ABS | ESOT | | | VZOT 2020-C (USD 1,200m) | Verizon Communications Inc | | USOA | Oct 27, 2020 | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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T | IRO | 85.900 | 2.76 | - | CC+ | SS | - | - | - | - | Tfrzp | Tlnzn | - | 40-45 | 40 | 0.67% | 0.674% | 78.45602 | I | NAV | 70.000 | 2.97 | - | M+ | J | - | - | - | - | Zqikv | Mlvvi | - | 55-60 | 50 | 0.77% | 0.774% | 51.73894 | P | YQZ | 2,548.600 | 1.56 | - | LLL | VVV | - | - | - | - | Ktzms | Iqhnw | - | 20-22 | 17 | 0.41% | 0.417% | 75.61129 |
Tranche Comments P: First Pay: 2020-12-21; Registration: Dcqihacpcn;
T: First Pay: 2020-12-21; Registration: Aqjvgfqcqg;
I: First Pay: 2020-12-21; Registration: Fazbvcalar; |
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