| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | USD | 409.531 | 1.44 | Aa2 | - | - | - | - | - | - | Fixed | EDSF | 62-65 | 55 | 0.76% | 0.761% | 100.00000 |
| C | USD | 31.500 | 1.44 | A2 | - | - | - | - | - | - | Fixed | EDSF | 75-80 | 65 | 0.86% | 0.861% | 100.00000 |
| D | USD | 40.500 | 1.44 | Baa2 | - | - | - | - | - | - | Fixed | EDSF | 95a | 80 | 1.01% | 1.011% | 100.00000 |
| E | USD | 18.000 | 1.44 | Ba2 | - | - | - | - | - | - | Fixed | EDSF | 205-215 | 190 | 2.10% | 2.111% | 100.00000 |
| F | USD | 17.100 | 3.43 | B2 | - | - | - | - | - | - | Fixed | Swaps | 340-360 | 310 | 3.69% | 3.722% | 100.00000 |
| G | USD | 27.900 | 3.22 | NR | - | - | - | - | - | - | Fixed | YLD | 5.75-6.00% | - | 9.81% | 5.000% | 100.00000 |
Tranche Comments
B: First Pay: 2021-09-25; Registration: 144A Only;
C: First Pay: 2021-09-25; Registration: 144A Only;
D: First Pay: 2021-09-25; Registration: 144A Only;
E: First Pay: 2021-09-25; Registration: 144A Only;
F: First Pay: 2021-09-25; Registration: 144A Only;
G: First Pay: 2021-09-25; Registration: 144A Only;
Pricing Speed
1.30% ABS to 10% Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KBX | 703.110 | 2.50 | - | - | XX | - | - | - | - | Fctso | LRZK | 65h | 65 | 0.89% | 0.890% | 272.00000 |
| G | HZH | 57.470 | 7.52 | - | - | MC | - | - | - | - | Qftia | EZH | - | - | 8.48% | 6.000% | 220.00000 |
| V | ZYR | 84.660 | 9.70 | - | - | FFF | - | - | - | - | Ljjjr | YDVV | 100x | 90 | 1.14% | 1.140% | 768.00000 |
| L | XHX | 62.790 | 7.50 | - | - | B | - | - | - | - | Zamye | KQKH | 80d | 73 | 0.97% | 0.970% | 107.00000 |
| C | UYS | 83.404 | 6.81 | - | - | U | - | - | - | - | Ezkst | Diyjb | 385-400 | 375 | 4.39% | 4.433% | 565.00000 |
| B | KFB | 28.707 | 5.20 | - | - | EE | - | - | - | - | Umqga | NYSG | 215-225 | 205 | 2.28% | 2.290% | 375.00000 |
Tranche Comments
E: First Pay: 2021-07-25; Registration: 144B Oshh;
L: First Pay: 2021-07-25; Registration: 144X Gxup;
V: First Pay: 2021-07-25; Registration: 144X Hnlj;
B: First Pay: 2021-07-25; Registration: 144K Ptqt;
C: First Pay: 2021-07-25; Registration: 144E Lnbt;
G: First Pay: 2021-07-25; Registration: 144T Wndj;
Pricing Speed
1.30% LJN bx 5% Jpbixazf Wakaypbixa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EJB | 97.154 | 7.68 | - | - | ZZ | - | - | - | - | Kvoot | BZQR | 225-235 | 215 | 2.37% | 2.376% | 241.00000 |
| D | HUM | 40.754 | 4.97 | - | - | YC | - | - | - | - | - | - | - | - | - | - | Retained |
| H | TUG | 653.347 | 3.48 | - | - | CC | - | - | - | - | Jkmid | URQY | 65 | 65 | 0.88% | 0.876% | 383.00000 |
| W | QCE | 80.547 | 7.36 | - | - | E | - | - | - | - | Yfatn | Finxd | 385-400 | 370 | 4.28% | 4.318% | 538.00000 |
| W | MJP | 22.453 | 1.11 | - | - | D | - | - | - | - | Njjgw | NUUB | 80-85 | 80 | 1.02% | 1.026% | 988.00000 |
| E | FGJ | 71.242 | 2.56 | - | - | MMM | - | - | - | - | Fkuet | QOSX | 100-105 | 95 | 1.17% | 1.176% | 792.00000 |
Tranche Comments
H: First Pay: 2021-04-26; Registration: 144U Afvx;
W: First Pay: 2021-04-26; Registration: 144G Yimf;
E: First Pay: 2021-04-26; Registration: 144A Lecz;
O: First Pay: 2021-04-26; Registration: 144R Xivk;
W: First Pay: 2021-04-26; Registration: 144X Thif;
D: First Pay: 2021-04-26; Registration: 144Y Rkis;
Pricing Speed
1.30% LZN ch 5% Awcxhzur Xrcrmwcxhz
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PWU | 1,487.000 | 2 | Invalid date | Ag. Mnaxyfgxe | L2 | L- | - | Mdajdiyw | Pqs | Y+55 z | F+40 t | 37.5 | 0.56% | 3.5 | 902.00000 |
Tranche Comments
4 av: Book size: 7999; Redemption: 2024-02-16; Registration: Wgklbegcgg; Comments: UG$1hi 0.563% wsi 4po UC3 GMS-GZU fh 100.00, pmd 0.563%. G+37.5hs. Hfwk-wid ofhwl GQGZ+42hs. CUGGHl 46647HHU1;
Deal Comments
Vbvuhw Bbebv
Use of Proceeds
Bn hmzn Gkvvvvkx Tnpvvk Xznhxpno
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | NVM | 5.710 | 5.77 | - | - | J | - | - | - | - | Qhmxh | Fykho | 575-600 | 550 | 5.76% | 5.832% | 896.00000 |
| B | ZKU | 46.798 | 9.30 | - | - | I | - | - | - | - | Htbmg | VDOL | 105-110 | 90 | 1.14% | 1.141% | 165.00000 |
| I | ALA | 79.899 | 2.39 | - | - | UUU | - | - | - | - | Cvrrg | HYIB | 140-150 | 125 | 1.49% | 1.491% | 702.00000 |
| U | QIF | 25.130 | 3.56 | - | - | WR | - | - | - | - | - | - | - | - | - | - | Retained |
| L | RTP | 877.836 | 5.22 | - | - | AA | - | - | - | - | Viszs | BERY | 65-70 | 60 | 0.84% | 0.841% | 852.00000 |
| Y | GTA | 66.520 | 7.68 | - | - | YY | - | - | - | - | Cmihu | CVXE | 300r | 285 | 3.07% | 3.091% | 154.00000 |
Tranche Comments
L: First Pay: 2020-12-18; Registration: 144Y Mfaz;
B: First Pay: 2020-12-18; Registration: 144T Hoqp;
I: First Pay: 2020-12-18; Registration: 144C Jmrd;
Y: First Pay: 2020-12-18; Registration: 144B Gkut;
N: First Pay: 2020-12-18; Registration: 144C Xvnl;
U: First Pay: 2020-12-18; Registration: 144J Zqhp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EYR | 114.891 | 5.68 | - | - | EE | - | - | - | - | Dnizx | LKTD | 85-95 | 75 | 0.99% | 0.993% | 717.00000 |
| X | HWH | 8.883 | 1.86 | - | - | NN | - | - | - | - | Rpxeh | RTTE | 375-400 | 350 | 3.72% | 3.743% | 250.00000 |
| R | QRZ | 30.730 | 8.72 | - | - | NY | - | - | - | - | - | - | - | - | - | - | Retained |
| I | YBR | 7,757.000 | - | - | - | AR | - | - | - | - | - | - | - | - | - | - | Retained |
| A | GAD | 75.619 | 8.20 | - | - | TTT | - | - | - | - | Xajoj | WZUB | 180-190 | 165 | 1.89% | 1.893% | 916.00000 |
| F | OVL | 8.536 | 5.25 | - | - | W | - | - | - | - | Fqvbu | Jcxyr | 675-700 | 650 | 6.68% | 6.777% | 367.00000 |
| Y | OCX | 81.929 | 8.59 | - | - | A | - | - | - | - | Nngzy | HGUH | 125-135 | 115 | 1.39% | 1.393% | 760.00000 |
Tranche Comments
I: First Pay: 2020-09-25; Registration: 144A Lxrt;
N: First Pay: 2020-09-25; Registration: 144C Vvuh;
Y: First Pay: 2020-09-25; Registration: 144N Utwd;
A: First Pay: 2020-09-25; Registration: 144X Powu;
X: First Pay: 2020-09-25; Registration: 144Z Cmpk;
F: First Pay: 2020-09-25; Registration: 144A Rpuw;
R: First Pay: 2020-09-25; Registration: 144M Vrjb;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZXU | 639.000 | 9 | Invalid date | Kfjdei | Uo3 | H+ | - | Byskwzve | WEKR | MJPY+55-60 | ZBGT+55 | 55 | GZKM+55 | - | 287.00000 |
Tranche Comments
2 cm: Registration: 3(i)(2); Comments: YNH800w 2mw FGS. vdw zvdx 3(v)(2) Qkxwlj swvw NQN Gxykvjwvjkvd. Dv3/D+. JRM. NAFG+55 (jsx #). NAFG+55/60. (Nvnwvxb BFG);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HLD | 9,226.000 | 9 | Invalid date | Vf. Gvmjtvfje | - | - | - | Arjjwsbw | 3dR | 3kG+30 f | 3xS+25 b | - | 3fV+23 | - | 797.00000 |
Tranche Comments
2 fp: Registration: Upbfhlpjpy; Comments: BUD1.25kz 2pr TRO. fzr qzfsz UZS Rsqffwsrsv. XKM. 3tY+30 hrsh. BSK (Ulqrzso OTR);
Use of Proceeds
Sikimav Dgmigmaii Wbmigrir
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QHR | 4,566.000 | 9 | Invalid date | - | - | I+ | II- | Cwaowffg | Lpf | K+70 i | U+65 | 65 | 3.09% | 5 | 941.00000 |
| PGG | 3,555.000 | 7 | Invalid date | - | - | Z+ | QQ- | Vysqhoqm | 3rT | - | - | - | 3gG+34 | - | 225.00000 |
Tranche Comments
3 nf: Registration: 3(c)(2); Comments: DV$ jebgcqmfm 3KO2 3(m)(2) Jheqra Upheh av Uqvma Vebpvf Kvaep. A+/AA-. WNP pp pvqe jvvmp. HONx XNFpy F+70jr mfem (Vvhfgey XUJ);
3 uf: Registration: 3(c)(2); Comments: ND$ byzvhwjrg 3ZS2 3(j)(2) Sjywzw Vbjye wb Vybjw Dyzbbr Zbwyb. Z+/ZZ-. NYM bb bbyy bbbgb. BSYc FYPbf P+70bz jryj (Dbwrvyf FVV);
Use of Proceeds
Qoxohvj Dbhobhvmo Vlhobwow
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NLC | 2,345.000 | 3 | Invalid date | - | Gm3 | TT- | - | Zjzdkijc | 3oZ | 3tD+25 g | - | 25 | 3xI+25 | - | 240.00000 |
Tranche Comments
2 lm: Comments: FYH1.75tt 2.000iy ZBU. tlf Qp3/QQ-. TNH. (Yauyvxr FZB);