| 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 |
|---|
| E | JFY | 381.600 | 2.57 | - | GG+ | CCC | - | - | - | - | Wlcukrpq | 1oN | - | - | 1mC+50 | - | 802.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | EXH | 765.000 | 9.30 | - | OO+ | SSS | - | - | - | - | Yawtz | - | - | - | 3zN+50 | - | 79.10848 |
| N2 | GIS | 164.000 | 6.30 | - | JJ+ | XXX | - | - | - | - | Utfjo | - | - | - | 3fP+85 | - | 84.91536 |
| C3 | MTQ | 525.240 | 88.77 | - | YY+ | XXX | - | - | - | - | Jamre | - | - | - | 3jW+85 | - | 83.72398 |
Tranche Comments
P1: Registration: Mrhlfi;
N2: Registration: Lksixu;
C3: Registration: Giutbj;