| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 140.000 | 0.18 | P-1 | - | F1+ | - | - | - | - | Fixed | IntL | -5 - 0 | -10 | 0.267% | 0.267% | 100.00000 |
| A-2 | USD | 274.500 | 0.81 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 85-90 | 75 | 1.030% | 1.038% | 99.99535 |
| A-3 | USD | 314.500 | 2.06 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 90a | 80 | 1.04% | 1.051% | 99.98229 |
| A-4 | USD | 70.700 | 3.27 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 120-125 | 110 | 1.35% | 1.363% | 99.97079 |
| B | USD | 25.270 | 3.43 | Aa1 | - | AA | - | - | - | - | Fixed | Swaps | 200-225 | 180 | 2.05% | 2.068% | 99.96976 |
| C | USD | 16.840 | 3.43 | Aa2 | - | A | - | - | - | - | Fixed | Swaps | 325-350 | 325 | 3.49% | 3.518% | 99.99193 |
Tranche Comments
A-1: First Pay: 2020-06-15; Registration: Registered;
A-2: First Pay: 2020-06-15; Registration: Registered;
A-3: First Pay: 2020-06-15; Registration: Registered;
A-4: First Pay: 2020-06-15; Registration: Registered;
B: First Pay: 2020-06-15; Registration: Registered;
C: First Pay: 2020-06-15; Registration: Registered;
Deal Comments
Active Leads: JPM (str), BNP, DEU, USB. Passive Leads: SCO, SMB.
Pricing Speed
1.3% ABS to 10% Call
AllReportsSurveillanceOther