Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X4 | CYI | 29.800 | 3.77 | Snn | - | JJJ | - | - | - | - | Ebtcl | Eirnf | 51-53 | 49 | 0.73% | 0.734% | 49.48500 |
N1 | BCI | 84.000 | 4.72 | V-1 | - | F1+ | - | - | - | - | Xwnom | JjtB | 0-3 | -1 | 0.27% | 0.269% | 103.00000 |
M2 | OKD | 502.800 | 3.72 | Imm | - | WWW | - | - | - | - | Mgtgt | CXKX | 20-22 | 19 | 0.41% | 0.414% | 93.87808 |
E3 | PMD | 856.700 | 1.65 | Nee | - | VVV | - | - | - | - | Zuvfw | Mlixb | 40-42 | 38 | 0.59% | 0.597% | 44.25210 |
Tranche Comments
N1: First Pay: 2020-08-17; Registration: 144T/Eea F;
M2: First Pay: 2020-08-17; Registration: 144O/Msr V;
E3: First Pay: 2020-08-17; Registration: 144G/Uxr M;
X4: First Pay: 2020-08-17; Registration: 144C/Nec U;
Risk Retention
HP QQ - Acr, FH QQ - Ky
Pricing Speed
6% LPK zn 10% Lurr