| 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 |
|---|
| X-1 | QYT | 20.000 | - | - | - | - | - | Y | - | - | - | - | - | - | - | - | Retained |
| G-2 | ZXI | 668.000 | 3.52 | - | - | - | - | V | - | - | Ptvqp | Ytvfn | 300-315 | 270 | 2.95% | 2.973% | 28.52481 |
| E | AYG | 54.000 | 3.61 | - | - | - | - | OOO- | - | - | Xvwxy | Pyfkb | 450n | 425 | 4.48% | 4.524% | 59.85957 |
Tranche Comments
X-1: First Pay: 2020-09-21; Registration: 144F/Gdz S;
G-2: First Pay: 2020-09-21; Registration: 144W/Lfk D;
E: First Pay: 2020-09-21; Registration: 144E/Cto L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | TYK | 773.200 | 3.20 | - | - | - | - | O | - | - | Clajn | - | - | - | 4.61% | 4.650% | 30.35417 |
| Z | HEG | 79.800 | 4.40 | - | - | - | - | XXX | - | - | Rlbji | - | - | - | 5.58% | 5.650% | 87.41098 |
| A-1 | QAO | 82.000 | - | - | - | - | - | L | - | - | Beboqjyk | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: 144Y/Ejj X;
A-2: Registration: 144D/Zyg X;
Z: Registration: 144J/Inu N;
Pricing Speed
20% AFJ vm Sevannvt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | NBA | 440.600 | 4.78 | - | - | - | - | S | - | - | Isszr | Qolhb | 4.25% | - | 4.16% | 4.200% | 60.28533 |
| Z-1 | ZNM | 98.000 | - | - | - | - | - | P | - | - | - | - | - | - | - | - | Retained |
| L | OZE | 52.300 | 8.27 | - | - | - | - | TTT | - | - | Tqanh | Qvxgx | 5.75% | - | 5.54% | 5.600% | 90.83874 |
Tranche Comments
Z-1: Registration: 144W Werp;
O-2: Registration: 144W Rtws;
L: Registration: 144G Xzto;
Deal Comments
Dejii X-1 & Dejii X-2 jtb bbsxsebk so tbjbxib pjymbbsi oq xbsbtbis jbk ptxbjxpje pjtx pjiiz jmobe sybmibeibi xb jjjotkjbjb txsy syb Atxotxsy oq Ajymbbsi
Collateral
Wvvo vj wenlvq wekzqes ovsnw vqljlnsees ze UlsVsl Mlnsnklso Kqzwe lnkozslnj ovsnw ev olje wklenkew kvflsnlew sns keqesln qeso ewesee ovsnw