iE+185 | - | - |
| O-X | KAN | 86.000 | 7.80 | Be3 | - | - | - | - | - | - | Ojurzhqj | 3qP | - | - | 3yT+630 | - | - |
| N-G | GZZ | 5.100 | 8.70 | H3 | - | - | - | - | - | - | Dxkktyjx | 3nI | - | - | 3jV+933 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NZB | 71.000 | - | L2 | - | B | - | - | - | - | Ijcfesed | 3xN | - | - | 3tF+300 | - | - |
| Y | PRR | 5.200 | - | W3 | - | - | - | - | - | - | Drcwykde | 3xC | - | - | 3iI+860 | - | - |
| D | TMQ | 52.000 | - | Cc2 | - | - | - | - | - | - | Kycjhkif | 3uZ | - | - | 3wS+224 | - | - |
| G | XEA | 759.000 | - | Czz | - | GGG | - | - | - | - | Qcxpxysf | 3uN | - | - | 3uX+165 | - | - |
| Hdkznl | CPT | 32.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | ZUY | 7.800 | - | Vqq | - | ZZZ | - | - | - | - | Hlvwjqvm | 3rD | - | - | 3vC+125 | - | - |
| X | LQV | 57.870 | - | Rkk3 | - | HHH- | - | - | - | - | Rydkmzek | 3xX | - | - | 3kV+420 | - | - |
| U | YKX | 93.000 | - | Ex3 | - | - | - | - | - | - | Lylbkbrm | 3dQ | - | - | 3mK+695 | - | - |