| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 180.000 | 0.14 | - | A-1+ | F1+ | - | - | - | - | Fixed | IntL | 5-10 | 5 | 0.261% | 0.261% | 100.00000 |
| A-2A | USD | 340.000 | 0.90 | - | AA | AAA | - | - | - | - | Fixed | EDSF | 40-45 | 35 | 0.600% | 0.605% | 99.99620 |
| A-2B | USD | 50.000 | 0.90 | - | AAA | AAA | - | - | - | - | Floating | 1mL | 40-45 | 35 | 1mL+35 | - | 100.00000 |
| A-3 | USD | 183.200 | 2.10 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 50a | 45 | 0.66% | 0.669% | 99.98314 |
| B | USD | 80.130 | 2.80 | - | AA | AA | - | - | - | - | Fixed | Swaps | 90a | 75 | 0.97% | 0.973% | 99.99715 |
| C | USD | 99.460 | 3.35 | - | A | A | - | - | - | - | Fixed | Swaps | 140-150 | 125 | 1.48% | 1.486% | 99.99537 |
| D | USD | 75.710 | 3.66 | - | BBB | BBB | - | - | - | - | Fixed | Swaps | 200-215 | 190 | 2.13% | 2.146% | 99.97729 |
| E | USD | 31.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-2B: First Pay: 2020-08-18; Registration: Registered;
A-3: First Pay: 2020-08-18; Registration: Registered;
A-2A: First Pay: 2020-08-18; Registration: Registered;
A-1: First Pay: 2020-08-18; Registration: Registered;
E: First Pay: 2020-08-18; Registration: Registered;
B: First Pay: 2020-08-18; Registration: Registered;
D: First Pay: 2020-08-18; Registration: Registered;
C: First Pay: 2020-08-18; Registration: Registered;
Risk Retention
US= YES; EU= NO
AllReportsSurveillanceOther