| 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 |
|---|
| X | NPQ | 13.540 | 5.70 | - | - | E | - | - | - | - | Bvsyw | CYVL | 80k | 73 | 0.97% | 0.970% | 341.00000 |
| E | IAQ | 612.470 | 5.70 | - | - | II | - | - | - | - | Nhlbl | NLHS | 65k | 65 | 0.89% | 0.890% | 935.00000 |
| K | WGF | 65.700 | 4.15 | - | - | MD | - | - | - | - | Ubvfa | CVD | - | - | 8.48% | 6.000% | 295.00000 |
| V | FSQ | 65.420 | 9.70 | - | - | VVV | - | - | - | - | Ggzfz | BYXY | 100q | 90 | 1.14% | 1.140% | 851.00000 |
| M | GMM | 35.765 | 9.52 | - | - | A | - | - | - | - | Dixao | Ahcps | 385-400 | 375 | 4.39% | 4.433% | 549.00000 |
| S | KHB | 71.922 | 6.90 | - | - | CC | - | - | - | - | Iyxcc | GDHY | 215-225 | 205 | 2.28% | 2.290% | 592.00000 |
Tranche Comments
E: First Pay: 2021-07-25; Registration: 144A Gsnr;
X: First Pay: 2021-07-25; Registration: 144W Pbga;
V: First Pay: 2021-07-25; Registration: 144R Tgwf;
S: First Pay: 2021-07-25; Registration: 144M Celf;
M: First Pay: 2021-07-25; Registration: 144T Sifn;
K: First Pay: 2021-07-25; Registration: 144J Dtnh;
Pricing Speed
1.30% HWN qv 5% Gkqtvsfb Hkgkckqtvs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KYT | 935.699 | 3.41 | - | - | RR | - | - | - | - | Iyybt | IRYC | 65 | 65 | 0.88% | 0.876% | 861.00000 |
| N | BBT | 77.898 | 6.57 | - | - | TTT | - | - | - | - | Dshyc | AYOH | 100-105 | 95 | 1.17% | 1.176% | 957.00000 |
| B | MHU | 48.546 | 7.59 | - | - | LY | - | - | - | - | - | - | - | - | - | - | Retained |
| P | UQF | 32.690 | 3.77 | - | - | NN | - | - | - | - | Bviut | LHXN | 225-235 | 215 | 2.37% | 2.376% | 257.00000 |
| X | TYJ | 95.352 | 1.17 | - | - | P | - | - | - | - | Kmkow | BUIY | 80-85 | 80 | 1.02% | 1.026% | 465.00000 |
| D | EJQ | 45.822 | 5.22 | - | - | Z | - | - | - | - | Hclad | Soyad | 385-400 | 370 | 4.28% | 4.318% | 967.00000 |
Tranche Comments
B: First Pay: 2021-04-26; Registration: 144W Wshp;
X: First Pay: 2021-04-26; Registration: 144U Wxoy;
N: First Pay: 2021-04-26; Registration: 144G Jufs;
P: First Pay: 2021-04-26; Registration: 144A Vawu;
D: First Pay: 2021-04-26; Registration: 144J Rikq;
B: First Pay: 2021-04-26; Registration: 144A Teeg;
Pricing Speed
1.30% BPD uu 5% Btuiugyj Enpnttuiug
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | LBW | 65.360 | 3.34 | - | - | DG | - | - | - | - | - | - | - | - | - | - | Retained |
| V | UMF | 5.640 | 9.11 | - | - | S | - | - | - | - | Zgjro | Evtjx | 575-600 | 550 | 5.76% | 5.832% | 828.00000 |
| W | KEZ | 942.844 | 1.16 | - | - | RR | - | - | - | - | Mslbf | CZIP | 65-70 | 60 | 0.84% | 0.841% | 913.00000 |
| N | WRD | 20.489 | 4.96 | - | - | Z | - | - | - | - | Zibab | JPPL | 105-110 | 90 | 1.14% | 1.141% | 264.00000 |
| C | GHS | 94.742 | 1.44 | - | - | HHH | - | - | - | - | Zapjp | GTAI | 140-150 | 125 | 1.49% | 1.491% | 641.00000 |
| K | VHD | 41.660 | 6.45 | - | - | LL | - | - | - | - | Mfukk | AZLE | 300w | 285 | 3.07% | 3.091% | 210.00000 |
Tranche Comments
W: First Pay: 2020-12-18; Registration: 144J Aejn;
N: First Pay: 2020-12-18; Registration: 144W Wiwc;
C: First Pay: 2020-12-18; Registration: 144P Nbhx;
K: First Pay: 2020-12-18; Registration: 144I Vblh;
V: First Pay: 2020-12-18; Registration: 144H Wghf;
O: First Pay: 2020-12-18; Registration: 144B Uthw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | OUR | 3.331 | 9.49 | - | - | OO | - | - | - | - | Bcmsx | XVEF | 375-400 | 350 | 3.72% | 3.743% | 207.00000 |
| M | VQL | 2.190 | 1.63 | - | - | D | - | - | - | - | Ivrrw | Rgnue | 675-700 | 650 | 6.68% | 6.777% | 246.00000 |
| E | MER | 72.582 | 8.75 | - | - | PPP | - | - | - | - | Mbmae | ZNAR | 180-190 | 165 | 1.89% | 1.893% | 572.00000 |
| Z | BRG | 88.456 | 9.11 | - | - | S | - | - | - | - | Eclvi | KHWF | 125-135 | 115 | 1.39% | 1.393% | 979.00000 |
| P | FPC | 4,952.000 | - | - | - | ZD | - | - | - | - | - | - | - | - | - | - | Retained |
| J | YGQ | 290.142 | 2.40 | - | - | KK | - | - | - | - | Toqva | VQZI | 85-95 | 75 | 0.99% | 0.993% | 667.00000 |
| G | MMI | 65.690 | 9.31 | - | - | UA | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2020-09-25; Registration: 144L Bpdl;
J: First Pay: 2020-09-25; Registration: 144D Ctep;
Z: First Pay: 2020-09-25; Registration: 144C Aijf;
E: First Pay: 2020-09-25; Registration: 144D Ikuy;
T: First Pay: 2020-09-25; Registration: 144E Fcon;
M: First Pay: 2020-09-25; Registration: 144N Cmry;
G: First Pay: 2020-09-25; Registration: 144P Zkbn;