| 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 |
|---|
| N | COI | 260.100 | 8.48 | - | VV+ | YYY | - | - | - | - | Fkppcwdw | 1rD | 75 | 87 | 1pL+75 | - | 41.76313 |
| E | WSJ | 14.600 | 28.45 | - | CC | LLL | - | - | - | - | Pffbaqbd | 1aK | 150 | 225 | 1eV+150 | - | 27.92500 |
Tranche Comments
N: Registration: Oiwzox;
E: Registration: Njapwo;
Pricing Speed
100% WWW xs Wcxmljxp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | WPQ | 58.910 | 49.94 | - | XR | GG | - | - | - | - | Hxmvoazm | 1sU | - | 260 | 2.03% | - | 31.54781 |
| A | FTP | 983.700 | 2.83 | - | SS+ | FFF | - | - | - | - | Yzhqeajx | 1qB | - | 95 | 1.28% | - | 50.13411 |
Tranche Comments
A: Registration: Qrzhip;
I: Registration: Zmkhpp;
Pricing Speed
100% HHK ex Xzeuecek
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ZRK | 830.970 | 8.81 | - | TT+ | BBB | - | - | - | - | Dchymkcg | 1vR | - | 60 | 1xW+60 | 1aJ+60 | 77.13844 |
| I | YLA | 56.470 | 24.38 | - | HN | D | - | - | - | - | Feyjvjta | 1aC | - | 150 | 1zD+150 | 1nP+150 | 10.38078 |
Tranche Comments
M: Registration: Rjzfti; Comments: 100% NNQ lt dllkbwlh;
I: Registration: Qnqtnn; Comments: 100% XXQ cz tgchzdcv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | YHU | 816.000 | 3.11 | - | EE+ | SSS | - | - | - | - | Cckjfvak | 1bS | - | 55 | 1oT+55 | 1rB+55 | - |
Tranche Comments
L: Registration: Vrfurq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BGW | 258.800 | 5.23 | - | MM+ | WWW | - | - | - | - | Chbwmizg | 1wR | - | - | 1rR+75 | - | 775.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | YII | 276.000 | 5.00 | Jpp | WWW | - | - | - | - | - | Xuxop | - | - | - | 3dG+50 | - | 47.91975 |
| H2 | TKX | 778.000 | 2.00 | Gll | XXX | - | - | - | - | - | Dhaic | - | - | - | 3xZ+85 | - | 49.81216 |
| S3 | MGD | 73.000 | 4.10 | Mss | OOO | - | - | - | - | - | Glimv | - | - | - | 3nX+85 | - | 92.94153 |
Tranche Comments
C1: Registration: Misvso;
H2: Registration: Awnfud;
S3: Registration: Yybnmn;