Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 120.000 | 0.20 | - | A-1+ | F1+ | - | - | - | - | Fixed | IntL | 6-8 | 5 | 2.121% | 2.121% | 100.00000 |
A-2a | USD | 242.000 | 1.12 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 38-40 | 34 | 2.06% | 2.071% | 99.99762 |
A-2b | USD | 50.000 | 1.12 | - | AAA | AAA | - | - | - | - | Floating | 1mL | 38-40 | 34 | 1mL+34 | - | 100.00000 |
A-3 | USD | 129.890 | 2.46 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 48-50 | 48 | 2.00% | 2.012% | 99.99129 |
B | USD | 59.560 | 3.25 | - | AA | AA | - | - | - | - | Fixed | Swaps | 70a | 70 | 2.17% | 2.181% | 99.99634 |
C | USD | 37.970 | 3.72 | - | A | A | - | - | - | - | Fixed | Swaps | 90-95 | 93 | 2.38% | 2.396% | 99.98528 |
D | USD | 32.390 | 3.85 | - | BBB+ | BBB | - | - | - | - | Fixed | Swaps | 110a | 115 | 2.59% | 2.613% | 99.96741 |
Tranche Comments
A-1: First Pay: 2019-11-15; Registration: Registered;
A-2a: First Pay: 2019-11-15; Registration: Registered;
A-2b: First Pay: 2019-11-15; Registration: Registered;
A-3: First Pay: 2019-11-15; Registration: Registered;
B: First Pay: 2019-11-15; Registration: Registered;
C: First Pay: 2019-11-15; Registration: Registered;
D: First Pay: 2019-11-15; Registration: Registered;
Pricing Speed
1.5% ABS to 10% Call
AllReportsSurveillanceOther