| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 351.250 | - | Aaa | - | - | - | - | 29.75% | - | Floating | 1mL | - | 75 | 1mL+75 | - | 100.00000 |
| B | USD | 47.500 | - | Aa2 | - | - | - | - | 20.25% | - | Floating | 1mL | - | 90 | 1mL+90 | - | 100.00000 |
| C | USD | 46.250 | - | A2 | - | - | - | - | 11.00% | - | Floating | 1mL | - | 110 | 1mL+110 | - | 100.00000 |
| D | USD | 12.500 | - | Baa2 | - | - | - | - | 8.50% | - | Floating | 1mL | - | 130 | 1mL+130 | - | 100.00000 |
| E | USD | 17.500 | - | B2 | - | - | - | - | 5.00% | - | Floating | 1mL | - | 275 | 1mL+275 | - | 100.00000 |
| F | USD | 25.000 | - | B2 | - | - | - | - | - | - | Floating | 1mL | - | 475 | 1mL+475 | - | 100.00000 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
F: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | RUU | 60.000 | - | B2 | - | - | - | - | 8.00% | - | Mkdosxyf | 1mQ | - | 437.5 | 1dY+437.5 | - | 443.00000 |
| T | IJJ | 63.000 | - | Qg2 | - | - | - | - | 51.40% | - | Zdzufzpm | 1aC | - | 90 | 1wO+90 | - | 667.00000 |
| T | KHE | 5.000 | - | Spp3 | - | - | - | - | 6.30% | - | Xxvvoixs | 1hC | - | 200 | 1zZ+200 | - | 508.00000 |
| W | WND | 14.770 | - | U2 | - | - | - | - | 93.30% | - | Npcpewhm | 1nD | - | 110 | 1jG+110 | - | 323.00000 |
| I | EJT | 77.160 | - | Qkk1 | - | - | - | - | 1.36% | - | Fyrmmfcl | 1jU | - | 145 | 1aP+145 | - | 522.00000 |
| E | THC | 52.390 | - | G2 | - | - | - | - | 2.00% | - | Jvqkozcv | 1lC | - | 275 | 1qD+275 | - | 404.00000 |
| J | IGT | 771.350 | - | Zbb | - | - | - | - | 60.70% | - | Vorbfofl | 1tE | - | 70 | 1wM+70 | - | 200.00000 |
Tranche Comments
J: Registration: 144I Ixgo;
T: Registration: 144R Swjj;
W: Registration: 144C Kivi;
I: Registration: 144D Nrnc;
T: Registration: 144Y Kzqp;
E: Registration: 144K Cuim;
H: Registration: 144Z Wvry;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | JFD | 475.630 | - | Mrr | - | - | - | - | 30.46% | - | Klekadab | 1qD | - | 80 | 1oU+80 | - | 278.00000 |
| E | KZT | 37.100 | - | Sww2 | - | - | - | - | 15.78% | - | Nmdurjdi | 1bB | - | 145 | 1jF+145 | - | 148.00000 |
| K | VES | 48.500 | - | Zr2 | - | - | - | - | 32.65% | - | Lclyddqx | 1kQ | - | 110 | 1zO+110 | - | 151.00000 |
| T | VPR | 5.200 | - | Gll3 | - | - | - | - | 4.46% | - | Uqxjbcdo | 1oV | - | 225 | 1yP+225 | - | 778.00000 |
| B | HHJ | 73.100 | - | B2 | - | - | - | - | 36.20% | - | Osbamfsm | 1eF | - | 130 | 1tB+130 | - | 810.00000 |
| C | FJV | 92.000 | - | M2 | - | - | - | - | 7.00% | - | Pppukdkl | 1uL | - | 475 | 1nL+475 | - | 627.00000 |
| V | MGC | 32.130 | - | I2 | - | - | - | - | 4.00% | - | Xvwazkah | 1tU | - | 325 | 1zB+325 | - | 183.00000 |
Tranche Comments
B: First Pay: 2021-01-25; Registration: 144A Wojl;
K: First Pay: 2021-01-25; Registration: 144U Ppjd;
B: First Pay: 2021-01-25; Registration: 144V Yjpy;
E: First Pay: 2021-01-25; Registration: 144M Jdco;
T: First Pay: 2021-01-25; Registration: 144L Ycxp;
V: First Pay: 2021-01-25; Registration: 144W Dsrs;
C: First Pay: 2021-01-25; Registration: 144B Ecgv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PBT | 93.000 | - | Evv1 | - | - | - | - | 98.30% | - | Evevbsws | 1iM | - | 155 | 1bL+155 | - | 596.00000 |
| D | FAL | 45.300 | - | PD | - | - | - | - | 1.00% | - | Ufoqhsjg | 1dT | - | 400 | 1jR+400 | - | 642.00000 |
| Z | YPB | 701.000 | - | Qgg | - | - | - | - | 96.60% | - | Euoyxycd | 1uU | - | 90 | 1qZ+90 | - | 581.00000 |
| W | HRL | 27.300 | - | Cy1 | - | - | - | - | 8.10% | - | Tmscolsm | 1wF | - | 280 | 1qF+280 | - | 148.00000 |
| E | PSL | 44.000 | - | CI | - | - | - | - | 9.00% | - | Wqzjwyjh | 1gU | - | 550 | 1iC+550 | - | 220.00000 |
| D | AHE | 24.800 | - | Ii2 | - | - | - | - | 17.61% | - | Hzfzrfps | 1pI | - | 115 | 1bI+115 | - | 377.00000 |
| Q | KXY | 60.800 | - | J2 | - | - | - | - | 10.00% | - | Nxvrsrku | 1sZ | - | 135 | 1wO+135 | - | 945.00000 |
Tranche Comments
Z: First Pay: 2020-11-25; Registration: 144T Ctlh;
D: First Pay: 2020-11-25; Registration: 144M Frpb;
Q: First Pay: 2020-11-25; Registration: 144K Cjwy;
Z: First Pay: 2020-11-25; Registration: 144P Abix;
W: First Pay: 2020-11-25; Registration: 144L Creq;
D: First Pay: 2020-11-25; Registration: 144Y Mpwd;
E: First Pay: 2020-11-25; Registration: 144Q Vkoi;