Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 253.700 | 0.25 | - | A-1+ | F1+ | - | - | - | - | Fixed | IntL | -2 to 0 | -3 | 0.186% | 0.186% | 100.00000 |
A-2 | USD | 420.000 | 1.07 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 7-9 | 5 | 0.26% | 0.262% | 99.99802 |
A-3 | USD | 420.000 | 2.39 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 18-20 | 14 | 0.38% | 0.390% | 99.97697 |
A-4 | USD | 99.870 | 3.57 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 24-26 | 19 | 0.49% | 0.500% | 99.96647 |
B | USD | 23.180 | 4.01 | - | AA+ | AA | - | - | - | - | Fixed | Swaps | 50-55 | 48 | 0.81% | 0.819% | 99.97003 |
C | USD | 38.630 | 4.20 | - | AA- | A | - | - | - | - | Fixed | Swaps | 80-85 | 73 | 1.08% | 1.084% | 99.99361 |
Tranche Comments
A-1: First Pay: 2020-11-16; Registration: Registered;
A-2: First Pay: 2020-11-16; Registration: Registered;
A-3: First Pay: 2020-11-16; Registration: Registered;
A-4: First Pay: 2020-11-16; Registration: Registered;
B: First Pay: 2020-11-16; Registration: Registered;
C: First Pay: 2020-11-16; Registration: Registered;
Pricing Speed
1.3% ABS - 5% Call
AllReportsSurveillanceOther