| 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 |
|---|
| V | ULJ | 23.230 | - | - | PPP- | - | - | - | 45.31% | - | Mhoyqbzt | 3cK | - | 725 | 3cU+485 | - | - |
| R | COA | 64.770 | - | - | ZZ | - | - | - | 51.40% | - | Nfqpzvbu | 3rQ | - | 375 | 3kE+375 | - | - |
| N | GEJ | 431.700 | - | - | DDD | - | - | - | 88.90% | - | Gtbbsitx | 3bN | - | 250 | 3lP+250 | - | - |
| J | YPM | 10.850 | - | - | Y | - | - | - | 61.58% | - | Ywhdsway | 3pM | - | 430 | 3yW+430 | - | - |
| Oxy | WSI | 24.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
N: First Pay: 2020-10-15; Registration: 144J Kmsi;
R: First Pay: 2020-10-15; Registration: 144L Fuuo;
J: First Pay: 2020-10-15; Registration: 144X Tcwy;
V: First Pay: 2020-10-15; Registration: 144H Wuls;
Oxy: First Pay: 2020-10-15; Registration: 144E Twck;
Deal Comments
Qop-Omhh Tzmzohw 1.00.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | FBV | 65.790 | - | CU | QU | LL- | - | - | - | - | Zobwojkr | 3pU | - | 665 | 3cR+665 | - | - |
| I | NVY | 57.000 | - | VG | BI | M | - | - | - | - | Eqoczbmq | 3mM | - | 255 | 3sM+255 | - | - |
| M | ZUD | 16.700 | - | ND | WH | LLL- | - | - | - | - | Ipqvxuyq | 3kH | - | 365 | 3zD+365 | - | - |
| F | BEV | 8.000 | - | WX | OX | E- | - | - | - | - | Gxkhuixf | 3oU | - | 798 | 3oJ+798 | - | - |
| V-2 | XAG | 47.000 | - | MD | KM | MM | - | - | - | - | Rhyfcchb | 3qP | - | 175 | 3lO+175 | - | - |
| V-1 | GZI | 901.000 | - | AL | VU | BBB | - | - | - | - | Vexcqtnx | 3bL | - | 117 | 3wA+117 | - | - |
| Cnq | YXR | 49.829 | - | VD | DA | CB | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Ojjjzjjtea bjgea ka Cjgoet Bawtwjj Ajg kk $400qi Ojjjzjjtea wa Batew jggzqwao ak gewasegtqeat gegwka, 20 SAI / 0 OZI / 80% Iejksegj.