Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 190.000 | 0.32 | - | A-1+ | F1+ | - | - | - | - | Fixed | IntL | -6 - -7 | -8 | 1.728% | 1.728% | 100.00000 |
A2 | USD | 382.000 | 1.10 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 17-19 | 14 | 1.80% | 1.812% | 99.99435 |
A3 | USD | 353.000 | 1.75 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 28-30 | 25 | 1.85% | 1.860% | 99.99514 |
A4 | USD | 75.000 | 2.22 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 34-36 | 30 | 1.88% | 1.897% | 99.97928 |
B | USD | 56.200 | 2.38 | - | AA+ | AA | - | - | - | - | Fixed | Swaps | 50a | 47 | 2.05% | 2.063% | 99.99032 |
C | USD | 52.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2020-02-18; Registration: Registered;
A2: First Pay: 2020-02-18; Registration: Registered;
A3: First Pay: 2020-02-18; Registration: Registered;
A4: First Pay: 2020-02-18; Registration: Registered;
B: First Pay: 2020-02-18; Registration: Registered;
C: First Pay: 2020-02-18; Registration: Registered;
Deal Comments
Active-Joint Leads: BRC(str), MIZ, TDS. Passive Joint-Leads: BAM, CSG.
AllReportsSurveillanceOther