Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 184.000 | 0.25 | P-1 | A-1+ | - | - | - | - | - | Fixed | IntL | 0-2 | 2 | 0.276% | 0.276% | 100.00000 |
A-2A | USD | 415.000 | 0.97 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | 31-33 | 26 | 0.500% | 0.501% | 99.99954 |
A-2B | USD | 100.000 | 0.97 | Aaa | AAA | - | - | - | - | - | Floating | 1mL | 31-33 | 26 | 1mL+26 | - | 100.00000 |
A-3 | USD | 455.000 | 1.76 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | 44-46 | 41 | 0.62% | 0.624% | 99.99443 |
A-4 | USD | 96.000 | 2.19 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 54-56 | 49 | 0.69% | 0.701% | 99.97833 |
B | USD | 86.000 | 2.32 | Aa1 | AA | - | - | - | - | - | Fixed | Swaps | 90a | 80 | 1.00% | 1.012% | 99.97737 |
C | USD | 65.850 | 2.43 | Aa2 | A | - | - | - | - | - | Fixed | Swaps | 160-165 | 150 | 1.70% | 1.713% | 99.98356 |
Tranche Comments
A-1: First Pay: 2020-08-17; Registration: Registered;
A-2A: First Pay: 2020-08-17; Registration: Registered;
A-2B: First Pay: 2020-08-17; Registration: Registered;
A-3: First Pay: 2020-08-17; Registration: Registered;
A-4: First Pay: 2020-08-17; Registration: Registered;
B: First Pay: 2020-08-17; Registration: Registered;
C: First Pay: 2020-08-17; Registration: Registered;
Deal Comments
Active Leads: BNP (str), RBC, TD. Passive Leads: BRC, DEU.
Pricing Speed
100% PPC to Maturity
AllReportsSurveillanceOther