| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | OSQ | 961.653 | 3.99 | Mnn | - | - | - | CCC | - | - | Irvlw | Pgjic | 55z | 55 | 0.83% | 0.832% | 37.56797 |
| R | ZZK | 59.760 | 8.22 | Ul2 | - | - | - | DD+ | - | - | Zomsv | Fufqp | 105-115 | 90 | 1.37% | 1.383% | 31.42674 |
| W | LJX | 10.537 | 9.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y2 | GLD | 287.800 | 2.87 | Cvv | - | - | - | PPP | - | - | Wptzo | PRIV | 25c | 25 | 0.42% | 0.429% | 38.31587 |
| P | NJC | 95.993 | 3.90 | Ruu3 | - | - | - | III+ | - | - | Fsjyz | Shexr | 155-165 | 135 | 1.93% | 1.941% | 39.66176 |
| G | EKX | 23.938 | 9.10 | Nr2 | - | - | - | MM | - | - | Jzhoe | Bwdny | 340-350 | 300 | 3.56% | 3.593% | 71.54248 |
| F | GEJ | 60.617 | 2.90 | Z3 | - | - | - | O | - | - | - | - | - | - | - | - | Retained |
| C1 | FWL | 593.000 | 8.24 | L-1 | - | - | - | L1+ | - | - | Yigcp | DonO | 8m | 5 | 0.23% | 0.234% | 362.00000 |
| A | CUM | 12.638 | 1.43 | A3 | - | - | - | C+ | - | - | Lspzu | Rfnvy | 120-130 | 100 | 1.54% | 1.552% | 75.72988 |
Tranche Comments
C1: First Pay: 2021-03-22; Registration: 144D/Xtn R;
Y2: First Pay: 2021-03-22; Registration: 144G/Hxn C;
Y3: First Pay: 2021-03-22; Registration: 144T/Jrp J;
R: First Pay: 2021-03-22; Registration: 144Q/Ura E;
A: First Pay: 2021-03-22; Registration: 144F/Khv G;
P: First Pay: 2021-03-22; Registration: 144M/Zhj R;
G: First Pay: 2021-03-22;
F: First Pay: 2021-03-22;
W: First Pay: 2021-03-22;
Pricing Speed
5.0% LCL qd 15% Lddd