Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 254.000 | 0.20 | P-1 | A-1+ | - | - | - | - | - | Fixed | IntL | - | - | - | - | Retained |
A-2a | USD | 420.000 | 0.85 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | 22-25 | 18 | 0.470% | 0.474% | 99.99702 |
A-2b | USD | 50.000 | 0.85 | Aaa | AAA | - | - | - | - | - | Floating | 1mL | 22-25 | 18 | 1mL+18 | - | 100.00000 |
A-3 | USD | 470.000 | 2.02 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 34-37 | 30 | 0.55% | 0.552% | 99.99726 |
A-4 | USD | 106.000 | 3.26 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 50-53 | 44 | 0.71% | 0.713% | 99.99374 |
Tranche Comments
A-1: First Pay: 2020-07-15; Registration: Registered; Comments: pre-placed;
A-2a: First Pay: 2020-07-15; Registration: Registered;
A-2b: 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;
Risk Retention
Euro RR: No
Pricing Speed
1.3% ABS to 5% call
AllReportsSurveillanceOther