| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | MCE | 688.600 | 8.39 | - | BBB | - | - | - | - | - | Kvgun | Rgivu | 110e | 110 | 2.38% | 2.400% | 77.74828 |
| H-1 | VLO | 26.800 | 2.37 | - | UUU+ | - | - | - | - | - | Dhzem | Whaqc | 295-305 | 280 | 4.08% | 4.119% | 60.29695 |
| D-2 | QTR | 36.400 | 2.80 | - | WWW+ | - | - | - | - | - | Rorrz | Covzw | 325-335 | 310 | 4.52% | 4.566% | 86.75214 |
| H-4 | RTA | 529.800 | 5.67 | - | F | - | - | - | - | - | Lrfyf | Zhcne | 180-190 | 180 | 3.24% | 3.263% | 88.23881 |
| D-3 | ZIC | 22.800 | 1.25 | - | F | - | - | - | - | - | Gsphh | Pqulq | 155-165 | 155 | 2.85% | 2.868% | 84.49615 |
| O-3 | FSQ | 793.000 | 8.85 | - | AA+ | - | - | - | - | - | Vnhmd | Zuguj | 550-600 | - | - | - | Retained |
| F-2 | RBU | 893.900 | 6.93 | - | PPP | - | - | - | - | - | Uookp | Azdva | 120a | 120 | 2.63% | 2.645% | 58.30787 |
Tranche Comments
Q-1: First Pay: 2021-12-20; Registration: 144D/Wap F;
F-2: First Pay: 2021-12-20; Registration: 144G/Gbp X;
D-3: First Pay: 2021-12-20; Registration: 144W/Div K;
H-4: First Pay: 2021-12-20; Registration: 144A/Uqt E;
H-1: First Pay: 2021-12-20; Registration: 144V/Cbj E;
D-2: First Pay: 2021-12-20; Registration: 144K/Mkf E;
O-3: First Pay: 2021-12-20; Registration: 144M/Ioa T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | KAX | 860.000 | 6.41 | - | Y | - | - | - | - | - | Tifny | Wqyeh | 240-250 | 230 | 2.80% | 2.822% | 13.81021 |
| F-1 | CCT | 956.700 | 9.88 | - | MMM | - | - | - | - | - | Clckp | Kxoej | 110-115 | 100 | 1.48% | 1.488% | 35.50640 |
| E-4 | ZWB | 998.000 | 9.55 | - | S | - | - | - | - | - | Tacbl | Eguae | 260-270 | 250 | 3.26% | 3.291% | 20.48263 |
| J-1 | LQP | 37.200 | 7.10 | - | ZZZ+ | - | - | - | - | - | Xjyva | Iycxp | 400w | 375 | 4.23% | 4.273% | 64.27925 |
| X-2 | IJK | 738.100 | 7.32 | - | JJJ | - | - | - | - | - | Kztlo | Zhbrz | 130-135 | 120 | 1.93% | 1.940% | 35.38310 |
| M-2 | TIU | 67.900 | 8.36 | - | III+ | - | - | - | - | - | Ugxhy | Vhvew | 425v | 400 | 4.74% | 4.796% | 83.28402 |
Tranche Comments
F-1: First Pay: 2021-02-20; Registration: 144T/Kcy V;
X-2: First Pay: 2021-02-20; Registration: 144F/Kkc X;
B-3: First Pay: 2021-02-20; Registration: 144L/Hcs H;
E-4: First Pay: 2021-02-20; Registration: 144Q/Oyv K;
J-1: First Pay: 2021-02-20; Registration: 144C/Xur S;
M-2: First Pay: 2021-02-20; Registration: 144T/Bqj D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-6 | IOW | 57.000 | 8.96 | - | Z | - | - | - | - | - | Nbukb | Fqrme | - | 325 | 3.82% | 3.853% | 49.24964 |
| X-1 | JOY | 430.000 | 5.90 | - | YYY+ | - | - | - | - | - | Htmls | Sukck | - | 490 | 5.11% | 5.324% | 94.49223 |
| H-3 | KSU | 33.000 | 2.90 | - | OO | - | - | - | - | - | Skqak | Dwmbr | - | 185 | 2.26% | 2.273% | 31.93337 |
| O-5 | NOR | 605.000 | 7.20 | - | W | - | - | - | - | - | Uhagk | Hdavk | - | 300 | 3.39% | 3.423% | 85.99880 |
| I-2 | PYH | 815.000 | 5.72 | - | YYY | - | - | - | - | - | Crvrw | Ifcer | - | 165 | 2.21% | 2.227% | 81.48621 |
| V-1 | TNR | 249.000 | 1.82 | - | JJJ | - | - | - | - | - | Shlch | Yurwk | - | 145 | 1.85% | 1.858% | 67.12451 |
| T-4 | GBL | 47.000 | 9.40 | - | AA | - | - | - | - | - | Qebxe | Snzox | - | 205 | 2.63% | 2.653% | 94.82310 |
| J-2 | UBB | 50.000 | 7.20 | - | HHH+ | - | - | - | - | - | Aansw | Dlrcf | - | 515 | 5.57% | 5.757% | 38.26744 |
Tranche Comments
V-1: First Pay: 2020-12-20; Registration: 144U/Uob D;
I-2: First Pay: 2020-12-20; Registration: 144B/Ebg X;
H-3: First Pay: 2020-12-20; Registration: 144T/Fhk R;
T-4: First Pay: 2020-12-20; Registration: 144E/Quo N;
O-5: First Pay: 2020-12-20; Registration: 144M/Ckz N;
E-6: First Pay: 2020-12-20; Registration: 144D/Oui U;
X-1: First Pay: 2020-12-20; Registration: 144E/Haq R;
J-2: First Pay: 2020-12-20; Registration: 144V/Dfn V;