Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-3 | JMY | 585.700 | 7.82 | Qyy | - | - | QQQ | - | - | - | Yfprf | Juobe | 31-33 | 27 | 0.53% | 0.537% | 92.74430 |
H | FRF | 53.560 | 7.68 | Nxx2 | - | - | YYY | - | - | - | Fpyrp | Stenv | 125-130 | 115 | 1.49% | 1.504% | 70.19950 |
Q-1 | WJN | 938.000 | 4.35 | L-1 | - | - | F-1 F | - | - | - | Hfycx | XsmM | 5-7 | 5 | 0.22% | 0.219% | 412.00000 |
I | CMY | 51.430 | 2.91 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | ZRP | 231.000 | 6.47 | X2 | - | - | F | - | - | - | Sffgz | Xieim | 80-85 | 73 | 1.06% | 1.064% | 90.33317 |
Y | VQM | 52.000 | 9.92 | Zk2 | - | - | MM | - | - | - | Tffvq | Uhkqh | 50-55 | 47 | 0.76% | 0.771% | 97.58027 |
E-2 | OSC | 497.000 | 8.47 | Ndd | - | - | OOO | - | - | - | Usrnh | QAHA | 22-24 | 20 | 0.42% | 0.424% | 67.96121 |
Tranche Comments
E-2: First Pay: 2020-12-18; Registration: Gkenzvkpkt;
I: First Pay: 2020-12-18; Registration: Hvyozlvkvu;
H: First Pay: 2020-12-18; Registration: Iahyfqagai;
L: First Pay: 2020-12-18; Registration: Rahpocalah;
Q-1: First Pay: 2020-12-18; Registration: Oblkzxbibt;
Y: First Pay: 2020-12-18; Registration: Sxugimxixb;
E-3: First Pay: 2020-12-18; Registration: Jglzbvggga;
Risk Retention
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