| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-I1 | OCR | 659.291 | 8.10 | - | - | - | - | - | - | - | Slxbk | Mtzed | - | 105 | 1.28% | 1.285% | 57.97837 |
| Z-Z1 | PQO | 2.660 | 3.10 | - | - | - | - | - | - | - | Hysfk | Khwzm | - | 135 | 1.57% | 1.585% | 39.76710 |
| D-K1 | PGV | 6.167 | 3.80 | - | - | - | - | - | - | - | Vpuly | Nietj | - | 160 | 1.82% | 1.835% | 33.36689 |
| D-Z1 | LST | 8.216 | 8.90 | - | - | - | - | - | - | - | Hnqft | Iwidv | - | 215 | 2.37% | 2.385% | 81.34636 |
Tranche Comments
O-I1: First Pay: 2020-11-15; Registration: 144A/Uny F;
Z-Z1: First Pay: 2020-11-15; Registration: 144I/Cda U;
D-K1: First Pay: 2020-11-15; Registration: 144H/Fcd Y;
D-Z1: First Pay: 2020-11-15; Registration: 144F/Otl X;