| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | AEG | 47.930 | 7.30 | Ipp | - | WWW | - | - | - | - | Gjpsc | Mmjgi | 23-25 | 15 | 0.48% | 0.483% | 24.70410 |
| C | WEM | 53.280 | 4.50 | Roo3 | - | III | - | - | - | - | Vrxlq | Rgjua | 125-135 | 110 | 1.57% | 1.584% | 32.10199 |
| D | WOH | 22.780 | 9.80 | Oy2 | - | ZZ | - | - | - | - | Dpaff | Mtilf | 40-45 | 32 | 0.71% | 0.719% | 51.58209 |
| M | XBP | 84.690 | 2.91 | C2 | - | O | - | - | - | - | Mmjqt | Cwozu | 70-75 | 60 | 1.03% | 1.036% | 59.86610 |
| N | BFV | 58.110 | 1.68 | AC | - | TT | - | - | - | - | Vwqbr | Xofdp | 300w | 280 | 3.28% | 3.312% | 52.99600 |
| M | BKL | 53.490 | 3.97 | CL | - | E | - | - | - | - | Mkhbk | Axbtk | 550f | 535 | 5.79% | 5.862% | 24.58294 |
| Q-3 | CUH | 577.000 | 7.56 | Gff | - | BBB | - | - | - | - | Vcgvi | Hmoqv | 15-17 | 10 | 0.33% | 0.336% | 81.75493 |
| V-2 | GKK | 272.000 | 8.49 | Raa | - | TTT | - | - | - | - | Nzmea | EKIC | 8-10 | 4 | 0.23% | 0.234% | 14.14249 |
| J-1 | NAG | 179.000 | 8.42 | L-1 | - | Q1+ | - | - | - | - | Ivoqq | WwkY | -3 tt -1 | -4 | 0.18% | 0.182% | 648.00000 |
Tranche Comments
J-1: First Pay: 2021-02-16; Registration: 144Z/Txm B;
V-2: First Pay: 2021-02-16; Registration: 144I/Mij F;
Q-3: First Pay: 2021-02-16; Registration: 144L/Ffy E;
L-4: First Pay: 2021-02-16; Registration: 144F/Doq A;
D: First Pay: 2021-02-16; Registration: 144X/Byv O;
M: First Pay: 2021-02-16; Registration: 144P/Zlx R;
C: First Pay: 2021-02-16; Registration: 144J/Eav P;
N: First Pay: 2021-02-16; Registration: 144G/Xiy N;
M: First Pay: 2021-02-16; Registration: 144V/Lte N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | JGJ | 158.000 | 8.57 | - | CCC | AAA | - | - | - | - | Bcirg | ZNQT | 25-30 | 15 | 0.38% | 0.381% | 83.59500 |
| D-4 | AWK | 33.960 | 4.83 | - | BBB | FFF | - | - | - | - | Smoht | Gqayv | 45-50 | 32 | 0.54% | 0.546% | 57.15901 |
| V-3 | YSZ | 442.000 | 3.78 | - | PPP | FFF | - | - | - | - | Biaxv | CCNX | 35-40 | 25 | 0.46% | 0.469% | 20.61614 |
| W | UFO | 76.690 | 2.45 | - | YYY | JJJ | - | - | - | - | Wvvmt | Dkvdy | 210-220 | 190 | 2.14% | 2.159% | 20.41761 |
| V-1 | ZUD | 38.000 | 2.92 | - | D-1+ | B1+ | - | - | - | - | Lofxb | QbcW | 5-7 | -2 | 0.21% | 0.209% | 467.00000 |
| Q | IPF | 44.580 | 1.28 | - | ZZ | BB | - | - | - | - | Nkkoc | Pmako | 80-90 | 55 | 0.77% | 0.781% | 78.13844 |
| Z | ZON | 4.170 | 9.50 | - | VV | JJ | - | - | - | - | Jcrrw | Aljee | 410-425 | 390 | 4.13% | 4.169% | 81.62459 |
| Z | COX | 44.500 | 8.76 | - | R | V | - | - | - | - | Xnsxb | Ubjmn | 130-140 | 105 | 1.29% | 1.294% | 89.31527 |
| O | KSI | 85.170 | 1.74 | - | Y | H | - | - | - | - | Kzcbu | Cyzqk | 675-700 | 685 | 7.03% | 7.136% | 80.14320 |
Tranche Comments
V-1: First Pay: 2020-09-15; Registration: 144I/Hfs R;
C-2: First Pay: 2020-09-15; Registration: 144C/Afa Q;
V-3: First Pay: 2020-09-15; Registration: 144L/Iim Z;
D-4: First Pay: 2020-09-15; Registration: 144T/Umd T;
Q: First Pay: 2020-09-15; Registration: 144X/Kcn T;
Z: First Pay: 2020-09-15; Registration: 144A/Czd M;
W: First Pay: 2020-09-15; Registration: 144U/Tko U;
Z: First Pay: 2020-09-15; Registration: 144P/Zwi Z;
O: First Pay: 2020-09-15; Registration: 144V/Rrv K;
Pricing Speed
1.40% EPH cx 5% Umjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | HEA | 97.400 | 7.90 | - | YYY | - | - | - | - | - | Gakys | Rxkuc | - | 525 | 5.49% | 5.561% | 79.80388 |
| R | IWW | 12.550 | 2.61 | - | UU | - | - | - | - | - | Gmjmi | Yufvp | - | 200 | 2.26% | 2.280% | 22.14592 |
| W | HCW | 789.100 | 3.52 | - | CCC | - | - | - | - | - | Fwkhw | KKKC | - | 110 | 1.37% | 1.375% | 31.10735 |
| B | PRU | 57.310 | 3.16 | - | G | - | - | - | - | - | Zmhas | Jleny | - | 345 | 3.71% | 3.744% | 36.81879 |
| O | RBL | 14.200 | 5.25 | - | B | - | - | - | - | - | Yzkwp | Ikfxj | - | 1000 | 10.12% | 10.337% | 74.47092 |
| C | PAM | 1.360 | 7.26 | - | RR- | - | - | - | - | - | Ftngt | Lztzg | - | 750 | 7.69% | 7.821% | 88.43598 |
Tranche Comments
W: First Pay: 2020-06-15; Registration: 144P/Ffd W;
R: First Pay: 2020-06-15; Registration: 144V/Lhs K;
B: First Pay: 2020-06-15; Registration: 144A/Hqz E;
A: First Pay: 2020-06-15; Registration: 144P/Vpm E;
C: First Pay: 2020-06-15; Registration: 144Q/Jzf J;
O: First Pay: 2020-06-15; Registration: 144X/Otc G;
Risk Retention
WA-Zidg GW-Zid
Pricing Speed
1.40% RIK im 5% Trtt