| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 83.490 | 0.32 | - | - | - | - | AA | 58.37% | - | Fixed | EDSF | 190a | 185 | 2.080% | 2.098% | 99.99717 |
| B | USD | 14.900 | 0.91 | - | - | - | - | A- | 50.76% | - | Fixed | EDSF | 275-285 | 260 | 2.830% | 2.855% | 99.99265 |
| C | USD | 13.500 | 1.26 | - | - | - | - | BBB- | 43.87% | - | Fixed | EDSF | 425a | 400 | 4.19% | 4.236% | 99.98892 |
| D | USD | 19.700 | 1.87 | - | - | - | - | BB- | 33.81% | - | Fixed | EDSF | 675a | 650 | 6.63% | 6.723% | 99.99882 |
| E | USD | 6.000 | 2.16 | - | - | - | - | B | 30.75% | - | Fixed | Swaps | 1000-1050 | 975 | 9.76% | 9.968% | 99.98644 |
Tranche Comments
A: First Pay: 2020-08-20; Registration: 144A Only;
B: First Pay: 2020-08-20; Registration: 144A Only;
C: First Pay: 2020-08-20; Registration: 144A Only;
D: First Pay: 2020-08-20; Registration: 144A Only;
E: First Pay: 2020-08-20; Registration: 144A Only;
Deal Comments
CLS A-D: Onshore/Offshore. CLS E: Onshore Only.