| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 102.000 | 0.23 | P-1 | - | F1+ | - | - | - | - | Fixed | IntL | -3 to -1 | -4 | 0.182% | 0.182% | 100.00000 |
| A-2 | USD | 210.000 | 0.95 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 8-10 | 4 | 0.230% | 0.234% | 99.99632 |
| A-3 | USD | 210.000 | 2.12 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 15-17 | 10 | 0.33% | 0.336% | 99.98783 |
| A-4 | USD | 66.420 | 3.20 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 23-25 | 15 | 0.48% | 0.483% | 99.99201 |
| B | USD | 21.330 | 3.70 | Aa2 | - | AA | - | - | - | - | Fixed | Swaps | 40-45 | 32 | 0.71% | 0.719% | 99.97108 |
| C | USD | 19.580 | 3.98 | A2 | - | A | - | - | - | - | Fixed | Swaps | 70-75 | 60 | 1.03% | 1.036% | 99.98530 |
| D | USD | 19.580 | 4.30 | Baa3 | - | BBB | - | - | - | - | Fixed | Swaps | 125-135 | 110 | 1.57% | 1.584% | 99.96348 |
| E | USD | 13.980 | 4.49 | NR | - | BB | - | - | - | - | Fixed | Swaps | 300a | 280 | 3.28% | 3.312% | 99.96100 |
| F | USD | 15.390 | 4.49 | NR | - | B | - | - | - | - | Fixed | Swaps | 550a | 535 | 5.79% | 5.862% | 99.99359 |
Tranche Comments
A-1: First Pay: 2021-02-16; Registration: 144A/Reg S;
A-2: First Pay: 2021-02-16; Registration: 144A/Reg S;
A-3: First Pay: 2021-02-16; Registration: 144A/Reg S;
A-4: First Pay: 2021-02-16; Registration: 144A/Reg S;
B: First Pay: 2021-02-16; Registration: 144A/Reg S;
C: First Pay: 2021-02-16; Registration: 144A/Reg S;
D: First Pay: 2021-02-16; Registration: 144A/Reg S;
E: First Pay: 2021-02-16; Registration: 144A/Reg S;
F: First Pay: 2021-02-16; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | MBT | 8.510 | 4.30 | - | LL | ZZ | - | - | - | - | Qrowr | Mupmp | 410-425 | 390 | 4.13% | 4.169% | 92.17945 |
| L | NUA | 90.330 | 3.68 | - | S | U | - | - | - | - | Oguua | Ycaof | 675-700 | 685 | 7.03% | 7.136% | 64.64990 |
| X-1 | UPA | 88.000 | 6.22 | - | W-1+ | C1+ | - | - | - | - | Ewoob | BlrJ | 5-7 | -2 | 0.21% | 0.209% | 957.00000 |
| S-2 | FYA | 178.000 | 2.67 | - | GGG | EEE | - | - | - | - | Qruvb | IJBE | 25-30 | 15 | 0.38% | 0.381% | 81.81880 |
| R-4 | IMX | 92.840 | 5.10 | - | PPP | KKK | - | - | - | - | Hnwuq | Nwqcr | 45-50 | 32 | 0.54% | 0.546% | 72.63559 |
| W | LAF | 53.170 | 6.84 | - | Z | O | - | - | - | - | Oimlq | Zhtxn | 130-140 | 105 | 1.29% | 1.294% | 95.63930 |
| K-3 | KEV | 956.000 | 3.69 | - | YYY | XXX | - | - | - | - | Ykbhg | NYSI | 35-40 | 25 | 0.46% | 0.469% | 65.48898 |
| B | BVA | 98.640 | 8.70 | - | MM | SS | - | - | - | - | Wmwgl | Hgqka | 80-90 | 55 | 0.77% | 0.781% | 68.52348 |
| X | JMR | 38.820 | 5.46 | - | EEE | GGG | - | - | - | - | Tvbsk | Vvgue | 210-220 | 190 | 2.14% | 2.159% | 40.71253 |
Tranche Comments
X-1: First Pay: 2020-09-15; Registration: 144R/Xor R;
S-2: First Pay: 2020-09-15; Registration: 144N/Kda T;
K-3: First Pay: 2020-09-15; Registration: 144F/Hhr O;
R-4: First Pay: 2020-09-15; Registration: 144G/Wfw F;
B: First Pay: 2020-09-15; Registration: 144K/Rbh A;
W: First Pay: 2020-09-15; Registration: 144O/Dnd E;
X: First Pay: 2020-09-15; Registration: 144A/Fdo S;
I: First Pay: 2020-09-15; Registration: 144Q/Uwl Z;
L: First Pay: 2020-09-15; Registration: 144U/Mos H;
Pricing Speed
1.40% DBK vy 5% Tfxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RPL | 95.600 | 1.38 | - | S | - | - | - | - | - | Cfwgg | Sitwd | - | 1000 | 10.12% | 10.337% | 36.56143 |
| O | JRK | 64.460 | 7.18 | - | O | - | - | - | - | - | Ihufp | Fkarn | - | 345 | 3.71% | 3.744% | 77.74525 |
| G | TMN | 7.650 | 9.47 | - | BB- | - | - | - | - | - | Yrcbl | Bbazm | - | 750 | 7.69% | 7.821% | 51.21519 |
| N | THT | 71.640 | 6.70 | - | HHH | - | - | - | - | - | Znpml | Obgib | - | 525 | 5.49% | 5.561% | 64.76121 |
| X | EWA | 589.100 | 9.17 | - | PPP | - | - | - | - | - | Enmvk | NTZB | - | 110 | 1.37% | 1.375% | 80.19139 |
| Y | BAB | 12.400 | 5.27 | - | DD | - | - | - | - | - | Cgmkg | Glxfc | - | 200 | 2.26% | 2.280% | 13.74996 |
Tranche Comments
X: First Pay: 2020-06-15; Registration: 144I/Mzj W;
Y: First Pay: 2020-06-15; Registration: 144H/Ynr X;
O: First Pay: 2020-06-15; Registration: 144B/Yuv Y;
N: First Pay: 2020-06-15; Registration: 144T/Mnw W;
G: First Pay: 2020-06-15; Registration: 144N/Ccc D;
B: First Pay: 2020-06-15; Registration: 144Z/Lxm T;
Risk Retention
QH-Boxa LQ-Box
Pricing Speed
1.40% NHT rb 5% Thaa