Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 548.500 | 2.91 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 55-60 | 45 | 0.68% | 0.689% | 99.97689 |
B | USD | 37.573 | 2.91 | Aa2 | AA | - | - | - | - | - | Fixed | Swaps | 90-95 | 80 | 1.03% | 1.039% | 99.98061 |
C | USD | 33.868 | 2.91 | A2 | A | - | - | - | - | - | Fixed | Swaps | 140-150 | 125 | 1.48% | 1.489% | 99.98746 |
D | USD | 30.059 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2020-10-15; Registration: 144A/Reg S;
A: First Pay: 2020-10-15; Registration: 144A/Reg S;
B: First Pay: 2020-10-15; Registration: 144A/Reg S;
C: First Pay: 2020-10-15; Registration: 144A/Reg S;
AllReportsSurveillanceOther