| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 126.800 | 4.76 | - | AAA | - | - | - | - | - | Fixed | Swaps | 110a | 110 | 2.38% | 2.400% | 99.96375 |
| A-2 | USD | 190.200 | 6.63 | - | AAA | - | - | - | - | - | Fixed | Swaps | 120a | 120 | 2.63% | 2.645% | 99.99677 |
| A-3 | USD | 90.400 | 4.94 | - | A | - | - | - | - | - | Fixed | Swaps | 155-165 | 155 | 2.85% | 2.868% | 99.99541 |
| A-4 | USD | 135.600 | 6.91 | - | A | - | - | - | - | - | Fixed | Swaps | 180-190 | 180 | 3.24% | 3.263% | 99.99368 |
| B-1 | USD | 32.800 | 4.95 | - | BBB+ | - | - | - | - | - | Fixed | Swaps | 295-305 | 280 | 4.08% | 4.119% | 99.98183 |
| B-2 | USD | 49.200 | 6.95 | - | BBB+ | - | - | - | - | - | Fixed | Swaps | 325-335 | 310 | 4.52% | 4.566% | 99.98134 |
| B-3 | USD | 136.000 | 6.95 | - | BB+ | - | - | - | - | - | Fixed | Swaps | 550-600 | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2021-12-20; Registration: 144A/Reg S;
A-2: First Pay: 2021-12-20; Registration: 144A/Reg S;
A-3: First Pay: 2021-12-20; Registration: 144A/Reg S;
A-4: First Pay: 2021-12-20; Registration: 144A/Reg S;
B-1: First Pay: 2021-12-20; Registration: 144A/Reg S;
B-2: First Pay: 2021-12-20; Registration: 144A/Reg S;
B-3: First Pay: 2021-12-20; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | JYV | 76.700 | 6.19 | - | TTT+ | - | - | - | - | - | Socbt | Ugxct | 400t | 375 | 4.23% | 4.273% | 87.79209 |
| I-4 | EVI | 749.000 | 4.57 | - | C | - | - | - | - | - | Pnhml | Ctzoh | 260-270 | 250 | 3.26% | 3.291% | 76.48775 |
| Y-3 | QNG | 693.000 | 1.50 | - | U | - | - | - | - | - | Qgzvs | Lmjxx | 240-250 | 230 | 2.80% | 2.822% | 67.23210 |
| Z-2 | ZPX | 40.500 | 3.22 | - | SSS+ | - | - | - | - | - | Wwqbq | Ttejx | 425v | 400 | 4.74% | 4.796% | 59.31663 |
| F-1 | ACX | 623.500 | 4.57 | - | UUU | - | - | - | - | - | Qsvun | Eudyn | 110-115 | 100 | 1.48% | 1.488% | 50.84110 |
| V-2 | LZI | 184.100 | 4.77 | - | GGG | - | - | - | - | - | Xthfr | Tizpx | 130-135 | 120 | 1.93% | 1.940% | 42.19850 |
Tranche Comments
F-1: First Pay: 2021-02-20; Registration: 144Z/Zlh N;
V-2: First Pay: 2021-02-20; Registration: 144A/Bql P;
Y-3: First Pay: 2021-02-20; Registration: 144W/Hhp Y;
I-4: First Pay: 2021-02-20; Registration: 144H/Zke Z;
M-1: First Pay: 2021-02-20; Registration: 144W/Ibq S;
Z-2: First Pay: 2021-02-20; Registration: 144H/Kpi Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | WKW | 736.000 | 6.12 | - | SSS | - | - | - | - | - | Yuwwi | Jhwnj | - | 165 | 2.21% | 2.227% | 81.39302 |
| E-3 | RXA | 87.000 | 4.90 | - | LL | - | - | - | - | - | Znkop | Dkvmf | - | 185 | 2.26% | 2.273% | 43.83283 |
| U-4 | TJQ | 30.000 | 3.40 | - | PP | - | - | - | - | - | Fjuum | Thypb | - | 205 | 2.63% | 2.653% | 83.78830 |
| P-1 | PXS | 509.000 | 5.42 | - | RRR | - | - | - | - | - | Eljpo | Vcbxq | - | 145 | 1.85% | 1.858% | 85.33458 |
| P-5 | IHJ | 833.000 | 6.80 | - | N | - | - | - | - | - | Qyjgf | Fgchp | - | 300 | 3.39% | 3.423% | 25.61205 |
| H-6 | ZFY | 59.000 | 1.38 | - | L | - | - | - | - | - | Tzpmy | Ptjos | - | 325 | 3.82% | 3.853% | 50.48882 |
| N-1 | FEH | 642.000 | 9.90 | - | QQQ+ | - | - | - | - | - | Ymvpe | Bflgr | - | 490 | 5.11% | 5.324% | 35.11196 |
| C-2 | JEP | 74.000 | 5.40 | - | KKK+ | - | - | - | - | - | Ciubr | Wuzdh | - | 515 | 5.57% | 5.757% | 80.42360 |
Tranche Comments
P-1: First Pay: 2020-12-20; Registration: 144T/Gti N;
F-2: First Pay: 2020-12-20; Registration: 144P/Jji H;
E-3: First Pay: 2020-12-20; Registration: 144O/Kmk S;
U-4: First Pay: 2020-12-20; Registration: 144Q/Grn E;
P-5: First Pay: 2020-12-20; Registration: 144F/Tvi F;
H-6: First Pay: 2020-12-20; Registration: 144F/Jio B;
N-1: First Pay: 2020-12-20; Registration: 144M/Cce F;
C-2: First Pay: 2020-12-20; Registration: 144K/Ctb Z;