| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | RBN | 45.220 | 9.10 | Lii3 | - | HHH | - | - | - | - | Rjxwe | Blqcy | 125-135 | 110 | 1.57% | 1.584% | 72.78146 |
| W-1 | MAA | 603.000 | 9.69 | M-1 | - | E1+ | - | - | - | - | Enkwg | VzvG | -3 nb -1 | -4 | 0.18% | 0.182% | 357.00000 |
| W-3 | XIT | 517.000 | 3.65 | Wll | - | HHH | - | - | - | - | Szwnr | Oekvm | 15-17 | 10 | 0.33% | 0.336% | 52.94948 |
| P | IJH | 98.650 | 1.24 | X2 | - | D | - | - | - | - | Lucpq | Hbbxq | 70-75 | 60 | 1.03% | 1.036% | 50.38380 |
| S | MAA | 10.160 | 5.57 | ZL | - | OO | - | - | - | - | Xhkbq | Globh | 300o | 280 | 3.28% | 3.312% | 23.54600 |
| F-2 | YWO | 113.000 | 5.37 | Rhh | - | JJJ | - | - | - | - | Olrll | UXNA | 8-10 | 4 | 0.23% | 0.234% | 33.70866 |
| R | ATD | 19.920 | 8.10 | Av2 | - | JJ | - | - | - | - | Vgnpn | Ckndu | 40-45 | 32 | 0.71% | 0.719% | 90.72538 |
| E-4 | ACL | 37.430 | 7.80 | Hll | - | WWW | - | - | - | - | Smxls | Kcxxg | 23-25 | 15 | 0.48% | 0.483% | 48.21000 |
| I | TEM | 40.390 | 1.64 | PU | - | N | - | - | - | - | Llzwn | Fxeqr | 550e | 535 | 5.79% | 5.862% | 46.25600 |
Tranche Comments
W-1: First Pay: 2021-02-16; Registration: 144Z/Kix A;
F-2: First Pay: 2021-02-16; Registration: 144E/Zsp O;
W-3: First Pay: 2021-02-16; Registration: 144I/Iku X;
E-4: First Pay: 2021-02-16; Registration: 144Y/Qhy K;
R: First Pay: 2021-02-16; Registration: 144I/Zey O;
P: First Pay: 2021-02-16; Registration: 144W/Wrp P;
I: First Pay: 2021-02-16; Registration: 144W/Lmu T;
S: First Pay: 2021-02-16; Registration: 144B/Ifa B;
I: First Pay: 2021-02-16; Registration: 144U/Qxu Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | GRR | 215.000 | 6.67 | - | AAA | GGG | - | - | - | - | Epbel | XQKX | 25-30 | 15 | 0.38% | 0.381% | 29.43050 |
| K | OCN | 43.760 | 2.47 | - | A | Z | - | - | - | - | Bqnvv | Bdvff | 675-700 | 685 | 7.03% | 7.136% | 25.93390 |
| O | NNM | 7.510 | 3.60 | - | GG | EE | - | - | - | - | Pigjc | Xrume | 410-425 | 390 | 4.13% | 4.169% | 86.53285 |
| Z-1 | XBI | 63.000 | 3.20 | - | B-1+ | N1+ | - | - | - | - | Gywby | HfvL | 5-7 | -2 | 0.21% | 0.209% | 597.00000 |
| L-3 | WJS | 500.000 | 4.55 | - | BBB | TTT | - | - | - | - | Mmgkb | TXEA | 35-40 | 25 | 0.46% | 0.469% | 91.85491 |
| Y-4 | CYT | 69.460 | 4.83 | - | WWW | MMM | - | - | - | - | Gfkac | Oinyh | 45-50 | 32 | 0.54% | 0.546% | 37.42421 |
| O | XMU | 11.900 | 9.81 | - | U | A | - | - | - | - | Cqnki | Vizuh | 130-140 | 105 | 1.29% | 1.294% | 92.80800 |
| P | JSB | 50.230 | 4.34 | - | WWW | EEE | - | - | - | - | Vgscs | Neewn | 210-220 | 190 | 2.14% | 2.159% | 93.18013 |
| R | XAN | 98.530 | 2.68 | - | DD | MM | - | - | - | - | Mspje | Nobko | 80-90 | 55 | 0.77% | 0.781% | 78.35590 |
Tranche Comments
Z-1: First Pay: 2020-09-15; Registration: 144B/Jwg R;
U-2: First Pay: 2020-09-15; Registration: 144A/Fuq P;
L-3: First Pay: 2020-09-15; Registration: 144E/Ptb W;
Y-4: First Pay: 2020-09-15; Registration: 144B/Buc Q;
R: First Pay: 2020-09-15; Registration: 144W/Xfn O;
O: First Pay: 2020-09-15; Registration: 144K/Iba I;
P: First Pay: 2020-09-15; Registration: 144A/Tyf L;
O: First Pay: 2020-09-15; Registration: 144Y/Puk Z;
K: First Pay: 2020-09-15; Registration: 144A/Urm S;
Pricing Speed
1.40% GMS pq 5% Pqjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QON | 75.390 | 2.90 | - | JJJ | - | - | - | - | - | Yoatg | Onyxq | - | 525 | 5.49% | 5.561% | 15.18430 |
| I | UOV | 97.250 | 2.44 | - | P | - | - | - | - | - | Lqurp | Rglzv | - | 345 | 3.71% | 3.744% | 58.27772 |
| M | COX | 5.170 | 6.32 | - | VV- | - | - | - | - | - | Gbnfy | Rluie | - | 750 | 7.69% | 7.821% | 87.86073 |
| I | JHQ | 655.500 | 1.60 | - | OOO | - | - | - | - | - | Hrlfh | GZBH | - | 110 | 1.37% | 1.375% | 75.42794 |
| F | WXC | 34.120 | 2.78 | - | ZZ | - | - | - | - | - | Shspz | Vkayf | - | 200 | 2.26% | 2.280% | 47.56554 |
| F | NWH | 84.700 | 1.57 | - | C | - | - | - | - | - | Dvgnv | Uqtbw | - | 1000 | 10.12% | 10.337% | 70.21491 |
Tranche Comments
I: First Pay: 2020-06-15; Registration: 144N/Ded T;
F: First Pay: 2020-06-15; Registration: 144P/Afp M;
I: First Pay: 2020-06-15; Registration: 144G/Nhr J;
S: First Pay: 2020-06-15; Registration: 144L/Ibe C;
M: First Pay: 2020-06-15; Registration: 144P/Iae Y;
F: First Pay: 2020-06-15; Registration: 144U/Zxt O;
Risk Retention
MJ-Ayvj VM-Ayv
Pricing Speed
1.40% HWV yi 5% Okyy