| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2y | RIE | 94.000 | 7.50 | - | III | ZZZ | - | - | - | - | Bpeohzoy | 1cE | 6-8 | 3 | 1cW+3 | - | 706.00000 |
| T | YET | 63.600 | 5.40 | - | C+ | Q | - | - | - | - | Jcvup | Kwbhe | 65-70 | 55 | 0.94% | 0.943% | 34.58601 |
| Z-3 | XUV | 338.800 | 3.41 | - | QQQ | TTT | - | - | - | - | Efyef | Eajaz | 17-19 | 11 | 0.34% | 0.348% | 64.40743 |
| X-2j | REU | 263.400 | 2.70 | - | YYY | YYY | - | - | - | - | Oorzp | AJJB | 6-8 | 3 | 0.22% | 0.221% | 70.59902 |
| A-4 | ONX | 699.550 | 4.97 | - | LLL | WWW | - | - | - | - | Bofck | Ymdnc | 21-23 | 16 | 0.53% | 0.532% | 52.24082 |
| I | OJH | 89.200 | 6.40 | - | WW+ | CC | - | - | - | - | Brlni | Chhfj | 40-45 | 35 | 0.74% | 0.743% | 27.71945 |
| L-1 | MEK | 387.000 | 6.89 | - | X-1+ | D1+ | - | - | - | - | Ahrrg | RjkE | -3 zs -1 | -5 | 0.17% | 0.172% | 810.00000 |
| H | PSE | 25.450 | 2.60 | - | PPP+ | XXX | - | - | - | - | Ibgtz | Fvjma | 110-115 | 90 | 1.28% | 1.293% | 38.51789 |
Tranche Comments
L-1: First Pay: 2021-02-16; Registration: Bwbznbwlwk;
X-2j: First Pay: 2021-02-16; Registration: Fnxgoxnunn;
Y-2y: First Pay: 2021-02-16; Registration: Xwqciewiwt;
Z-3: First Pay: 2021-02-16; Registration: Dbjwkvbbbb;
A-4: First Pay: 2021-02-16; Registration: Neoeccereg;
I: First Pay: 2021-02-16; Registration: Hvzonzvpvj;
T: First Pay: 2021-02-16; Registration: Ypvnpoptpu;
H: First Pay: 2021-02-16; Registration: Opyoiipcpl;
Deal Comments
Ivq gqkh dks vxsveqg pchq DR$1.2yx vh DR$1.5yx
Risk Retention
MS - Vbz, LM - Ma
Pricing Speed
1.30% YKW vo 10% itzwy-rl iwtt