| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 130.000 | 0.32 | P-1 | - | F1+ | - | - | - | - | Fixed | IntL | 0-2 | -3 | 0.229% | 0.229% | 100.00000 |
| A-2 | USD | 229.000 | 1.37 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 22-25 | 16 | 0.38% | 0.388% | 99.98951 |
| A-3 | USD | 213.000 | 2.89 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 32-35 | 26 | 0.49% | 0.491% | 99.99857 |
| A-4 | USD | 76.000 | 4.21 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 47-50 | 38 | 0.66% | 0.661% | 99.99962 |
| A-5 | USD | 60.640 | 4.31 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 65a | 57 | 0.85% | 0.857% | 99.97686 |
Tranche Comments
A-1: First Pay: 2020-10-14; Registration: 144A/Reg S;
A-2: First Pay: 2020-10-14; Registration: 144A/Reg S;
A-3: First Pay: 2020-10-14; Registration: 144A/Reg S;
A-4: First Pay: 2020-10-14; Registration: 144A/Reg S;
A-5: First Pay: 2020-10-14; Registration: 144A/Reg S;
Pricing Speed
4.00% CPR, 15% Redemption
AllReportsSurveillanceOther