Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 254.050 | 0.26 | P-1 | A-1+ | - | - | - | - | - | Fixed | IntL | -4 to -2 | -5 | 1.845% | 1.845% | 100.00000 |
A-2a | USD | 357.580 | 0.97 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | 20-22 | 19 | 1.880% | 1.897% | 99.99084 |
A-2b | USD | 75.000 | 0.97 | Aaa | AAA | - | - | - | - | - | Floating | 1mL | 20-22 | 19 | 1mL+19 | - | 100.00000 |
A-3 | USD | 432.470 | 2.20 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 30-32 | 30 | 1.87% | 1.880% | 99.99426 |
A-4 | USD | 130.990 | 3.37 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 40-42 | 39 | 1.93% | 1.939% | 99.99607 |
B | USD | 39.480 | 3.56 | Aa1 | AA+ | - | - | - | - | - | Fixed | Swaps | 60a | 60 | 2.13% | 2.148% | 99.97106 |
C | USD | 26.320 | 3.56 | Aa3 | AA | - | - | - | - | - | Fixed | Swaps | 75-80 | 72 | 2.25% | 2.268% | 99.97486 |
Tranche Comments
A-1: First Pay: 2019-12-16; Registration: Registered;
A-2a: First Pay: 2019-12-16; Registration: Registered;
A-2b: First Pay: 2019-12-16; Registration: Registered;
A-3: First Pay: 2019-12-16; Registration: Registered;
A-4: First Pay: 2019-12-16; Registration: Registered;
B: First Pay: 2019-12-16; Registration: Registered;
C: First Pay: 2019-12-16; Registration: Registered;
Deal Comments
Active Lead Managers: CTI (str.), DEU, HSB. Passive Lead Managers: BNP, SCO.
Pricing Speed
1.3% ABS to 10% Call
AllReportsSurveillanceOther