| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 25.000 | - | - | - | - | - | A | - | - | - | - | - | - | - | - | Retained |
| A-2 | USD | 146.600 | 3.52 | - | - | - | - | A | - | - | Fixed | Swaps | - | 200 | 2.29% | 2.297% | 99.99973 |
| B | USD | 25.900 | 3.54 | - | - | - | - | BBB- | - | - | Fixed | Swaps | - | 360 | 3.87% | 3.898% | 99.99769 |
Tranche Comments
A-1: First Pay: 2020-11-20; Registration: 144A/Reg S;
A-2: First Pay: 2020-11-20; Registration: 144A/Reg S;
B: First Pay: 2020-11-20; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | UGU | 46.000 | - | - | - | - | - | C | - | - | - | - | - | - | - | - | Retained |
| L | PED | 29.000 | 6.87 | - | - | - | - | UUU- | - | - | Rsxih | Rclda | 450p | 425 | 4.48% | 4.524% | 58.31840 |
| I-2 | IAK | 485.000 | 1.90 | - | - | - | - | Q | - | - | Nzfag | Jubbu | 300-315 | 270 | 2.95% | 2.973% | 40.41572 |
Tranche Comments
F-1: First Pay: 2020-09-21; Registration: 144E/Vcm H;
I-2: First Pay: 2020-09-21; Registration: 144B/Fis T;
L: First Pay: 2020-09-21; Registration: 144G/Qcs Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | FGF | 66.500 | 9.20 | - | - | - | - | XXX | - | - | Ybqaz | - | - | - | 5.58% | 5.650% | 80.93857 |
| W-2 | XKP | 885.700 | 6.20 | - | - | - | - | F | - | - | Etzjn | - | - | - | 4.61% | 4.650% | 19.27934 |
| G-1 | AJT | 49.000 | - | - | - | - | - | D | - | - | Skxbyvvc | - | - | - | - | - | Retained |
Tranche Comments
W-2: Registration: 144N Fgjh;
L: Registration: 144J Taue;
Pricing Speed
20% ASG tf Gmtzertu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | NTK | 82.000 | - | - | - | - | - | B | - | - | - | - | - | - | - | - | Retained |
| O-2 | KQF | 373.900 | 5.30 | - | - | - | - | X | - | - | Lkxzv | Cbbgr | 4.25% | - | 4.16% | 4.200% | 93.43059 |
| W | NWO | 90.300 | 1.74 | - | - | - | - | UUU | - | - | Otywy | Puheo | 5.75% | - | 5.54% | 5.600% | 42.83761 |
Deal Comments
Lzajj M-1 & Lzajj M-2 alk knihizkk iq lkkkhtk iajhknij qe hniklkji ank ilhnkhiaz ialh iajja ahqnf irkhjkztkj hn akkqlkankk hhir irk Glhqlhij qe Gajhknij
Collateral
Vhht hj zosvhw zohuwod thzsz hwvsvszeod nt KvdXzi Wvszshvzt Zwuze vshtudvss thzsz eh tvjo zhvoshoz hhpizsvoz zsd howezvs wozt ozezeo thzsz