| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LSV | 57.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | VHE | 32.700 | 4.51 | Me2 | - | QQ | - | - | - | - | Alhtn | Jdiqa | 75-80 | 70 | 0.96% | 0.970% | 86.85182 |
| B | VHN | 648.400 | 8.55 | Gww | - | BBB | - | - | - | - | Tylfp | Tbbvl | 45-50 | 43 | 0.69% | 0.700% | 24.85466 |
| N | NKF | 87.390 | 7.34 | G2 | - | W | - | - | - | - | Urcmn | Ghovq | 115-120 | 105 | 1.31% | 1.320% | 69.14882 |
Tranche Comments
Y: First Pay: 2020-11-16; Registration: 144A/Jjt J;
Z: First Pay: 2020-11-16; Registration: 144Q/Blr B;
B: First Pay: 2020-11-16; Registration: 144X/Wfn J;
N: First Pay: 2020-11-16; Registration: 144D/Nbq O;