| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 219.238 | 2.07 | - | - | AAA | - | AAA | 20.00% | - | Fixed | Swaps | - | 180 | 2.12% | 2.060% | 99.99952 |
| A-2 | USD | 30.146 | 3.00 | - | - | AA | - | A+ | 9.00% | - | Fixed | Swaps | - | 265 | 2.97% | 2.920% | 99.99863 |
| A-3 | USD | 8.221 | 3.00 | - | - | A | - | BB+ | 6.00% | - | - | - | - | - | - | - | Retained |
| M-1 | USD | 5.892 | 3.00 | - | - | BBB | - | NR | 3.85% | - | - | - | - | - | - | - | Retained |
| B-1 | USD | 3.700 | 3.00 | - | - | BB | - | NR | 2.50% | - | - | - | - | - | - | - | Retained |
| B-2 | USD | 1.781 | 3.00 | - | - | B | - | NR | 1.85% | - | - | - | - | - | - | - | Retained |
| B-3 | USD | 5.070 | 3.00 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2020-07-27; Registration: 144A/Reg S;
A-2: First Pay: 2020-07-27; Registration: 144A/Reg S;
A-3: First Pay: 2020-07-27; Registration: 144A/Reg S;
M-1: First Pay: 2020-07-27; Registration: 144A/Reg S;
B-1: First Pay: 2020-07-27; Registration: 144A/Reg S;
B-2: First Pay: 2020-07-27; Registration: 144A/Reg S;
B-3: First Pay: 2020-07-27; Registration: 144A/Reg S;
Pricing Speed
15% CPR To Optional Redemption Date
AllReportsSurveillanceOther