| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | OCE | 579.000 | 6.56 | Yii | - | - | LLL | - | - | - | Kqfpv | WBDU | 22-24 | 20 | 0.42% | 0.424% | 41.48364 |
| C-1 | ECT | 412.000 | 6.91 | A-1 | - | - | R-1 X | - | - | - | Drrqi | BenG | 5-7 | 5 | 0.22% | 0.219% | 540.00000 |
| G-3 | PTE | 429.800 | 7.46 | Nff | - | - | SSS | - | - | - | Emqoe | Rymim | 31-33 | 27 | 0.53% | 0.537% | 68.25100 |
| A | NWQ | 725.000 | 4.54 | T2 | - | - | H | - | - | - | Gsnhw | Ikddy | 80-85 | 73 | 1.06% | 1.064% | 29.76707 |
| Q | HGK | 85.950 | 8.57 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | TKO | 75.380 | 8.87 | Aqq2 | - | - | XXX | - | - | - | Kiuhq | Aclfh | 125-130 | 115 | 1.49% | 1.504% | 89.88100 |
| A | NVV | 84.000 | 7.58 | Rz2 | - | - | OO | - | - | - | Krwyz | Dtdhx | 50-55 | 47 | 0.76% | 0.771% | 29.63225 |
Tranche Comments
L-2: First Pay: 2020-12-18; Registration: Klzbjjlvle;
Q: First Pay: 2020-12-18; Registration: Sopeflofob;
G: First Pay: 2020-12-18; Registration: Bfbifwfbfd;
A: First Pay: 2020-12-18; Registration: Gnfibbnlni;
C-1: First Pay: 2020-12-18; Registration: Pzagszzvzf;
A: First Pay: 2020-12-18; Registration: Fxgmhpxpxz;
G-3: First Pay: 2020-12-18; Registration: Znujcingnt;
Risk Retention
ZH-Rrva SZ-Ll