| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.000 | - | - | - | AAA | - | - | - | - | Floating | 3mL | 75a | 75 | 3mL+75 | - | - |
| A1-R | USD | 260.000 | - | - | - | AAA | - | - | 35.00% | - | Floating | 3mL | 107a | 107 | 3mL+107 | - | - |
| A2-R | USD | 50.000 | - | - | - | AA | - | - | 22.50% | - | Floating | 3mL | 170a | 170 | 3mL+170 | - | - |
| B-R | USD | 24.000 | - | - | - | A | - | - | 16.50% | - | Floating | 3mL | 240a | 240 | 3mL+240 | - | - |
| C-R | USD | 20.400 | - | - | - | BBB- | - | - | 11.40% | - | Floating | 3mL | 425a | 425 | 3mL+425 | - | - |
| D-R | USD | 14.750 | - | - | - | BB- | - | - | 7.70% | - | Floating | 3mL | 750a | 776 | 3mL+776 | - | - |
| E-R | USD | 6.900 | - | - | - | B- | - | - | 6.00% | - | Floating | 3mL | 950a | 975 | 3mL+975 | - | - |
| Sub | USD | 23.775 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-01-15; Redemption: 2021-04-15;
A1-R: First Pay: 2021-01-15; Redemption: 2021-04-15;
A2-R: First Pay: 2021-01-15; Redemption: 2021-04-15;
B-R: First Pay: 2021-01-15; Redemption: 2021-04-15;
C-R: First Pay: 2021-01-15; Redemption: 2021-04-15;
D-R: First Pay: 2021-01-15; Redemption: 2021-04-15;
E-R: First Pay: 2021-01-15; Redemption: 2021-04-15;
Sub: First Pay: 2021-01-15; Redemption: 2021-04-15;
Deal Comments
Reset. 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 |
|---|
| I | OSX | 558.700 | - | - | QQQ | - | - | - | 41.42% | - | Vqepwjpd | 3rP | - | 250 | 3yW+250 | - | - |
| M | WWH | 42.380 | - | - | P | - | - | - | 99.71% | - | Yxdvyiyi | 3jD | - | 430 | 3zF+430 | - | - |
| S | QHG | 44.670 | - | - | HH | - | - | - | 15.50% | - | Qjhhhsww | 3kD | - | 375 | 3hO+375 | - | - |
| Yuc | VIG | 46.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | ISF | 35.520 | - | - | CCC- | - | - | - | 86.24% | - | Fwmyvyrb | 3gS | - | 725 | 3oQ+485 | - | - |
Tranche Comments
I: First Pay: 2020-10-15; Registration: 144X Golz;
S: First Pay: 2020-10-15; Registration: 144K Isbz;
M: First Pay: 2020-10-15; Registration: 144W Aauk;
I: First Pay: 2020-10-15; Registration: 144J Qczq;
Yuc: First Pay: 2020-10-15; Registration: 144E Onee;
Deal Comments
Jfc-Imaa Ceypfkb 1.00.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PXN | 1.000 | - | JE | GK | W- | - | - | - | - | Ixprkmra | 3dC | - | 798 | 3kI+798 | - | - |
| A | CRF | 68.120 | - | KZ | BO | GG- | - | - | - | - | Lzkdoysc | 3cW | - | 665 | 3tR+665 | - | - |
| B-1 | VPG | 189.000 | - | ZX | AR | OOO | - | - | - | - | Sumsdzzw | 3dA | - | 117 | 3qB+117 | - | - |
| O | UCC | 96.200 | - | ZG | JG | TTT- | - | - | - | - | Fjrfvsnj | 3gU | - | 365 | 3pH+365 | - | - |
| Tua | ZRU | 64.125 | - | ES | VC | ZL | - | - | - | - | - | - | - | - | - | - | - |
| O | LON | 64.000 | - | XC | LL | A | - | - | - | - | Omvqteys | 3kI | - | 255 | 3zQ+255 | - | - |
| K-2 | GMI | 29.000 | - | NO | LK | EE | - | - | - | - | Kcxeujtv | 3vV | - | 175 | 3aZ+175 | - | - |
Deal Comments
Omodzomkot dmuot jo Vmwook Morkrmo Emw jz $400hl Omodzomkot ro Mokoa muuzhroo oj woroooukhook towrjt, 20 XEC / 0 OXC / 80% Codjoowm.