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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 |
|---|
| B | RIR | 22.600 | 20.87 | - | ME | JJJ | - | - | - | - | Ldwlbrkg | 1gU | 150 | 225 | 1wX+150 | - | 69.52400 |
| H | ZAQ | 547.100 | 3.14 | - | KK+ | ZZZ | - | - | - | - | Hcyjvzts | 1zO | 75 | 87 | 1eQ+75 | - | 54.41780 |
Tranche Comments
H: Registration: Fkvhym;
B: Registration: Oarjxu;
Pricing Speed
100% BBW gt Ycgjolgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YJI | 48.710 | 22.48 | - | TO | MM | - | - | - | - | Mrewmdsu | 1uU | - | 260 | 2.03% | - | 23.44924 |
| D | OBX | 418.700 | 8.33 | - | QQ+ | NNN | - | - | - | - | Tlpbdkie | 1nK | - | 95 | 1.28% | - | 48.83638 |
Tranche Comments
D: Registration: Yhlayj;
J: Registration: Omrzzf;
Pricing Speed
100% XXU ve Uavbzuvf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | UPZ | 37.230 | 18.21 | - | ON | L | - | - | - | - | Rqhltxdr | 1tA | - | 150 | 1sV+150 | 1sD+150 | 79.38221 |
| T | JIM | 253.480 | 4.29 | - | XX+ | BBB | - | - | - | - | Jcmyovah | 1xM | - | 60 | 1qC+60 | 1pL+60 | 11.42141 |
Tranche Comments
T: Registration: Aqysmk; Comments: 100% MMS hn jthvahhd;
N: Registration: Nyliny; Comments: 100% MMC ze ldzabbzy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | LOD | 861.000 | 6.77 | - | OO+ | YYY | - | - | - | - | Glbvkioc | 1zI | - | 55 | 1cH+55 | 1mR+55 | - |
Tranche Comments
T: Registration: Hbzupd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | TSV | 564.300 | 1.93 | - | WW+ | JJJ | - | - | - | - | Vkcxqlqz | 1rL | - | - | 1tE+75 | - | 621.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | ING | 436.000 | 5.00 | Rxx | AAA | - | - | - | - | - | Tsqrh | - | - | - | 3aL+50 | - | 45.23331 |
| W3 | IYF | 17.000 | 3.50 | Gpp | UUU | - | - | - | - | - | Buvxc | - | - | - | 3eB+85 | - | 17.82765 |
| S2 | LJL | 708.000 | 5.00 | Rgg | III | - | - | - | - | - | Zzbwu | - | - | - | 3aI+85 | - | 74.49886 |
Tranche Comments
A1: Registration: Txcheb;
S2: Registration: Ckhmgp;
W3: Registration: Eapwig;