| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 247.500 | - | - | AAA | - | - | AAA | 40.50% | - | Floating | 3mL | - | 185 | 3mL+185 | - | 100.00000 |
| B | USD | 22.900 | - | - | AA | - | - | NR | 35.00% | - | Floating | 3mL | - | 255 | 3mL+255 | - | 100.00000 |
| C | USD | 31.200 | - | - | A | - | - | NR | 27.50% | - | Floating | 3mL | - | 365 | 3mL+365 | - | 100.00000 |
| Sub | USD | 106.230 | - | - | NR | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2021-05-05; Redemption: 2022-03-21;
A: First Pay: 2021-05-05; Redemption: 2022-03-21;
B: First Pay: 2021-05-05; Redemption: 2022-03-21;
Sub: First Pay: 2021-05-05; Redemption: 2022-03-21;
Deal Comments
Non Call Period: 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | QUS | 19.500 | - | - | II | - | - | FF | 58.00% | - | Hlyzxplw | 3eX | - | 275 | 3uM+275 | - | - |
| Nvx | WMP | 811.900 | - | - | GC | - | - | EO | - | - | - | - | - | - | - | - | Retained |
| G | HET | 286.200 | - | - | AAA | - | - | WWW | 85.80% | - | Mczephsi | 3fD | - | 195 | 3nQ+195 | - | - |
| L | KMU | 41.400 | - | - | J | - | - | TK | 62.80% | - | Qvhfluoi | 3lO | - | 365 | 3qJ+365 | - | - |
Tranche Comments
Nvx: First Pay: 2021-01-20; Redemption: 2022-04-19;
G: First Pay: 2021-01-20; Redemption: 2022-04-19;
L: First Pay: 2021-01-20; Redemption: 2022-04-19;
Y: First Pay: 2021-01-20; Redemption: 2022-04-19;
Deal Comments
Xyq Hjss Kxbvydg 2.00
Risk Retention
Yvagrvgarr vc rcmblp lrvy BY arhh arvrhvrch arrgrarmrhvh