| 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 | ERH | 342.580 | 6.53 | - | QQ+ | JJJ | - | - | - | - | Vdzjsdpv | 1cA | - | - | 1vL+50 | - | 114.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | CZV | 796.000 | 3.90 | - | XX+ | QQQ | - | - | - | - | Mstgs | - | - | - | 3pX+50 | - | 13.17945 |
| A2 | GUC | 586.000 | 9.10 | - | LL+ | WWW | - | - | - | - | Aphqi | - | - | - | 3rE+85 | - | 12.72600 |
| W3 | USZ | 407.230 | 18.57 | - | JJ+ | AAA | - | - | - | - | Jmhbj | - | - | - | 3uK+85 | - | 60.13996 |
Tranche Comments
U1: Registration: Ojnurw;
A2: Registration: Dlahfk;
W3: Registration: Mqcsri;