Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 262.400 | 0.25 | - | A-1+ | F1+ | - | - | - | - | Fixed | IntL | -3 to 0 | 0 | 0.271% | 0.271% | 100.00000 |
A2 | USD | 380.000 | 1.00 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 17-19 | 14 | 0.38% | 0.390% | 99.99032 |
A3 | USD | 380.000 | 2.21 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 30-32 | 27 | 0.48% | 0.489% | 99.98128 |
A4 | USD | 76.390 | 3.36 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 42-44 | 39 | 0.62% | 0.626% | 99.98279 |
B | USD | 21.340 | 3.76 | - | AA+ | AA | - | - | - | - | Fixed | Swaps | 80-85 | 70 | 0.94% | 0.949% | 99.97367 |
C | USD | 35.560 | 3.97 | - | AA- | A | - | - | - | - | Fixed | Swaps | 150-160 | 135 | 1.60% | 1.606% | 99.99751 |
Tranche Comments
A1: First Pay: 2020-08-17; Registration: Registered;
A2: First Pay: 2020-08-17; Registration: Registered;
A3: First Pay: 2020-08-17; Registration: Registered;
A4: First Pay: 2020-08-17; Registration: Registered;
B: First Pay: 2020-08-17; Registration: Registered;
C: First Pay: 2020-08-17; Registration: Registered;
Pricing Speed
1.30% ABS to 5% Call
AllReportsSurveillanceOther