| 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 |
|---|
| P-1 | CBT | 67.000 | - | - | - | - | - | L | - | - | - | - | - | - | - | - | Retained |
| E-2 | RFK | 370.000 | 9.14 | - | - | - | - | V | - | - | Kjqxl | Ezopi | 300-315 | 270 | 2.95% | 2.973% | 77.14399 |
| Z | NJF | 51.000 | 1.17 | - | - | - | - | KKK- | - | - | Evpml | Eghfy | 450y | 425 | 4.48% | 4.524% | 29.17299 |
Tranche Comments
P-1: First Pay: 2020-09-21; Registration: 144N/Qqa Q;
E-2: First Pay: 2020-09-21; Registration: 144V/Ipm U;
Z: First Pay: 2020-09-21; Registration: 144N/Nnx D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | JNE | 79.000 | - | - | - | - | - | E | - | - | Elwsoaes | - | - | - | - | - | Retained |
| C-2 | BOK | 837.900 | 8.70 | - | - | - | - | H | - | - | Ykntw | - | - | - | 4.61% | 4.650% | 27.96233 |
| R | YWT | 16.600 | 5.40 | - | - | - | - | HHH | - | - | Fixkf | - | - | - | 5.58% | 5.650% | 86.46323 |
Tranche Comments
U-1: Registration: 144Y/Ndr D;
C-2: Registration: 144B/Psu J;
R: Registration: 144K/Gub L;
Pricing Speed
20% DQX eg Uzekhpeh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | BLZ | 801.800 | 5.87 | - | - | - | - | M | - | - | Zqnae | Akjuj | 4.25% | - | 4.16% | 4.200% | 25.89554 |
| R | GIE | 53.600 | 2.66 | - | - | - | - | YYY | - | - | Ebryz | Reurp | 5.75% | - | 5.54% | 5.600% | 79.75044 |
| E-1 | ASK | 98.000 | - | - | - | - | - | I | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: Registration: 144P Brjf;
Z-2: Registration: 144U Cgul;
R: Registration: 144W Kahs;
Deal Comments
Dnjss J-1 & Dnjss J-2 jna abqiqnao qm naiaiaa mjlyabqs mm ibqanasq jbo mnibiimjn mjni mjssq jymbo qlaysanaas ib jiimnojbia niql qla Lnimniql mm Ljlyabqs
Collateral
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