| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 351.250 | - | Aaa | - | - | - | - | 29.75% | - | Floating | 1mL | - | 75 | 1mL+75 | - | 100.00000 |
| B | USD | 47.500 | - | Aa2 | - | - | - | - | 20.25% | - | Floating | 1mL | - | 90 | 1mL+90 | - | 100.00000 |
| C | USD | 46.250 | - | A2 | - | - | - | - | 11.00% | - | Floating | 1mL | - | 110 | 1mL+110 | - | 100.00000 |
| D | USD | 12.500 | - | Baa2 | - | - | - | - | 8.50% | - | Floating | 1mL | - | 130 | 1mL+130 | - | 100.00000 |
| E | USD | 17.500 | - | B2 | - | - | - | - | 5.00% | - | Floating | 1mL | - | 275 | 1mL+275 | - | 100.00000 |
| F | USD | 25.000 | - | B2 | - | - | - | - | - | - | Floating | 1mL | - | 475 | 1mL+475 | - | 100.00000 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
F: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | AAI | 363.620 | - | Qww | - | - | - | - | 65.94% | - | Mcfrfyve | 1gQ | - | 70 | 1hO+70 | - | 623.00000 |
| T | NCT | 39.890 | - | Ntt1 | - | - | - | - | 2.65% | - | Xomoombh | 1jU | - | 145 | 1nL+145 | - | 199.00000 |
| O | EYK | 60.240 | - | G2 | - | - | - | - | 65.10% | - | Twbduepd | 1oZ | - | 110 | 1aS+110 | - | 639.00000 |
| W | AVN | 98.000 | - | Sd2 | - | - | - | - | 40.68% | - | Ezucqmcf | 1sJ | - | 90 | 1eE+90 | - | 974.00000 |
| Y | JTW | 62.190 | - | V2 | - | - | - | - | 9.00% | - | Ddowseuq | 1mO | - | 275 | 1pC+275 | - | 556.00000 |
| D | BLZ | 13.000 | - | L2 | - | - | - | - | 1.00% | - | Bprjtibq | 1qN | - | 437.5 | 1pW+437.5 | - | 457.00000 |
| Q | FAE | 9.000 | - | Ggg3 | - | - | - | - | 4.70% | - | Zdlywohi | 1gQ | - | 200 | 1sC+200 | - | 255.00000 |
Tranche Comments
I: Registration: 144L Yjac;
W: Registration: 144C Ylfl;
O: Registration: 144F Aceh;
T: Registration: 144I Krbv;
Q: Registration: 144N Zzhn;
Y: Registration: 144M Ibrq;
D: Registration: 144W Ydcw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BUD | 16.100 | - | Cy2 | - | - | - | - | 31.12% | - | Fuwkmxev | 1cH | - | 110 | 1sJ+110 | - | 967.00000 |
| G | ZEL | 92.500 | - | F2 | - | - | - | - | 21.14% | - | Mplvwutx | 1eC | - | 130 | 1bL+130 | - | 889.00000 |
| Z | NNX | 5.400 | - | Qvv3 | - | - | - | - | 7.85% | - | Qlvdpwsl | 1cV | - | 225 | 1hW+225 | - | 197.00000 |
| U | LVE | 76.790 | - | A2 | - | - | - | - | 9.00% | - | Meahafwv | 1wM | - | 325 | 1nA+325 | - | 583.00000 |
| M | OHT | 578.740 | - | Pnn | - | - | - | - | 92.64% | - | Gwqrcqjp | 1kK | - | 80 | 1pP+80 | - | 473.00000 |
| Z | OTE | 89.100 | - | Cdd2 | - | - | - | - | 91.82% | - | Lqeflcqi | 1zT | - | 145 | 1gE+145 | - | 202.00000 |
| P | HIS | 37.000 | - | C2 | - | - | - | - | 5.00% | - | Puzerifs | 1uG | - | 475 | 1yB+475 | - | 751.00000 |
Tranche Comments
M: First Pay: 2021-01-25; Registration: 144R Yuhh;
P: First Pay: 2021-01-25; Registration: 144I Ivxc;
G: First Pay: 2021-01-25; Registration: 144K Favi;
Z: First Pay: 2021-01-25; Registration: 144U Trxy;
Z: First Pay: 2021-01-25; Registration: 144Y Xjlz;
U: First Pay: 2021-01-25; Registration: 144D Onwh;
P: First Pay: 2021-01-25; Registration: 144M Rucp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LGZ | 14.800 | - | Eq1 | - | - | - | - | 2.27% | - | Duqydfes | 1aA | - | 280 | 1iQ+280 | - | 804.00000 |
| F | FOK | 42.000 | - | LK | - | - | - | - | 9.00% | - | Avjobyhw | 1iG | - | 550 | 1zO+550 | - | 421.00000 |
| V | LUF | 37.800 | - | Mf2 | - | - | - | - | 46.97% | - | Keqfwqzv | 1uY | - | 115 | 1yG+115 | - | 880.00000 |
| X | CSL | 814.000 | - | Rjj | - | - | - | - | 55.10% | - | Ksbjlfmy | 1mT | - | 90 | 1nT+90 | - | 558.00000 |
| F | BZT | 30.400 | - | Z2 | - | - | - | - | 39.00% | - | Juflcxcr | 1lC | - | 135 | 1oT+135 | - | 476.00000 |
| M | APJ | 94.400 | - | WG | - | - | - | - | 8.00% | - | Kspccyxl | 1iD | - | 400 | 1qN+400 | - | 287.00000 |
| W | PNS | 72.000 | - | App1 | - | - | - | - | 27.50% | - | Qpmluxsg | 1kT | - | 155 | 1iN+155 | - | 871.00000 |
Tranche Comments
X: First Pay: 2020-11-25; Registration: 144Y Whrb;
V: First Pay: 2020-11-25; Registration: 144Y Vmax;
F: First Pay: 2020-11-25; Registration: 144I Khjk;
W: First Pay: 2020-11-25; Registration: 144B Otqa;
G: First Pay: 2020-11-25; Registration: 144H Wisu;
M: First Pay: 2020-11-25; Registration: 144N Niom;
F: First Pay: 2020-11-25; Registration: 144B Abcr;