| 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 |
|---|
| B | UIK | 84.750 | - | X2 | - | - | - | - | 18.90% | - | Ijbsekdc | 1pP | - | 110 | 1vA+110 | - | 688.00000 |
| O | OKT | 85.000 | - | D2 | - | - | - | - | 5.00% | - | Gsjhvcmh | 1bB | - | 437.5 | 1aA+437.5 | - | 545.00000 |
| T | MMK | 849.620 | - | Fqq | - | - | - | - | 16.47% | - | Myrwwvss | 1fQ | - | 70 | 1yK+70 | - | 180.00000 |
| X | VWZ | 65.760 | - | Dmm1 | - | - | - | - | 4.90% | - | Fhmsqpnh | 1pI | - | 145 | 1vS+145 | - | 355.00000 |
| H | XEL | 60.000 | - | Di2 | - | - | - | - | 19.15% | - | Nlkmldyf | 1uO | - | 90 | 1oO+90 | - | 441.00000 |
| P | CGA | 49.420 | - | K2 | - | - | - | - | 7.00% | - | Hhlkbxbr | 1cX | - | 275 | 1mT+275 | - | 362.00000 |
| F | MAH | 1.000 | - | Zff3 | - | - | - | - | 4.95% | - | Pyzbxrdl | 1wG | - | 200 | 1aS+200 | - | 664.00000 |
Tranche Comments
T: Registration: 144U Cejb;
H: Registration: 144Q Yruc;
B: Registration: 144N Ydeb;
X: Registration: 144K Kdlg;
F: Registration: 144W Juqk;
P: Registration: 144I Ddus;
O: Registration: 144Q Citj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TSZ | 48.700 | - | Dss2 | - | - | - | - | 29.68% | - | Kypksxul | 1zI | - | 145 | 1eC+145 | - | 646.00000 |
| U | AEH | 14.600 | - | M2 | - | - | - | - | 39.64% | - | Chjdrxqb | 1mF | - | 130 | 1pA+130 | - | 908.00000 |
| F | BST | 7.500 | - | Off3 | - | - | - | - | 1.25% | - | Kdbpkweb | 1xP | - | 225 | 1uJ+225 | - | 697.00000 |
| P | ZNJ | 103.550 | - | Lgg | - | - | - | - | 15.31% | - | Rxdpkcci | 1lA | - | 80 | 1sT+80 | - | 105.00000 |
| S | LCX | 24.200 | - | Vc2 | - | - | - | - | 66.56% | - | Bcdjylvn | 1nK | - | 110 | 1qG+110 | - | 938.00000 |
| R | NZB | 90.000 | - | A2 | - | - | - | - | 2.00% | - | Wdlaykqz | 1sU | - | 475 | 1qF+475 | - | 135.00000 |
| I | VZH | 86.270 | - | Z2 | - | - | - | - | 5.00% | - | Zvhophbs | 1tR | - | 325 | 1zE+325 | - | 778.00000 |
Tranche Comments
P: First Pay: 2021-01-25; Registration: 144B Gima;
S: First Pay: 2021-01-25; Registration: 144V Ghej;
U: First Pay: 2021-01-25; Registration: 144G Xatg;
C: First Pay: 2021-01-25; Registration: 144D Xxxq;
F: First Pay: 2021-01-25; Registration: 144Q Rwwm;
I: First Pay: 2021-01-25; Registration: 144M Kqsq;
R: First Pay: 2021-01-25; Registration: 144V Tvts;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | USU | 42.000 | - | AJ | - | - | - | - | 8.00% | - | Fdjulfys | 1tZ | - | 550 | 1pP+550 | - | 830.00000 |
| D | AWB | 301.000 | - | Iii | - | - | - | - | 42.30% | - | Hseawrvc | 1kI | - | 90 | 1nX+90 | - | 344.00000 |
| C | PVI | 27.700 | - | Zg2 | - | - | - | - | 98.97% | - | Jjvmawmo | 1hV | - | 115 | 1sG+115 | - | 786.00000 |
| G | NUI | 94.900 | - | S2 | - | - | - | - | 32.00% | - | Njopjomq | 1iR | - | 135 | 1aA+135 | - | 793.00000 |
| C | MZV | 52.000 | - | Egg1 | - | - | - | - | 96.40% | - | Nllxyrhj | 1jI | - | 155 | 1yG+155 | - | 208.00000 |
| C | KBJ | 36.900 | - | MX | - | - | - | - | 1.00% | - | Yldjsayb | 1sW | - | 400 | 1sL+400 | - | 133.00000 |
| L | WJN | 86.400 | - | Im1 | - | - | - | - | 7.42% | - | Pzsprtmc | 1qQ | - | 280 | 1vU+280 | - | 473.00000 |
Tranche Comments
D: First Pay: 2020-11-25; Registration: 144N Urpg;
C: First Pay: 2020-11-25; Registration: 144F Hzsc;
G: First Pay: 2020-11-25; Registration: 144I Texs;
C: First Pay: 2020-11-25; Registration: 144R Jnsq;
L: First Pay: 2020-11-25; Registration: 144T Zedb;
C: First Pay: 2020-11-25; Registration: 144N Ptdx;
U: First Pay: 2020-11-25; Registration: 144G Rqvz;