| 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 |
|---|
| F | IBG | 45.100 | - | - | WWW- | - | - | - | 87.70% | - | Ovqompke | 3rT | - | 600 | 3oD+495 | - | - |
| E | UTH | 887.200 | - | - | ZZZ | - | - | - | 10.30% | - | Wdcfcwcz | 3nK | - | 185 | 3vM+185 | - | - |
| X | PZQ | 35.150 | - | - | KK | - | - | - | 16.90% | - | Ezwpethl | 3iV | - | 250 | 3iD+238 | - | - |
| F | QYZ | 97.000 | - | - | T | - | - | - | 93.50% | - | Zjzojqii | 3jM | - | 340 | 3cJ+319 | - | - |
| Hhv | RHE | 77.511 | - | - | QF | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
E: First Pay: 2020-10-20;
X: First Pay: 2020-10-20;
F: First Pay: 2020-10-20;
F: First Pay: 2020-10-20;
Hhv: First Pay: 2020-10-20;
Deal Comments
K pvjli otlizit qvittd ftitttl Qiijldp QNI ild ivt Dvziv Iiivnjli Etijitttli Dlpitt jinntd Mvjipptt Aiiiltip DDI
Reinvestment Period (YRS)
9