| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 216.500 | 0.19 | - | A-1+ | - | - | K1+ | - | - | Fixed | IntL | 5a | 2 | 0.207% | 0.207% | 100.00000 |
| A-2 | USD | 662.150 | 1.04 | - | AAA | - | - | AAA | - | - | Fixed | EDSF | 35-38 | 35 | 0.56% | 0.566% | 99.99447 |
| B | USD | 123.950 | 1.98 | - | AA | - | - | AA | - | - | Fixed | EDSF | 60-65 | 55 | 0.78% | 0.782% | 99.99856 |
| C | USD | 158.960 | 2.41 | - | A | - | - | A+ | - | - | Fixed | Swaps | 110-115 | 100 | 1.24% | 1.247% | 99.99104 |
| D | USD | 121.770 | 2.91 | - | BBB | - | - | BBB+ | - | - | Fixed | Swaps | 150-160 | 140 | 1.65% | 1.662% | 99.98219 |
| E | USD | 58.340 | 3.09 | - | BB | - | - | BB+ | - | - | Fixed | Swaps | 310-325 | 310 | 3.34% | 3.370% | 99.98072 |
| F | USD | 58.330 | 3.09 | - | B+ | - | - | B+ | - | - | Fixed | Swaps | 470-490 | 490 | 5.11% | 5.170% | 99.98521 |
Tranche Comments
A-1: First Pay: 2020-11-16; Registration: 144A/Reg S;
A-2: First Pay: 2020-11-16; Registration: 144A/Reg S;
B: First Pay: 2020-11-16; Registration: 144A/Reg S;
C: First Pay: 2020-11-16; Registration: 144A/Reg S;
D: First Pay: 2020-11-16; Registration: 144A/Reg S;
E: First Pay: 2020-11-16; Registration: 144A/Reg S;
F: First Pay: 2020-11-16; Registration: 144A/Reg S;
AllReportsSurveillanceOther