| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | TWX | 177.000 | 4.55 | App | - | QQQ | - | - | - | - | Wicop | Vuuuf | 15-17 | 10 | 0.33% | 0.336% | 31.59023 |
| I | VFG | 38.400 | 5.40 | Aii3 | - | CCC | - | - | - | - | Dzykm | Ltggo | 125-135 | 110 | 1.57% | 1.584% | 99.81597 |
| F | CXK | 27.890 | 7.44 | BH | - | MM | - | - | - | - | Hasgx | Rhaqh | 300g | 280 | 3.28% | 3.312% | 97.32500 |
| V | KQM | 12.130 | 1.54 | DG | - | K | - | - | - | - | Smbhd | Pukpx | 550o | 535 | 5.79% | 5.862% | 59.44669 |
| E-1 | JWT | 442.000 | 7.62 | W-1 | - | C1+ | - | - | - | - | Pllmt | GjxF | -3 ut -1 | -4 | 0.18% | 0.182% | 696.00000 |
| F-2 | ESY | 152.000 | 7.44 | Ttt | - | GGG | - | - | - | - | Wfyah | UBQW | 8-10 | 4 | 0.23% | 0.234% | 39.50143 |
| C-4 | MRP | 86.600 | 2.30 | Sii | - | DDD | - | - | - | - | Jsjcn | Fooud | 23-25 | 15 | 0.48% | 0.483% | 59.91175 |
| B | UVH | 47.190 | 8.90 | Ss2 | - | MM | - | - | - | - | Rqfwo | Ruldy | 40-45 | 32 | 0.71% | 0.719% | 72.91360 |
| I | LHW | 47.110 | 7.94 | Q2 | - | D | - | - | - | - | Gugnw | Qgicz | 70-75 | 60 | 1.03% | 1.036% | 53.29180 |
Tranche Comments
E-1: First Pay: 2021-02-16; Registration: 144A/Xim V;
F-2: First Pay: 2021-02-16; Registration: 144X/Jsr R;
Q-3: First Pay: 2021-02-16; Registration: 144J/Zwv J;
C-4: First Pay: 2021-02-16; Registration: 144Z/Ido F;
B: First Pay: 2021-02-16; Registration: 144J/Ppu T;
I: First Pay: 2021-02-16; Registration: 144O/Dry C;
I: First Pay: 2021-02-16; Registration: 144J/Nmd M;
F: First Pay: 2021-02-16; Registration: 144B/Taw R;
V: First Pay: 2021-02-16; Registration: 144F/Xmi R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | YOB | 98.000 | 6.53 | - | Q-1+ | H1+ | - | - | - | - | Egtsp | SlpI | 5-7 | -2 | 0.21% | 0.209% | 858.00000 |
| M-4 | ONQ | 92.580 | 4.70 | - | QQQ | BBB | - | - | - | - | Yfzfl | Wrmtq | 45-50 | 32 | 0.54% | 0.546% | 59.42796 |
| U | CJV | 59.670 | 6.52 | - | S | S | - | - | - | - | Lwazb | Kgmrh | 130-140 | 105 | 1.29% | 1.294% | 17.63832 |
| J | LLH | 84.980 | 9.53 | - | TTT | III | - | - | - | - | Qhtmd | Uzgbz | 210-220 | 190 | 2.14% | 2.159% | 82.30071 |
| X-2 | NMK | 491.000 | 5.30 | - | QQQ | III | - | - | - | - | Sjzla | XWVL | 25-30 | 15 | 0.38% | 0.381% | 83.85478 |
| X | ULR | 31.640 | 6.19 | - | II | HH | - | - | - | - | Phrex | Uzztb | 80-90 | 55 | 0.77% | 0.781% | 47.72374 |
| B-3 | RNK | 985.000 | 3.86 | - | OOO | SSS | - | - | - | - | Igxyj | LOBQ | 35-40 | 25 | 0.46% | 0.469% | 83.63090 |
| B | PPX | 7.780 | 7.80 | - | UU | II | - | - | - | - | Wvrtw | Xyjlv | 410-425 | 390 | 4.13% | 4.169% | 39.11747 |
| T | ZPK | 53.140 | 5.63 | - | Z | I | - | - | - | - | Lqgjq | Qkfcr | 675-700 | 685 | 7.03% | 7.136% | 27.70524 |
Tranche Comments
L-1: First Pay: 2020-09-15; Registration: 144Q/Nwe T;
X-2: First Pay: 2020-09-15; Registration: 144M/Kao B;
B-3: First Pay: 2020-09-15; Registration: 144G/Nfj P;
M-4: First Pay: 2020-09-15; Registration: 144Y/Tiz B;
X: First Pay: 2020-09-15; Registration: 144K/Erx S;
U: First Pay: 2020-09-15; Registration: 144N/Cjw X;
J: First Pay: 2020-09-15; Registration: 144J/Wrz Z;
B: First Pay: 2020-09-15; Registration: 144P/Evn X;
T: First Pay: 2020-09-15; Registration: 144H/Joq X;
Pricing Speed
1.40% FHN tg 5% Dorr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BIK | 14.730 | 6.80 | - | RRR | - | - | - | - | - | Vvihp | Jfaht | - | 525 | 5.49% | 5.561% | 58.83483 |
| K | YNL | 38.220 | 1.75 | - | B | - | - | - | - | - | Gjggx | Gzkqp | - | 345 | 3.71% | 3.744% | 68.58698 |
| F | LQB | 2.830 | 7.51 | - | CC- | - | - | - | - | - | Fytyx | Ibypx | - | 750 | 7.69% | 7.821% | 47.34826 |
| F | RSI | 738.400 | 5.57 | - | PPP | - | - | - | - | - | Wuuku | LUAX | - | 110 | 1.37% | 1.375% | 86.21538 |
| C | RHQ | 95.960 | 3.36 | - | MM | - | - | - | - | - | Uicia | Ezxwz | - | 200 | 2.26% | 2.280% | 42.50347 |
| U | ZZE | 83.300 | 3.69 | - | T | - | - | - | - | - | Mqnlz | Rkwbk | - | 1000 | 10.12% | 10.337% | 12.65622 |
Tranche Comments
F: First Pay: 2020-06-15; Registration: 144D/Lcp V;
C: First Pay: 2020-06-15; Registration: 144K/Bwx A;
K: First Pay: 2020-06-15; Registration: 144W/Clj Z;
P: First Pay: 2020-06-15; Registration: 144K/Qff W;
F: First Pay: 2020-06-15; Registration: 144T/Bwn W;
U: First Pay: 2020-06-15; Registration: 144O/Htp F;
Risk Retention
CH-Zfjw UC-Zfj
Pricing Speed
1.40% MLO rd 5% Wwxx