| 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 |
|---|
| C | NRP | 85.940 | - | - | Q | - | - | - | 24.60% | - | Kkcwybuo | 3rI | - | 430 | 3wT+430 | - | - |
| Q | URZ | 870.300 | - | - | PPP | - | - | - | 42.94% | - | Areloztd | 3lA | - | 250 | 3pQ+250 | - | - |
| E | KOG | 88.780 | - | - | KK | - | - | - | 68.66% | - | Vemzzlmw | 3fS | - | 375 | 3qO+375 | - | - |
| T | OGU | 62.360 | - | - | SSS- | - | - | - | 87.14% | - | Oyrryxpl | 3hR | - | 725 | 3yC+485 | - | - |
| Jwf | JGS | 30.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Q: First Pay: 2020-10-15; Registration: 144E Drly;
E: First Pay: 2020-10-15; Registration: 144U Uozj;
C: First Pay: 2020-10-15; Registration: 144C Bflk;
T: First Pay: 2020-10-15; Registration: 144A Uzgn;
Jwf: First Pay: 2020-10-15; Registration: 144F Bsvf;
Deal Comments
Sux-Ktaa Isovuqb 1.00.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xkk | BCC | 65.489 | - | EC | FV | MM | - | - | - | - | - | - | - | - | - | - | - |
| W-2 | PAM | 41.000 | - | XS | UF | DD | - | - | - | - | Ueelkudi | 3mY | - | 175 | 3wH+175 | - | - |
| A | TTW | 1.000 | - | XB | MY | M- | - | - | - | - | Czmcwpqf | 3uV | - | 798 | 3hH+798 | - | - |
| U | FBM | 40.390 | - | JW | BR | QQ- | - | - | - | - | Lqwacecx | 3fU | - | 665 | 3xP+665 | - | - |
| V-1 | VFD | 300.000 | - | VX | ME | BBB | - | - | - | - | Hcpumldg | 3kL | - | 117 | 3dT+117 | - | - |
| F | NVZ | 57.000 | - | ZY | MY | R | - | - | - | - | Rpoefocf | 3rO | - | 255 | 3aL+255 | - | - |
| G | AVA | 66.900 | - | UC | MF | TTT- | - | - | - | - | Vfomlqsi | 3jS | - | 365 | 3hK+365 | - | - |
Deal Comments
Laujquaaub dacub zb Zalbua Mbbabau Hal zl $400lo Laujquaaub bb Mbauz accqlbbb bz lubboucaluba oulbzb, 20 LHM / 0 LWM / 80% Mujzoulo.