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| 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 |
|---|
| T | JIO | 33.400 | 58.95 | - | US | SSS | - | - | - | - | Pejchizi | 1iL | 150 | 225 | 1iY+150 | - | 25.65300 |
| H | YTI | 506.400 | 7.55 | - | ZZ+ | MMM | - | - | - | - | Kybsudzr | 1lT | 75 | 87 | 1gJ+75 | - | 88.12642 |
Tranche Comments
H: Registration: Jcqbkb;
T: Registration: Lngjjt;
Pricing Speed
100% WWL tz Ydtamxts
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | UPK | 860.200 | 2.18 | - | VV+ | GGG | - | - | - | - | Fksdvvzd | 1lJ | - | 95 | 1.28% | - | 82.25719 |
| H | RTJ | 32.420 | 21.25 | - | CJ | MM | - | - | - | - | Tmbywehe | 1bH | - | 260 | 2.03% | - | 31.17862 |
Tranche Comments
W: Registration: Rvqsig;
H: Registration: Ixngin;
Pricing Speed
100% FFG zn Nmzgkjzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PFE | 303.130 | 6.72 | - | KK+ | DDD | - | - | - | - | Ojobjywi | 1rR | - | 60 | 1eD+60 | 1tT+60 | 68.14072 |
| P | FAT | 22.830 | 59.92 | - | HX | V | - | - | - | - | Zbsvunrn | 1lN | - | 150 | 1xN+150 | 1pB+150 | 48.29435 |
Tranche Comments
L: Registration: Zpwsfs; Comments: 100% AAP ph mvpnezpi;
P: Registration: Ckvftc; Comments: 100% RRX lk vflgnrlw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XXM | 794.000 | 5.19 | - | YY+ | DDD | - | - | - | - | Smvyehhd | 1iQ | - | 55 | 1dK+55 | 1bM+55 | - |
Tranche Comments
X: Registration: Murpcg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FUC | 905.800 | 7.55 | - | SS+ | DDD | - | - | - | - | Jfjpphpr | 1tV | - | - | 1aV+75 | - | 814.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | VON | 358.000 | 6.00 | Mss | VVV | - | - | - | - | - | Bibok | - | - | - | 3hC+85 | - | 14.84526 |
| A1 | WWG | 616.000 | 6.00 | Iyy | KKK | - | - | - | - | - | Xogoy | - | - | - | 3zX+50 | - | 48.68605 |
| E3 | WCX | 72.000 | 9.30 | Cii | AAA | - | - | - | - | - | Ptmqu | - | - | - | 3kZ+85 | - | 84.73827 |
Tranche Comments
A1: Registration: Lgcbai;
Y2: Registration: Dqfyhj;
E3: Registration: Flbuih;