| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 105.000 | 0.32 | P-1 | - | F1+ | - | - | - | - | Fixed | IntL | 10-15 | 0 | 0.360% | 0.360% | 100.00000 |
| A-2 | USD | 230.000 | 1.60 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 65a | 45 | 0.74% | 0.747% | 99.99070 |
| A-3 | USD | 210.000 | 3.89 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 75a | 55 | 0.97% | 0.973% | 99.99606 |
| A-4 | USD | 77.000 | 5.83 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 100a | 80 | 1.40% | 1.406% | 99.98939 |
| A-5 | USD | 63.640 | 5.98 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 115-120 | 95 | 1.56% | 1.570% | 99.97213 |
Tranche Comments
A-1: First Pay: 2020-07-09; Registration: 144A/Reg S;
A-2: First Pay: 2020-07-09; Registration: 144A/Reg S;
A-3: First Pay: 2020-07-09; Registration: 144A/Reg S;
A-4: First Pay: 2020-07-09; Registration: 144A/Reg S;
A-5: First Pay: 2020-07-09; Registration: 144A/Reg S;
Pricing Speed
4.00% CPR, 15% Redemption
AllReportsSurveillanceOther