| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 107.990 | 0.89 | - | - | - | - | AA | - | - | Fixed | EDSF | 215-235 | 235 | 2.590% | 2.613% | 99.99229 |
| B | USD | 22.500 | 2.55 | - | - | - | - | A | - | - | Fixed | Swaps | 300a | 290 | 3.10% | 3.130% | 99.97611 |
| C | USD | 12.750 | 2.81 | - | - | - | - | BBB | - | - | Fixed | Swaps | 450-475 | 475 | 4.93% | 4.982% | 99.99736 |
Tranche Comments
A: First Pay: 2020-08-17; Registration: 144A Only;
B: First Pay: 2020-08-17; Registration: 144A Only;
C: First Pay: 2020-08-17; Registration: 144A Only;
Risk Retention
US= YES; EU= NO
Pricing Speed
1.5% ABS 15% Call
AllReportsSurveillanceOther