| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 411.540 | 0.26 | - | A-1+ | F1+ | - | - | - | - | Fixed | IntL | -5 to 0 | -5 | 0.263% | 0.263% | 100.00000 |
| A-2 | USD | 685.900 | 0.99 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 27-30 | 20 | 0.500% | 0.505% | 99.99560 |
| A-3 | USD | 686.130 | 2.19 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 37-40 | 30 | 0.56% | 0.567% | 99.98621 |
| A-4 | USD | 216.800 | 3.35 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 57-60 | 50 | 0.79% | 0.792% | 99.99770 |
| B | USD | 63.160 | 3.57 | - | AA+ | AA | - | - | - | - | Fixed | Swaps | 100-110 | 90 | 1.19% | 1.202% | 99.96855 |
| C | USD | 42.120 | 3.57 | - | AA | A | - | - | - | - | Fixed | Swaps | 190-200 | 175 | 2.04% | 2.052% | 99.98872 |
Tranche Comments
A-1: First Pay: 2020-07-15; Registration: Registered;
A-2: First Pay: 2020-07-15; Registration: Registered;
A-3: First Pay: 2020-07-15; Registration: Registered;
A-4: First Pay: 2020-07-15; Registration: Registered;
B: First Pay: 2020-07-15; Registration: Registered;
C: First Pay: 2020-07-15; Registration: Registered;
Deal Comments
Active Bookrunners: CTI(B&D), LLY, SMB. Passive Bookrunners: MIZ, WFS
Pricing Speed
1.3% ABS to 10% Call
AllReportsSurveillanceOther