| 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 | PKX | 64.500 | 77.47 | - | GW | VVV | - | - | - | - | Jpzffysu | 1zN | 150 | 225 | 1qV+150 | - | 26.26200 |
| T | BSP | 346.600 | 8.81 | - | BB+ | TTT | - | - | - | - | Hxwaaaza | 1sN | 75 | 87 | 1pJ+75 | - | 11.43393 |
Tranche Comments
T: Registration: Znylfw;
N: Registration: Dnsztb;
Pricing Speed
100% WWK km Tqkecdky
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NET | 637.100 | 8.81 | - | UU+ | QQQ | - | - | - | - | Ufberlim | 1mV | - | 95 | 1.28% | - | 35.95747 |
| O | PPM | 46.140 | 26.72 | - | HW | PP | - | - | - | - | Zfyxyimn | 1sX | - | 260 | 2.03% | - | 56.14053 |
Tranche Comments
X: Registration: Skwzzn;
O: Registration: Zjbwjt;
Pricing Speed
100% TTK lt Yglqptlu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ZOJ | 63.380 | 81.28 | - | YS | U | - | - | - | - | Hfkdyixv | 1gP | - | 150 | 1yS+150 | 1jZ+150 | 29.38946 |
| W | UGI | 769.920 | 9.73 | - | CC+ | NNN | - | - | - | - | Gjurvtcv | 1mZ | - | 60 | 1iD+60 | 1nS+60 | 15.49987 |
Tranche Comments
W: Registration: Uruszm; Comments: 100% MMM kf bzkgxfks;
I: Registration: Oaklqw; Comments: 100% NNV nx vdndewnq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KJW | 545.000 | 1.46 | - | NN+ | EEE | - | - | - | - | Nukdpfcc | 1rA | - | 55 | 1oF+55 | 1yV+55 | - |
Tranche Comments
N: Registration: Buykzc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WMI | 560.500 | 5.51 | - | PP+ | XXX | - | - | - | - | Mvuarqbe | 1uE | - | - | 1rP+75 | - | 984.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | CTX | 886.000 | 8.00 | Oll | UUU | - | - | - | - | - | Pkhqi | - | - | - | 3dQ+50 | - | 33.70864 |
| K2 | IJU | 205.000 | 4.00 | Tww | UUU | - | - | - | - | - | Mnrhv | - | - | - | 3kS+85 | - | 36.76221 |
| L3 | GYL | 95.000 | 1.10 | Hxx | EEE | - | - | - | - | - | Oaurq | - | - | - | 3bY+85 | - | 59.29036 |
Tranche Comments
N1: Registration: Dynlzq;
K2: Registration: Ljjpko;
L3: Registration: Orpsov;