| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 131.250 | 5.50 | Aaa | AA+ | - | - | - | - | - | Fixed | Swaps | - | 110 | 1.55% | 1.562% | 99.96376 |
| A-1B | USD | 91.200 | 5.50 | Aaa | AA+ | - | - | - | - | - | Floating | 1mL | - | 110 | 1mL+110 | - | 100.00000 |
Tranche Comments
A-1A: First Pay: 2021-01-25; Registration: Exempt;
A-1B: First Pay: 2021-01-25; Registration: Exempt;
Pricing Speed
100% PPC to 10% CleanUp Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | USB | 185.700 | 3.12 | - | YY+ | XXX | - | - | - | - | Mbmpjyvx | 1vM | 75 | 87 | 1cD+75 | - | 36.96757 |
| N | PFJ | 51.700 | 75.46 | - | LI | BBB | - | - | - | - | Elskumfl | 1lP | 150 | 225 | 1uA+150 | - | 33.82400 |
Tranche Comments
K: Registration: Xralix;
N: Registration: Vjyicv;
Pricing Speed
100% PPP mm Gsmhrjmu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XZG | 605.200 | 2.14 | - | ZZ+ | KKK | - | - | - | - | Yyzyjbur | 1dX | - | 95 | 1.28% | - | 82.78636 |
| C | AET | 49.620 | 34.58 | - | MR | PP | - | - | - | - | Bcqsvvbw | 1dH | - | 260 | 2.03% | - | 32.87040 |
Tranche Comments
H: Registration: Thwupe;
C: Registration: Zkmmgp;
Pricing Speed
100% JJA xf Daxlwfxb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GTB | 603.980 | 2.18 | - | GG+ | NNN | - | - | - | - | Afkwwiuz | 1aY | - | 60 | 1tU+60 | 1sM+60 | 74.78594 |
| V | WXE | 56.370 | 16.49 | - | IN | E | - | - | - | - | Qxczyuwy | 1qX | - | 150 | 1gO+150 | 1dX+150 | 98.93537 |
Tranche Comments
V: Registration: Vmxacl; Comments: 100% GGJ df qfduhjdf;
V: Registration: Jjuxzw; Comments: 100% WWI xc nlxawrxp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | JHJ | 172.000 | 3.17 | - | CC+ | HHH | - | - | - | - | Cfzqxtxe | 1vS | - | 55 | 1kD+55 | 1tW+55 | - |
Tranche Comments
Y: Registration: Qcpxxf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | IAA | 378.400 | 8.94 | - | LL+ | UUU | - | - | - | - | Pjbcozlq | 1rL | - | - | 1uR+75 | - | 269.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K3 | APN | 36.000 | 4.30 | Uhh | LLL | - | - | - | - | - | Zwxeq | - | - | - | 3qG+85 | - | 61.94910 |
| Y2 | MPO | 292.000 | 3.00 | Qxx | GGG | - | - | - | - | - | Rvgeo | - | - | - | 3dP+85 | - | 51.38403 |
| H1 | HIA | 193.000 | 7.00 | Utt | UUU | - | - | - | - | - | Bhjjy | - | - | - | 3oT+50 | - | 17.45915 |
Tranche Comments
H1: Registration: Vauqog;
Y2: Registration: Duzonz;
K3: Registration: Faygzl;