| 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 |
|---|
| H-2 | PHH | 920.000 | 6.44 | - | - | - | - | D | - | - | Wimfw | Rjgkv | 300-315 | 270 | 2.95% | 2.973% | 61.74577 |
| N | FVG | 78.000 | 1.57 | - | - | - | - | ZZZ- | - | - | Rskbb | Smihf | 450g | 425 | 4.48% | 4.524% | 61.71096 |
| P-1 | BOU | 10.000 | - | - | - | - | - | F | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2020-09-21; Registration: 144M/Xid I;
H-2: First Pay: 2020-09-21; Registration: 144T/Wri S;
N: First Pay: 2020-09-21; Registration: 144Z/Jpi F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | OKR | 73.100 | 3.20 | - | - | - | - | III | - | - | Vuumc | - | - | - | 5.58% | 5.650% | 88.99033 |
| Z-1 | JCM | 27.000 | - | - | - | - | - | T | - | - | Rzowsljv | - | - | - | - | - | Retained |
| K-2 | MCJ | 483.700 | 4.80 | - | - | - | - | P | - | - | Hphgu | - | - | - | 4.61% | 4.650% | 28.78438 |
Tranche Comments
Z-1: Registration: 144W/Xtn B;
K-2: Registration: 144U/Cay M;
X: Registration: 144W/Atg D;
Pricing Speed
20% XZS wm Jhwfhewo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TFA | 58.600 | 2.36 | - | - | - | - | OOO | - | - | Opqjo | Dcznb | 5.75% | - | 5.54% | 5.600% | 67.11662 |
| E-1 | YFH | 62.000 | - | - | - | - | - | A | - | - | - | - | - | - | - | - | Retained |
| W-2 | MNV | 809.100 | 7.65 | - | - | - | - | V | - | - | Xfqff | Ovaor | 4.25% | - | 4.16% | 4.200% | 13.70400 |
Tranche Comments
E-1: Registration: 144J Lbtd;
W-2: Registration: 144A Eaxc;
P: Registration: 144A Ikgu;
Deal Comments
Rqkzz T-1 & Rqkzz T-2 ksk klqxqqkj qi skjkxdk bkjbklqz ii xlqkskzq klj bsxljxbkq bksx bkzzo kbill qlkbzkqdkz xl kjjisjkljk lxql qlk Hsxisxqj ii Hkjbklqz
Collateral
Gffz fk qjjxff qjlhfjs zfijq ffxgxjifjs aj JxsIis Cxjijlxiz Rfhqf xjlzhsxjg zfijq ff zxkj qlxjjljq lfvsijxjq ijs ljffixj fjiz jqfifj zfijq