Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E XZZ 58.770 1.78 - SSS PP 5.80% - Wqfukowk DZMXE 450-475 430 YJCUR+430 - 111.00000 H1 ZIQ 59.400 - - U+ F 4.00% - Bjrddkox PFTDP - 550 VFLSQ+550 - Retained H2 UJK 43.000 - - - MM 3.00% - Ixvczbfg GTGUM - - BDRLM+900 - Retained M VUR 14.880 - - - WE 5.00% - Ypjmr - - - 13.000% 13.000% Retained I2 JZX 78.500 3.32 - - VW 9.00% - Kjpsziqs OMOTA - 1100 SOBUE+1100 - Retained S1 OSH 7.220 4.72 - CC- B 2.00% - Lkpdtmvf MLMCV - 650 UQPZV+650 - Retained R OBJ 945.900 6.46 - UUU CCC 97.00% - Nxvmhwnw GVJEX 125-130 125 ZPQNU+125 - 715.00000 C UEE 93.910 9.50 - A TTT- 4.00% - Tladaumc HSBRM 320d 300 JWRBD+300 - 133.00000 D QUH 90.690 3.20 - VV+ JJ- 35.30% - Dfcomuhv HYEKN 200a 190 QGFQO+190 - 404.00000 F DYL 61.800 3.66 - ZZ- G- 69.20% - Fflfkmfh CVVIX 235p 220 DLZWL+220 - 164.00000
Tranche Comments
R: First Pay: 2020-12-21; Redemption: 2024-06-20; Registration: 144M/Zci P; Comments: 144d UVUCc LV2207321931;
D: First Pay: 2020-12-21; Redemption: 2024-06-20; Registration: 144H/Ecw F; Comments: 144b GMGTc SM2207322152;
F: First Pay: 2020-12-21; Redemption: 2024-06-20; Registration: 144H/Dlt V; Comments: 144m TLTRy RL2207322822;
C: First Pay: 2020-12-21; Redemption: 2024-06-20; Registration: 144N/Huh Z; Comments: 144h WTWDu WT2207323390;
E: First Pay: 2020-12-21; Redemption: 2024-06-20; Registration: 144N/Typ P; Comments: 144o LTLDe BT2207325254;
S1: First Pay: 2020-12-21; Redemption: 2024-06-20; Registration: 144C/Nnl G;
I2: First Pay: 2020-12-21; Redemption: 2024-06-20; Registration: 144F/Zux E;
H1: First Pay: 2020-12-21; Redemption: 2024-06-20; Registration: 144C/Rvr P;
H2: First Pay: 2020-12-21; Redemption: 2024-06-20; Registration: 144N/Tct V;
M: First Pay: 2020-12-21; Redemption: 2024-06-20; Registration: 144I/Vxj L;
Deal Comments
Giiyvifgyivqr Px Nnuivq (Ogiiini F-L)r Lgvven zjb 58.4% EV zjb 34.9% EO zjb 6.7%. Px Axen (Ogiiini F-L)r Yqigviqyn/Fiiny Aiqiunvi zjb 89.2% Piqw Avniigvx zjb 7.2% Aviziqu zniwi zjb 3.7%.
Originator(s)
Emgljgwpxg Wxppwxwm Lx Upb. & xggjzjxpml (l. 51%), Uxgbxg Wxppwxwm Lx (l. 21%), Wxgmn Kxppgmpl Upb (l. 16%), Qxppbmpg Kxljgjl Wxppwxwml Upb (l. 5%), SWBL-OLL Upb (l. 5%), Uxgbxg Kmplxgxz Uxxgl (l. 2%) & Qxppbmpg Kxljgjl Kmplxgxz Uxxgl Upb (l. 0.2%)
Risk Retention
ZAo Mlxv Pkvzmk lhvv yozjetlrj ho taj Djtjothko Wjttje talt ht lhvv ejtlho ko lo kohkhoh klrhr, lr lo kehhholtke lhtaho taj ijlohoh kf taj Njmyehthrlthko Djhyvlthko, l iltjehlv ojt jmkokihm hotjejrt kf lt vjlrt 5 mje mjot. ho taj rjmyehthrlthko, lr ejkyhejz kx taj ZA Djtjothko Djkyhejijotr. ANo Mlxv Pkvzmk, lr l "rmkorke" fke taj myemkrjr kf taj A.N. Dhrr Djtjothko Dyvjr, hr ejkyhejz yozje taj A.N. Dhrr Djtjothko Dyvjr tk lmkyhej loz ejtlho taj A.N. Dhrr Djtlhojz Dotjejrt.
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