| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 221.400 | - | - | AAA | - | - | - | 38.50% | - | Floating | 3mL | - | 117 | 3mL+117 | - | - |
| B-R | USD | 50.400 | - | - | AA | - | - | - | 24.50% | - | Floating | 3mL | - | 170 | 3mL+170 | - | - |
| C-R | USD | 21.600 | - | - | A | - | - | - | 18.50% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| D-R | USD | 20.900 | - | - | BBB- | - | - | - | 12.70% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| E-R | USD | 11.500 | - | - | BB- | - | - | - | 9.50% | - | Floating | 3mL | - | 650 | 3mL+650 | - | - |
| Sub | USD | 29.775 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2021-07-20; Redemption: 2023-07-20;
B-R: First Pay: 2021-07-20; Redemption: 2023-07-20;
C-R: First Pay: 2021-07-20; Redemption: 2023-07-20;
D-R: First Pay: 2021-07-20; Redemption: 2023-07-20;
E-R: First Pay: 2021-07-20; Redemption: 2023-07-20;
Sub: First Pay: 2021-07-20; Redemption: 2023-07-20;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Siy | VAT | 12.269 | - | - | FX | - | - | - | - | - | - | - | - | - | - | - | - |
| V | ZBY | 37.350 | - | - | UU | - | - | - | 11.20% | - | Eylcmall | 3xQ | - | 250 | 3sG+238 | - | - |
| W | PXA | 25.000 | - | - | X | - | - | - | 58.60% | - | Prpdeewv | 3eF | - | 340 | 3sQ+319 | - | - |
| F | JKP | 28.800 | - | - | CCC- | - | - | - | 26.70% | - | Ixloonhn | 3fR | - | 600 | 3mK+495 | - | - |
| A | QBR | 887.100 | - | - | UUU | - | - | - | 62.50% | - | Kcujxzdh | 3xR | - | 185 | 3cR+185 | - | - |
Tranche Comments
A: First Pay: 2020-10-20;
V: First Pay: 2020-10-20;
W: First Pay: 2020-10-20;
F: First Pay: 2020-10-20;
Siy: First Pay: 2020-10-20;
Deal Comments
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Reinvestment Period (YRS)
3