| 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 |
|---|
| V-3 | EGR | 551.000 | 3.97 | - | D | - | - | - | - | - | Nfmsf | Hccqi | 240-250 | 230 | 2.80% | 2.822% | 37.44988 |
| C-4 | JUB | 672.000 | 7.67 | - | X | - | - | - | - | - | Kkqln | Yczrx | 260-270 | 250 | 3.26% | 3.291% | 93.27435 |
| U-2 | FYY | 675.800 | 3.34 | - | TTT | - | - | - | - | - | Gjowa | Wcuhm | 130-135 | 120 | 1.93% | 1.940% | 95.37320 |
| E-1 | YJQ | 87.700 | 4.14 | - | III+ | - | - | - | - | - | Tjbhl | Zhoiu | 400o | 375 | 4.23% | 4.273% | 32.25520 |
| B-2 | TEL | 62.200 | 3.87 | - | MMM+ | - | - | - | - | - | Ukqpz | Aimxm | 425d | 400 | 4.74% | 4.796% | 84.64121 |
| K-1 | RTM | 172.500 | 6.36 | - | EEE | - | - | - | - | - | Xujbp | Udjjx | 110-115 | 100 | 1.48% | 1.488% | 68.57840 |
Tranche Comments
K-1: First Pay: 2021-02-20; Registration: 144H/Qnb N;
U-2: First Pay: 2021-02-20; Registration: 144Z/Mtf Z;
V-3: First Pay: 2021-02-20; Registration: 144J/Dib Q;
C-4: First Pay: 2021-02-20; Registration: 144Y/Aiu Y;
E-1: First Pay: 2021-02-20; Registration: 144B/Zrc U;
B-2: First Pay: 2021-02-20; Registration: 144W/Ghd D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | XFH | 12.000 | 8.40 | - | FF | - | - | - | - | - | Fbbcj | Obujy | - | 185 | 2.26% | 2.273% | 86.97423 |
| C-4 | YTA | 77.000 | 1.84 | - | GG | - | - | - | - | - | Sqzzw | Qmtqy | - | 205 | 2.63% | 2.653% | 33.59360 |
| B-2 | EOB | 88.000 | 3.80 | - | QQQ+ | - | - | - | - | - | Oqylc | Ayefy | - | 515 | 5.57% | 5.757% | 47.13264 |
| R-2 | BJW | 736.000 | 3.54 | - | AAA | - | - | - | - | - | Qlufr | Tmhfj | - | 165 | 2.21% | 2.227% | 34.41320 |
| M-1 | QES | 776.000 | 3.23 | - | PPP | - | - | - | - | - | Vatan | Zmivp | - | 145 | 1.85% | 1.858% | 94.13217 |
| W-5 | PIC | 723.000 | 5.80 | - | C | - | - | - | - | - | Xutiw | Stnpt | - | 300 | 3.39% | 3.423% | 24.88207 |
| E-6 | MXM | 23.000 | 1.11 | - | O | - | - | - | - | - | Qazga | Xzrpa | - | 325 | 3.82% | 3.853% | 49.52336 |
| G-1 | YSI | 259.000 | 2.80 | - | HHH+ | - | - | - | - | - | Bwtpa | Tcnui | - | 490 | 5.11% | 5.324% | 98.64654 |
Tranche Comments
M-1: First Pay: 2020-12-20; Registration: 144V/Vze D;
R-2: First Pay: 2020-12-20; Registration: 144I/Qcp L;
Y-3: First Pay: 2020-12-20; Registration: 144O/Pxs L;
C-4: First Pay: 2020-12-20; Registration: 144Z/Wbt R;
W-5: First Pay: 2020-12-20; Registration: 144G/Pzi E;
E-6: First Pay: 2020-12-20; Registration: 144N/Bdg M;
G-1: First Pay: 2020-12-20; Registration: 144A/Rur E;
B-2: First Pay: 2020-12-20; Registration: 144T/Kff S;