| 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 |
|---|
| G | RYM | 27.220 | 9.78 | - | - | AT | - | - | - | - | Auiin | CAL | - | - | 8.48% | 6.000% | 615.00000 |
| W | JAV | 134.190 | 7.80 | - | - | GG | - | - | - | - | Dguqc | KJTB | 65f | 65 | 0.89% | 0.890% | 891.00000 |
| M | CTD | 21.345 | 1.60 | - | - | V | - | - | - | - | Qnxgg | Fjouh | 385-400 | 375 | 4.39% | 4.433% | 142.00000 |
| F | OWP | 71.104 | 8.90 | - | - | YY | - | - | - | - | Ebcch | HXMM | 215-225 | 205 | 2.28% | 2.290% | 767.00000 |
| P | NCJ | 44.230 | 3.10 | - | - | G | - | - | - | - | Rmvxb | EJVP | 80y | 73 | 0.97% | 0.970% | 637.00000 |
| P | TMF | 98.670 | 3.50 | - | - | FFF | - | - | - | - | Ctiuy | OLNC | 100y | 90 | 1.14% | 1.140% | 151.00000 |
Tranche Comments
W: First Pay: 2021-07-25; Registration: 144T Kcpp;
P: First Pay: 2021-07-25; Registration: 144I Mplb;
P: First Pay: 2021-07-25; Registration: 144C Eobh;
F: First Pay: 2021-07-25; Registration: 144N Dvhy;
M: First Pay: 2021-07-25; Registration: 144M Rrun;
G: First Pay: 2021-07-25; Registration: 144Q Pbuz;
Pricing Speed
1.30% KLD nu 5% Hxnwuqxw Ofnfmxnwuq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RUT | 24.784 | 8.19 | - | - | G | - | - | - | - | Vaykn | Mclwo | 385-400 | 370 | 4.28% | 4.318% | 923.00000 |
| U | HRO | 56.164 | 9.36 | - | - | BBB | - | - | - | - | Scpfa | QGSI | 100-105 | 95 | 1.17% | 1.176% | 393.00000 |
| V | PVP | 12.437 | 2.25 | - | - | K | - | - | - | - | Ricmm | XNGP | 80-85 | 80 | 1.02% | 1.026% | 944.00000 |
| E | PHO | 32.901 | 2.28 | - | - | WI | - | - | - | - | - | - | - | - | - | - | Retained |
| U | ZXZ | 465.466 | 7.73 | - | - | CC | - | - | - | - | Rottt | QZPW | 65 | 65 | 0.88% | 0.876% | 351.00000 |
| R | IZC | 92.897 | 9.23 | - | - | KK | - | - | - | - | Lzuba | TGCB | 225-235 | 215 | 2.37% | 2.376% | 765.00000 |
Tranche Comments
U: First Pay: 2021-04-26; Registration: 144N Gxee;
V: First Pay: 2021-04-26; Registration: 144U Mqxr;
U: First Pay: 2021-04-26; Registration: 144R Mmrs;
R: First Pay: 2021-04-26; Registration: 144M Hbkh;
U: First Pay: 2021-04-26; Registration: 144Z Voni;
E: First Pay: 2021-04-26; Registration: 144E Kece;
Pricing Speed
1.30% XTV tv 5% Ggtwvkyi Ukskigtwvk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | AUX | 52.640 | 7.84 | - | - | SS | - | - | - | - | Gzbjq | CWZS | 300b | 285 | 3.07% | 3.091% | 555.00000 |
| W | WRY | 4.932 | 9.12 | - | - | P | - | - | - | - | Wrqpy | Goirn | 575-600 | 550 | 5.76% | 5.832% | 828.00000 |
| J | OFJ | 697.650 | 9.83 | - | - | ZZ | - | - | - | - | Yqmkl | XASK | 65-70 | 60 | 0.84% | 0.841% | 721.00000 |
| B | LKS | 41.362 | 4.25 | - | - | MMM | - | - | - | - | Rionk | IMBV | 140-150 | 125 | 1.49% | 1.491% | 444.00000 |
| T | HCL | 68.890 | 1.48 | - | - | QD | - | - | - | - | - | - | - | - | - | - | Retained |
| W | NVV | 17.886 | 9.23 | - | - | N | - | - | - | - | Smtjp | XZPI | 105-110 | 90 | 1.14% | 1.141% | 317.00000 |
Tranche Comments
J: First Pay: 2020-12-18; Registration: 144L Jqde;
W: First Pay: 2020-12-18; Registration: 144E Mnaz;
B: First Pay: 2020-12-18; Registration: 144Z Fido;
P: First Pay: 2020-12-18; Registration: 144V Yzpv;
W: First Pay: 2020-12-18; Registration: 144G Bddu;
T: First Pay: 2020-12-18; Registration: 144E Qxpf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | YYN | 6,329.000 | - | - | - | JN | - | - | - | - | - | - | - | - | - | - | Retained |
| M | LRL | 398.876 | 9.30 | - | - | KK | - | - | - | - | Xzsit | YDSU | 85-95 | 75 | 0.99% | 0.993% | 905.00000 |
| W | HGM | 79.996 | 5.89 | - | - | R | - | - | - | - | Nitkx | MPNJ | 125-135 | 115 | 1.39% | 1.393% | 140.00000 |
| K | BNO | 5.913 | 4.40 | - | - | OO | - | - | - | - | Dtgrp | LMHV | 375-400 | 350 | 3.72% | 3.743% | 395.00000 |
| O | EAY | 2.470 | 2.43 | - | - | M | - | - | - | - | Xybqy | Feiuz | 675-700 | 650 | 6.68% | 6.777% | 104.00000 |
| T | YYN | 54.594 | 8.99 | - | - | GGG | - | - | - | - | Njlng | ZNEA | 180-190 | 165 | 1.89% | 1.893% | 102.00000 |
| R | JQL | 58.270 | 6.47 | - | - | MT | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2020-09-25; Registration: 144D Urch;
M: First Pay: 2020-09-25; Registration: 144R Nuiw;
W: First Pay: 2020-09-25; Registration: 144N Xerx;
T: First Pay: 2020-09-25; Registration: 144F Qdea;
K: First Pay: 2020-09-25; Registration: 144Z Voab;
O: First Pay: 2020-09-25; Registration: 144G Nvwv;
R: First Pay: 2020-09-25; Registration: 144Y Puvf;