Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 277.000 | 0.25 | - | A-1+ | F1+ | - | - | - | - | Fixed | IntL | -5 to -7 | -7 | 1.637% | 1.637% | 100.00000 |
A-2 | USD | 475.000 | 1.13 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 11-13 | 11 | 1.64% | 1.650% | 99.99515 |
A-3 | USD | 441.000 | 2.53 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 21-23 | 19 | 1.60% | 1.614% | 99.97874 |
A-4 | USD | 122.790 | 3.63 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 27-29 | 24 | 1.63% | 1.639% | 99.98793 |
Tranche Comments
A-1: First Pay: 2020-03-16; Registration: Registered;
A-2: First Pay: 2020-03-16; Registration: Registered;
A-3: First Pay: 2020-03-16; Registration: Registered;
A-4: First Pay: 2020-03-16; Registration: Registered;
Pricing Speed
1.3% ABS to 10% CALL
AllReportsSurveillanceOther