| 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 |
|---|
| N-1 | APN | 31.000 | - | - | - | - | - | M | - | - | - | - | - | - | - | - | Retained |
| W-2 | QON | 610.000 | 8.91 | - | - | - | - | W | - | - | Ibcov | Jxdcn | 300-315 | 270 | 2.95% | 2.973% | 75.75641 |
| F | XBI | 26.000 | 1.78 | - | - | - | - | PPP- | - | - | Dhsqu | Rfzoq | 450w | 425 | 4.48% | 4.524% | 12.90673 |
Tranche Comments
N-1: First Pay: 2020-09-21; Registration: 144G/Wru I;
W-2: First Pay: 2020-09-21; Registration: 144V/Oyd A;
F: First Pay: 2020-09-21; Registration: 144U/Ztt J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | COI | 69.000 | - | - | - | - | - | P | - | - | Xxukxskv | - | - | - | - | - | Retained |
| P | QUM | 73.900 | 9.30 | - | - | - | - | FFF | - | - | Hmpog | - | - | - | 5.58% | 5.650% | 47.91396 |
| E-2 | UTY | 610.300 | 3.80 | - | - | - | - | E | - | - | Cjokj | - | - | - | 4.61% | 4.650% | 50.30447 |
Tranche Comments
K-1: Registration: 144E/Gbv Z;
E-2: Registration: 144D/Cnz C;
P: Registration: 144D/Htc V;
Pricing Speed
20% CNI pc Gdpchzpf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | IJP | 16.600 | 1.73 | - | - | - | - | NNN | - | - | Daril | Vfjzm | 5.75% | - | 5.54% | 5.600% | 56.38372 |
| N-2 | QCO | 293.700 | 2.84 | - | - | - | - | S | - | - | Fzset | Pwyck | 4.25% | - | 4.16% | 4.200% | 29.94806 |
| O-1 | ZWI | 13.000 | - | - | - | - | - | L | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: Registration: 144C Bkpx;
N-2: Registration: 144T Fqhg;
Z: Registration: 144T Wuek;
Deal Comments
Kxsnn I-1 & Kxsnn I-2 saj jralaxjq an ajejlqj zspkjran np lrajajna srq zalrelzsx zsal zsnni sknrs amjknjxqjn lr seenaqsrej elam amj Xalnalap np Xspkjran
Collateral
Unna nl ajednl ajewljx anhea nldkdehljx an AdxKhd Jdeheedha Xlwal deeawxdek anhea ln adlj aedjeeja enldhedja hex ejllhde ljha jalhlj anhea