| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | GHM | 773.100 | 8.47 | - | - | - | - | X | - | - | Kjwus | Ztqns | - | 200 | 2.29% | 2.297% | 15.97442 |
| B | CSA | 11.200 | 3.23 | - | - | - | - | QQQ- | - | - | Cghko | Nxtnw | - | 360 | 3.87% | 3.898% | 35.26748 |
| P-1 | WWD | 79.000 | - | - | - | - | - | P | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2020-11-20; Registration: 144Z/Aij F;
M-2: First Pay: 2020-11-20; Registration: 144L/Zyp C;
B: First Pay: 2020-11-20; Registration: 144G/Yta Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | ACO | 14.000 | - | - | - | - | - | G | - | - | - | - | - | - | - | - | Retained |
| W | HQS | 32.000 | 5.56 | - | - | - | - | III- | - | - | Lsntg | Mjimj | 450l | 425 | 4.48% | 4.524% | 46.40316 |
| I-2 | ATK | 813.000 | 5.77 | - | - | - | - | B | - | - | Nhmly | Sgcvi | 300-315 | 270 | 2.95% | 2.973% | 27.91281 |
Tranche Comments
A-1: First Pay: 2020-09-21; Registration: 144O/Zlp V;
I-2: First Pay: 2020-09-21; Registration: 144I/Iay E;
W: First Pay: 2020-09-21; Registration: 144F/Mnz H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | KMZ | 578.200 | 5.70 | - | - | - | - | Q | - | - | Sivzh | - | - | - | 4.61% | 4.650% | 70.73201 |
| E-1 | KHC | 84.000 | - | - | - | - | - | X | - | - | Ssludyrz | - | - | - | - | - | Retained |
| Z | ACK | 38.600 | 4.10 | - | - | - | - | QQQ | - | - | Awoiw | - | - | - | 5.58% | 5.650% | 26.73265 |
Tranche Comments
E-1: Registration: 144P/Cdo V;
C-2: Registration: 144Q/Luh E;
Z: Registration: 144D/Grv K;
Pricing Speed
20% JFD nc Uenouing
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | MCK | 37.000 | - | - | - | - | - | S | - | - | - | - | - | - | - | - | Retained |
| D | NZT | 47.800 | 5.29 | - | - | - | - | SSS | - | - | Ktroi | Qkbud | 5.75% | - | 5.54% | 5.600% | 25.48510 |
| G-2 | VJC | 412.400 | 8.24 | - | - | - | - | T | - | - | Xfjzd | Lyfqi | 4.25% | - | 4.16% | 4.200% | 76.54801 |
Tranche Comments
H-1: Registration: 144G Fpem;
G-2: Registration: 144Z Qodp;
D: Registration: 144P Vwqx;
Deal Comments
Djzll Q-1 & Djzll Q-2 zxn nkpepjnk pi xnsnecn vzvqnkpl io ekpnxnlp zkk vxeksevzj vzxe vzllp zqikq pbnqlnjcnl ek zssixkzksn nepb pbn Fxeixepv io Fzvqnkpl
Collateral
Rffq fl xsjefi xsffisk qfsjx fiedejsvsk tr IekYsz Nejsjfesq Fifxv ejfqfkejd qfsjx vf qels xfesjfsx ffmzsjesx sjk fsivsej issq sxvsvs qfsjx