| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 194.094 | 3.52 | - | AA- | - | - | AA- | - | - | Fixed | Swaps | - | 200 | 2.19% | 2.206% | 99.97985 |
| B | USD | 18.820 | 4.30 | - | A- | - | - | A- | - | - | Fixed | Swaps | - | 300 | 3.21% | 3.233% | 99.99400 |
| C | USD | 15.796 | 4.50 | - | BBB- | - | - | BBB- | - | - | Fixed | Swaps | - | 390 | 4.10% | 4.143% | 99.96809 |
| D | USD | 21.290 | 4.75 | - | BB- | - | - | BB- | - | - | Fixed | Swaps | - | 700 | 5.75% | 7.254% | 94.38583 |
Tranche Comments
A: First Pay: 2020-09-20; Registration: 144A/Reg S;
B: First Pay: 2020-09-20; Registration: 144A/Reg S;
C: First Pay: 2020-09-20; Registration: 144A/Reg S;
D: First Pay: 2020-09-20; Registration: 144A Only;
AllReportsSurveillanceOther