| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | RGY | 17.500 | 7.19 | - | - | - | MMM | - | 68.94% | - | Knrqs | Cljck | - | 175 | 2.02% | 2.025% | 53.85447 |
| Z1 | KFF | 50.500 | 1.50 | - | - | - | GG | - | 1.88% | - | Mqini | Ytmwg | - | 225 | 2.62% | 2.633% | 51.41310 |
| Y1 | BXQ | 434.000 | 4.13 | - | - | - | XXX | - | 56.90% | - | Kricf | Qtyfv | - | 145 | 1.72% | 1.725% | 73.84487 |
| I2 | ZFQ | 85.700 | 2.60 | - | - | - | B | - | 7.44% | - | Mpqqc | Ogmyw | - | 350 | 3.63% | 3.883% | 96.37547 |
| M3 | WPN | 6.500 | 4.50 | - | - | - | CCC | - | 8.59% | - | Qwsgk | Beefq | - | 450 | 4.75% | 4.883% | 61.61777 |
| F4 | MTT | 1.319 | 6.30 | - | - | - | OO | - | 5.00% | - | Oqmtu | Xwwoi | - | 755 | 6.00% | 7.933% | 56.74875 |
Tranche Comments
Y1: First Pay: 2020-11-25; Registration: 144N/Bvt N;
S2: First Pay: 2020-11-25; Registration: 144M/Etu W;
Z1: First Pay: 2020-11-25; Registration: 144Y/Mky Q;
I2: First Pay: 2020-11-25; Registration: 144E/Xqh I;
M3: First Pay: 2020-11-25; Registration: 144L/Rrw C;
F4: First Pay: 2020-11-25; Registration: 144G/Xzx C;