| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | VCD | 134.300 | 8.33 | - | RRR | - | - | - | - | - | Jvmml | Bkdep | 110s | 110 | 2.38% | 2.400% | 39.57153 |
| P-2 | ABB | 85.700 | 4.82 | - | FFF+ | - | - | - | - | - | Jovvv | Egztz | 325-335 | 310 | 4.52% | 4.566% | 55.93909 |
| L-2 | HGJ | 383.300 | 4.23 | - | HHH | - | - | - | - | - | Ihuvr | Dhrml | 120h | 120 | 2.63% | 2.645% | 58.24502 |
| Q-4 | FBW | 550.300 | 6.76 | - | J | - | - | - | - | - | Xfxzu | Rxnhk | 180-190 | 180 | 3.24% | 3.263% | 35.20192 |
| O-1 | UMK | 34.700 | 4.98 | - | VVV+ | - | - | - | - | - | Okwti | Urivm | 295-305 | 280 | 4.08% | 4.119% | 18.96112 |
| E-3 | GJR | 604.000 | 4.77 | - | WW+ | - | - | - | - | - | Wmpwv | Whlxa | 550-600 | - | - | - | Retained |
| M-3 | ORV | 33.500 | 9.33 | - | A | - | - | - | - | - | Fucsz | Evtep | 155-165 | 155 | 2.85% | 2.868% | 41.80140 |
Tranche Comments
Y-1: First Pay: 2021-12-20; Registration: 144M/Xvt K;
L-2: First Pay: 2021-12-20; Registration: 144A/Mue D;
M-3: First Pay: 2021-12-20; Registration: 144A/Llz Q;
Q-4: First Pay: 2021-12-20; Registration: 144F/Huq L;
O-1: First Pay: 2021-12-20; Registration: 144C/Yvg H;
P-2: First Pay: 2021-12-20; Registration: 144N/Orw R;
E-3: First Pay: 2021-12-20; Registration: 144B/Vjn G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | RKE | 575.000 | 3.85 | - | G | - | - | - | - | - | Ucgfk | Iewjh | 240-250 | 230 | 2.80% | 2.822% | 39.64088 |
| I-2 | HWQ | 24.600 | 7.85 | - | QQQ+ | - | - | - | - | - | Rtinf | Otgrj | 425y | 400 | 4.74% | 4.796% | 86.68680 |
| W-1 | CKS | 979.500 | 3.22 | - | ZZZ | - | - | - | - | - | Cbfnu | Jixtl | 110-115 | 100 | 1.48% | 1.488% | 67.71650 |
| Z-4 | XNK | 563.000 | 9.74 | - | F | - | - | - | - | - | Dwbsw | Ecdgh | 260-270 | 250 | 3.26% | 3.291% | 23.20524 |
| R-1 | OYF | 33.900 | 3.92 | - | EEE+ | - | - | - | - | - | Fjqxh | Ciwgg | 400n | 375 | 4.23% | 4.273% | 73.87403 |
| P-2 | LEL | 815.100 | 1.21 | - | DDD | - | - | - | - | - | Mjvkt | Voymm | 130-135 | 120 | 1.93% | 1.940% | 36.32740 |
Tranche Comments
W-1: First Pay: 2021-02-20; Registration: 144J/Zus L;
P-2: First Pay: 2021-02-20; Registration: 144W/Dxu Q;
U-3: First Pay: 2021-02-20; Registration: 144L/Zej Q;
Z-4: First Pay: 2021-02-20; Registration: 144W/Ayq D;
R-1: First Pay: 2021-02-20; Registration: 144I/Flg A;
I-2: First Pay: 2021-02-20; Registration: 144L/Cru Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | OGK | 37.000 | 1.18 | - | UU | - | - | - | - | - | Gfcwe | Kbtcc | - | 205 | 2.63% | 2.653% | 93.74500 |
| C-5 | WYF | 268.000 | 7.10 | - | P | - | - | - | - | - | Xkfov | Ucrbh | - | 300 | 3.39% | 3.423% | 16.43552 |
| S-2 | CZA | 930.000 | 5.65 | - | RRR | - | - | - | - | - | Yjlpa | Kbhyn | - | 165 | 2.21% | 2.227% | 88.62728 |
| M-6 | FHZ | 14.000 | 4.53 | - | D | - | - | - | - | - | Tkrcc | Guulb | - | 325 | 3.82% | 3.853% | 84.10368 |
| T-1 | LBN | 559.000 | 3.10 | - | RRR+ | - | - | - | - | - | Rklud | Bfngj | - | 490 | 5.11% | 5.324% | 10.41212 |
| P-2 | RNY | 36.000 | 6.30 | - | NNN+ | - | - | - | - | - | Mfmry | Exnol | - | 515 | 5.57% | 5.757% | 25.70413 |
| M-1 | HPL | 744.000 | 7.45 | - | EEE | - | - | - | - | - | Bfyee | Mxvgp | - | 145 | 1.85% | 1.858% | 81.84245 |
| C-3 | GIE | 38.000 | 4.20 | - | AA | - | - | - | - | - | Bnnwd | Fklts | - | 185 | 2.26% | 2.273% | 92.19957 |
Tranche Comments
M-1: First Pay: 2020-12-20; Registration: 144T/Xuv Y;
S-2: First Pay: 2020-12-20; Registration: 144C/Lyw M;
C-3: First Pay: 2020-12-20; Registration: 144P/Xpk K;
G-4: First Pay: 2020-12-20; Registration: 144A/Wzs H;
C-5: First Pay: 2020-12-20; Registration: 144I/Uyt B;
M-6: First Pay: 2020-12-20; Registration: 144Y/Hlc O;
T-1: First Pay: 2020-12-20; Registration: 144M/Pdz W;
P-2: First Pay: 2020-12-20; Registration: 144Y/Afk O;