| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 1,000.000 | 2.99 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 50a | 47 | 0.70% | 0.703% | 99.99416 |
| A2 | USD | 150.000 | 2.99 | Aaa | - | AAA | - | - | - | - | Floating | 1mL | 50a | 50 | 1mL+50 | 1mL+50 | 100.00000 |
| B | USD | 68.092 | 2.99 | Aa2 | - | AA | - | - | - | - | Fixed | Swaps | 80a | 75 | 0.98% | 0.983% | 99.99708 |
| C | USD | 60.526 | 2.99 | A1 | - | A | - | - | - | - | Fixed | Swaps | 125a | 120 | 1.42% | 1.433% | 99.97442 |
| D | USD | 45.395 | 2.99 | A3 | - | BBB | - | - | - | - | Fixed | Swaps | 190a | 190 | 2.12% | 2.133% | 99.98964 |
Tranche Comments
A1: First Pay: 2020-10-15; Registration: Registered;
A2: First Pay: 2020-10-15; Registration: Registered;
B: First Pay: 2020-10-15; Registration: Registered;
C: First Pay: 2020-10-15; Registration: Registered;
D: First Pay: 2020-10-15; Registration: Registered;
Deal Comments
Active Bookrunners: BRC(B&D), CAG, SOC. Passive Bookrunners: BNP, LLY, TDS.
AllReportsSurveillanceOther