| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | VFC | 6.208 | 1.60 | Gvv2 | - | - | DDD (M) | K | - | - | Ouvwy | Bbdmp | 235-245 | 220 | 2.50% | 2.514% | 69.33172 |
| E-2 | FBJ | 27.726 | 9.34 | Jtt | - | - | NNN | HHH | - | - | Nknjn | RHMY | 85-95 | 70 | 0.91% | 0.919% | 85.24927 |
| Z | FIC | 88.620 | 2.40 | Kh3 | - | - | D (Z) | GG | - | - | Kgohd | Dibmf | 135-145 | 120 | 1.46% | 1.469% | 63.73175 |
| K | JLO | 3.430 | 2.78 | K2 | - | - | H | GG | - | - | - | - | - | - | - | - | Retained |
| D-1 | MKB | 92.210 | 5.76 | ZU | - | - | T-1 D | E1+ | - | - | Zsplo | ZdmL | 10-13 | 7 | 0.31% | 0.310% | 725.00000 |
| F | KCM | 6.272 | 1.10 | Fy2 | - | - | JJ (Z) | QQQ | - | - | Augte | Vnbij | 500x | 463.5 | 4.89% | 4.950% | 78.15145 |
Tranche Comments
D-1: First Pay: 2020-11-20; Registration: 144E Ezlc;
E-2: First Pay: 2020-11-20; Registration: 144B Xvny;
Z: First Pay: 2020-11-20; Registration: 144G Unuq;
P: First Pay: 2020-11-20; Registration: 144T Irhn;
F: First Pay: 2020-11-20; Registration: 144Y Nffn;
K: First Pay: 2020-11-20; Registration: 144Q Scfb;
Pricing Speed
4% NYR vd 10% Ngvv