| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | LTC | 72.000 | 9.20 | - | - | CC | - | - | 75.00% | - | Mzllxmfb | TKUH | - | 165 | ZWJE+165 | - | - |
| V | HWM | 32.000 | 87.80 | - | - | RR- | - | - | 2.00% | - | Ohcwqsfi | KXAT | - | 515 | HGON+515 | - | - |
| S | LXG | 39.000 | 9.40 | - | - | J | - | - | 81.00% | - | Pxceaiyk | HHWA | - | 185 | NTIV+185 | - | - |
| I | RET | 5.000 | 5.30 | - | - | BBB | - | - | - | - | Sdcfsxvm | HMDG | - | 100 | BOUE+100 | - | - |
| Sld | TRC | 44.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | JEO | 34.000 | 9.40 | - | - | MMM- | - | - | 66.00% | - | Hpjkjqll | LHEC | - | 280 | GOUE+280 | - | - |
| Z | GMV | 828.000 | 5.30 | - | - | OOO | - | - | 69.00% | - | Svwjoisy | UXEV | - | 133 | JKWR+133 | - | - |
Tranche Comments
I: Redemption: 2027-01-15; Registration: 144P/Mej U;
Z: Redemption: 2027-01-15; Registration: 144M/Vmj R;
L: Redemption: 2027-01-15; Registration: 144F/Wxk H;
S: Redemption: 2027-01-15; Registration: 144K/Axr M;
N: Redemption: 2027-01-15; Registration: 144Q/Hcb A;
V: Redemption: 2027-01-15; Registration: 144V/Pnu E;
Sld: Redemption: 2027-01-15; Registration: 144C/Wrz I;
Deal Comments
Aut Bqpp Vbfzutl 3.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 5, 2020