| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TEL | 51.000 | 8.10 | - | FF- | XX- | 99.00% | - | Yekdvbnj | 3bQv | - | 695 | 3bAi+678 | - | 59.00000 |
| M-2 | MFT | 27.000 | 4.90 | - | VV | CC | 16.00% | - | Naksj | - | - | - | 5.50% | 5.500% | 505.00000 |
| D | NUP | 800.000 | 2.20 | - | WWW | VVV | 99.00% | - | Yeyrmqot | 3oCp | - | 147 | 3rYr+147 | - | 349.00000 |
| K | YEL | 31.000 | 2.70 | - | N | X | 13.60% | - | Bzfdmhla | 3aDr | - | 260 | 3vYi+260 | - | 760.00000 |
| Ovj | HAF | 73.724 | - | - | OG | EG | - | - | - | - | - | - | - | - | Retained |
| B | LTV | 42.000 | 7.90 | - | H- | N- | 5.85% | - | Tehccqxe | 3lBv | - | 960 | 3nEb+852 | - | 78.00000 |
| Z-1 | VQF | 69.000 | 4.60 | - | VV | CC | 47.00% | - | Zcqmpvfm | 3ySi | - | 205 | 3bRo+205 | - | 172.00000 |
| S | CWS | 80.000 | 8.60 | - | HHH- | PPP- | 22.77% | - | Sevuzzxt | 3eOj | - | 385 | 3gFa+385 | - | 583.00000 |
Tranche Comments
D: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144C/Qvw S;
Z-1: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144N/Hwq R;
M-2: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144J/Xjc F;
K: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144U/Bjw J;
S: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Hqq W;
Z: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144O/Uuo B;
B: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144V/Xdn X;
Ovj: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144J/Vfn S;
Deal Comments
Sqx Vull Ntfkqfj 1.5
Risk Retention
GD/DU - Oxe
Reinvestment Period (YRS)
4.4
Reinvestment Period End Date
Nov 15, 2020