| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WHZ | 28.590 | 8.45 | - | BBB | - | TTT (Z) | - | - | - | Pnwiy | Fldaq | 145-155 | 135 | 1.62% | 1.626% | 61.45851 |
| V-1 | UFZ | 80.700 | 4.17 | - | K-1+ | - | Y-1 V | - | - | - | Tyqwh | AsaH | 3-5 | 2 | 0.21% | 0.208% | 474.00000 |
| B-2 | LLM | 955.380 | 2.62 | - | XXX | - | YYY | - | - | - | Wyngr | VRNQ | 33-35 | 31 | 0.52% | 0.528% | 29.96025 |
| W | GNR | 52.960 | 1.64 | - | TT- | - | OO (T) | - | - | - | Mmzkg | Lorth | 320-330 | 340 | 3.67% | 3.699% | 37.34229 |
| H | RQL | 40.540 | 7.80 | - | UU | - | KK (D) | - | - | - | Mncgr | XKKQ | 60m | 55 | 0.77% | 0.776% | 17.88344 |
| C | HQQ | 40.950 | 7.62 | - | P | - | L | - | - | - | Rkpew | Ldvbr | 110-120 | 107 | 1.31% | 1.319% | 31.68215 |
Tranche Comments
V-1: First Pay: 2020-11-16; Registration: 144B Hsng;
B-2: First Pay: 2020-11-16; Registration: 144M Kvli;
H: First Pay: 2020-11-16; Registration: 144M Bwni;
C: First Pay: 2020-11-16; Registration: 144S Egpm;
F: First Pay: 2020-11-16; Registration: 144R Ugzr;
W: First Pay: 2020-11-16; Registration: 144I Sghv;