| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | EFS | 494.000 | - | Wll | EI | FU | - | - | 62.00% | - | Gspcdjlb | YOEX | - | 133 | WTDR+133 | - | - |
| C3 | RQQ | 4.000 | - | ZE | AR | PPP- | - | - | 73.88% | - | Zuhkrkyd | HPMI | - | 425 | QESB+425 | - | - |
| Fkm | JLR | 70.600 | - | OR | IN | YU | - | - | - | - | - | - | - | - | - | - | Retained |
| Y2 | LIT | 80.000 | - | BB | MZ | LLL | - | - | 62.00% | - | Pyosbpbx | QICV | - | 160 | HJCS+160 | - | - |
| R1 | YSS | 49.000 | - | FE | XS | GGG+ | - | - | 65.00% | - | Uqyrlmsw | IICX | - | 295 | NHLR+295 | - | - |
| U | QNN | 35.000 | - | LP | GY | LL | - | - | 37.00% | - | Klqrzusj | VDXY | - | 175 | SIKX+175 | - | - |
| R2 | AQN | 7.000 | - | BS | QT | III- | - | - | 62.00% | - | Tlsmtoyt | QOVK | - | 310 | QIME+310 | - | - |
| U | ZYE | 25.000 | - | ZK | AC | B | - | - | 38.00% | - | Dqbxlcps | ZYIS | - | 195 | IEKZ+195 | - | - |
| V | OKF | 10.000 | - | WK | TN | BB- | - | - | 2.00% | - | Ydzvozzl | XXWB | - | 555 | VQFI+555 | - | - |
Tranche Comments
S1: Redemption: 2026-06-06; Registration: 144M/Vov R;
Y2: Redemption: 2026-06-06; Registration: 144Q/Wpr R;
U: Redemption: 2026-06-06; Registration: 144K/Mhl S;
U: Redemption: 2026-06-06; Registration: 144X/Rdi A;
R1: Redemption: 2026-06-06; Registration: 144B/Nln X;
R2: Redemption: 2026-06-06; Registration: 144H/Zft J;
C3: Redemption: 2026-06-06; Registration: 144B/Cbq G;
V: Redemption: 2026-06-06; Registration: 144L/Ldy A;
Fkm: Redemption: 2026-06-06; Registration: 144K/Pjr J;
Deal Comments
Qbw Ewqq Vlyybrs 1.00
Risk Retention
TW/WD - Qrr
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 17, 2020