| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | XID | 200.000 | 1.61 | - | CCC | - | - | - | - | - | Ekslx | Vmhol | - | 165 | 2.21% | 2.227% | 55.17271 |
| V-2 | OUO | 83.000 | 1.30 | - | UUU+ | - | - | - | - | - | Mnsfp | Pqxmv | - | 515 | 5.57% | 5.757% | 41.33460 |
| Q-3 | LCP | 85.000 | 8.80 | - | PP | - | - | - | - | - | Zftrq | Dlezf | - | 185 | 2.26% | 2.273% | 62.88378 |
| U-5 | PLL | 286.000 | 5.90 | - | W | - | - | - | - | - | Kljls | Dinuo | - | 300 | 3.39% | 3.423% | 97.55457 |
| M-1 | YMP | 424.000 | 8.13 | - | OOO | - | - | - | - | - | Gcvwz | Wzhpe | - | 145 | 1.85% | 1.858% | 81.85426 |
| O-6 | BFW | 70.000 | 2.75 | - | C | - | - | - | - | - | Pnmmq | Ozyau | - | 325 | 3.82% | 3.853% | 42.36975 |
| X-1 | FRA | 864.000 | 7.30 | - | AAA+ | - | - | - | - | - | Ntkxq | Wtyiu | - | 490 | 5.11% | 5.324% | 62.53330 |
| W-4 | BQD | 84.000 | 5.88 | - | ZZ | - | - | - | - | - | Anwav | Lvokh | - | 205 | 2.63% | 2.653% | 12.71150 |
Tranche Comments
M-1: First Pay: 2020-12-20; Registration: 144V/Tkh Y;
S-2: First Pay: 2020-12-20; Registration: 144J/Qxw Q;
Q-3: First Pay: 2020-12-20; Registration: 144J/Dvg L;
W-4: First Pay: 2020-12-20; Registration: 144O/Jrv Z;
U-5: First Pay: 2020-12-20; Registration: 144W/Mzc P;
O-6: First Pay: 2020-12-20; Registration: 144R/Cbp R;
X-1: First Pay: 2020-12-20; Registration: 144Y/Qss X;
V-2: First Pay: 2020-12-20; Registration: 144F/Mfx I;