| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 125.475 | 4.65 | Aaa | AA+ | - | - | - | - | - | Fixed | Swaps | 125a | 120 | 1.55% | 1.564% | 99.96047 |
| A-1B | USD | 125.475 | 4.65 | Aaa | AA+ | - | - | - | - | - | Floating | 1mL | 125a | 120 | 1mL+120 | - | 100.00000 |
| B | USD | 6.600 | 11.11 | Aaa | A | - | - | - | - | - | Floating | 1mL | - | 215 | 1mL+215 | - | 98.50781 |
Tranche Comments
A-1A: First Pay: 2020-12-28; Registration: Registered;
A-1B: First Pay: 2020-12-28; Registration: Registered;
B: First Pay: 2020-12-28; Registration: Registered;
Risk Retention
US - Yes, EU - No
Pricing Speed
100% PPC to 10% clean up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KAK | 906.350 | 9.96 | - | ZZ+ | OOO | - | - | - | - | Jdfxhzid | 1gO | - | - | 1aC+50 | - | 680.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | VLZ | 472.000 | 4.90 | - | FF+ | AAA | - | - | - | - | Mvcsc | - | - | - | 3bQ+50 | - | 95.69205 |
| C3 | ZSY | 583.830 | 28.15 | - | EE+ | OOO | - | - | - | - | Naaka | - | - | - | 3jO+85 | - | 98.64688 |
| A2 | LNK | 397.000 | 3.50 | - | LL+ | YYY | - | - | - | - | Lcqxj | - | - | - | 3rW+85 | - | 21.31911 |
Tranche Comments
I1: Registration: Fzwuhb;
A2: Registration: Jhvlbt;
C3: Registration: Qyojpd;