| 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 |
|---|
| L-E | YZL | 60.000 | 4.10 | Nk2 | - | - | - | - | - | - | Fjqkymmv | 3mY | - | - | 3yX+185 | - | - |
| H-F | LPE | 380.000 | 6.60 | Sff | - | - | - | - | - | - | Qlekcvyj | 3uX | - | - | 3kS+117 | - | - |
| H-K | AQO | 35.400 | 7.20 | Gkk3 | - | - | - | - | - | - | Bkyfkjvf | 3sC | - | - | 3jW+375 | - | - |
| W-K | UVA | 17.000 | 7.70 | T2 | - | - | - | - | - | - | Xrmbtzrf | 3zC | - | - | 3oY+275 | - | - |
| E-P | GUF | 74.000 | 9.50 | Ua3 | - | - | - | - | - | - | Edredjba | 3kR | - | - | 3zT+630 | - | - |
| G-I | VJK | 2.100 | 7.20 | T3 | - | - | - | - | - | - | Nkdzqqot | 3uB | - | - | 3rZ+933 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zeqksl | YSE | 16.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| B | QET | 72.410 | - | Nll3 | - | FFF- | - | - | - | - | Emokjcnm | 3iV | - | - | 3wB+420 | - | - |
| Q | YAQ | 6.400 | - | Jee | - | VVV | - | - | - | - | Pdqoseaw | 3uE | - | - | 3hR+125 | - | - |
| D | PBJ | 6.700 | - | M3 | - | - | - | - | - | - | Zwrstdqm | 3vM | - | - | 3mU+860 | - | - |
| I | ALX | 92.000 | - | Gm2 | - | - | - | - | - | - | Rvruphoy | 3wO | - | - | 3bJ+224 | - | - |
| A | PMV | 395.000 | - | Lgg | - | KKK | - | - | - | - | Lxchykzc | 3tG | - | - | 3bK+165 | - | - |
| U | GFX | 82.000 | - | Y2 | - | L | - | - | - | - | Eujuuqrl | 3dI | - | - | 3zH+300 | - | - |
| L | NBF | 34.000 | - | Ag3 | - | - | - | - | - | - | Bhspzoxl | 3bE | - | - | 3wR+695 | - | - |