| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | WYU | 980.000 | 4.49 | - | LLL | - | - | - | - | - | Tzvwm | Cimff | - | 145 | 1.85% | 1.858% | 26.22726 |
| X-2 | UEK | 741.000 | 5.71 | - | BBB | - | - | - | - | - | Pqjjd | Mdcrs | - | 165 | 2.21% | 2.227% | 96.77581 |
| V-3 | UMX | 87.000 | 7.70 | - | VV | - | - | - | - | - | Rvhxh | Trrbk | - | 185 | 2.26% | 2.273% | 93.79844 |
| K-5 | JOC | 705.000 | 3.10 | - | P | - | - | - | - | - | Svgsh | Uqnjs | - | 300 | 3.39% | 3.423% | 12.56464 |
| Z-1 | ABQ | 329.000 | 5.80 | - | QQQ+ | - | - | - | - | - | Cnwvc | Slyrd | - | 490 | 5.11% | 5.324% | 88.82221 |
| V-2 | AGH | 15.000 | 6.40 | - | ZZZ+ | - | - | - | - | - | Ejmzx | Zctvl | - | 515 | 5.57% | 5.757% | 46.39720 |
| Y-4 | NMT | 41.000 | 6.76 | - | XX | - | - | - | - | - | Stams | Fxedd | - | 205 | 2.63% | 2.653% | 69.13060 |
| N-6 | INW | 71.000 | 7.88 | - | T | - | - | - | - | - | Lyvga | Yokxy | - | 325 | 3.82% | 3.853% | 93.82296 |
Tranche Comments
N-1: First Pay: 2020-12-20; Registration: 144X/Ets L;
X-2: First Pay: 2020-12-20; Registration: 144F/Vma U;
V-3: First Pay: 2020-12-20; Registration: 144X/Wnq Z;
Y-4: First Pay: 2020-12-20; Registration: 144Q/Wda K;
K-5: First Pay: 2020-12-20; Registration: 144E/Gkd P;
N-6: First Pay: 2020-12-20; Registration: 144U/Dez Y;
Z-1: First Pay: 2020-12-20; Registration: 144W/Nwa J;
V-2: First Pay: 2020-12-20; Registration: 144X/Ytg H;