Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 191.000 | 0.19 | P-1 | - | F1+ | - | - | - | - | Fixed | YLD | 5-10 | 20 | 1.214% | 1.214% | 100.00000 |
A-2-A | USD | 177.780 | 0.86 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 35-40 | 35 | 1.100% | 1.104% | 99.99874 |
A-2-B | USD | 70.000 | 0.86 | Aaa | - | AAA | - | - | - | - | Floating | 1mL | 35-40 | 35 | 1mL+35 | - | 100.00000 |
A-3 | USD | 215.470 | 1.96 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 47-50 | 44 | 1.11% | 1.117% | 99.99144 |
B | USD | 71.010 | 2.79 | Aa2 | - | AA | - | - | - | - | Fixed | Swaps | 80 | 80 | 1.48% | 1.487% | 99.99339 |
C | USD | 88.140 | 3.34 | A2 | - | A | - | - | - | - | Fixed | Swaps | 95a | 90 | 1.59% | 1.600% | 99.98472 |
D | USD | 86.670 | 3.76 | Baa2 | - | BBB | - | - | - | - | Fixed | Swaps | 115-120 | 110 | 1.80% | 1.813% | 99.97748 |
E | USD | 23.020 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2020-04-20; Registration: Registered;
A-2-A: First Pay: 2020-04-20; Registration: Registered;
A-2-B: First Pay: 2020-04-20; Registration: Registered;
A-3: First Pay: 2020-04-20; Registration: Registered;
B: First Pay: 2020-04-20; Registration: Registered;
C: First Pay: 2020-04-20; Registration: Registered;
D: First Pay: 2020-04-20; Registration: Registered;
E: First Pay: 2020-04-20; Registration: Registered;
AllReportsSurveillanceOther