| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | TJU | 842.200 | 8.73 | - | Q | - | - | - | - | - | Qiuoe | Dgvyj | 180-190 | 180 | 3.24% | 3.263% | 33.71413 |
| T-2 | TUY | 949.500 | 4.91 | - | BBB | - | - | - | - | - | Pqjzf | Vuaxw | 120g | 120 | 2.63% | 2.645% | 44.78770 |
| S-3 | IFA | 492.000 | 2.20 | - | NN+ | - | - | - | - | - | Rpsln | Cyndl | 550-600 | - | - | - | Retained |
| L-1 | TFI | 977.700 | 2.73 | - | JJJ | - | - | - | - | - | Hjmnc | Uzwxw | 110x | 110 | 2.38% | 2.400% | 75.74261 |
| P-2 | HCA | 28.800 | 2.33 | - | TTT+ | - | - | - | - | - | Swbjq | Ggmpx | 325-335 | 310 | 4.52% | 4.566% | 94.24075 |
| S-3 | LHM | 69.400 | 3.52 | - | J | - | - | - | - | - | Jvror | Dyzwb | 155-165 | 155 | 2.85% | 2.868% | 92.15999 |
| B-1 | WLM | 49.900 | 5.13 | - | JJJ+ | - | - | - | - | - | Qqflo | Fizps | 295-305 | 280 | 4.08% | 4.119% | 11.85408 |
Tranche Comments
L-1: First Pay: 2021-12-20; Registration: 144X/Bth F;
T-2: First Pay: 2021-12-20; Registration: 144H/Vjj C;
S-3: First Pay: 2021-12-20; Registration: 144Y/Bwg T;
K-4: First Pay: 2021-12-20; Registration: 144E/Kre Q;
B-1: First Pay: 2021-12-20; Registration: 144J/But I;
P-2: First Pay: 2021-12-20; Registration: 144M/Hsd V;
S-3: First Pay: 2021-12-20; Registration: 144A/Dsb X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | PHK | 42.400 | 5.43 | - | FFF+ | - | - | - | - | - | Gogvn | Yimdy | 425n | 400 | 4.74% | 4.796% | 83.64833 |
| S-2 | ZQD | 977.400 | 6.95 | - | MMM | - | - | - | - | - | Waaym | Pimcs | 130-135 | 120 | 1.93% | 1.940% | 34.33510 |
| G-4 | NFH | 633.000 | 1.38 | - | Q | - | - | - | - | - | Jyzqm | Nwlvq | 260-270 | 250 | 3.26% | 3.291% | 44.91616 |
| R-1 | PPM | 80.900 | 8.11 | - | YYY+ | - | - | - | - | - | Lccqy | Qtnxl | 400f | 375 | 4.23% | 4.273% | 35.27484 |
| S-1 | WPY | 695.300 | 2.37 | - | OOO | - | - | - | - | - | Cwijf | Adkzl | 110-115 | 100 | 1.48% | 1.488% | 80.89570 |
| C-3 | CTL | 114.000 | 3.27 | - | F | - | - | - | - | - | Cbiur | Ijuaq | 240-250 | 230 | 2.80% | 2.822% | 33.16496 |
Tranche Comments
S-1: First Pay: 2021-02-20; Registration: 144P/Rdn H;
S-2: First Pay: 2021-02-20; Registration: 144U/Kpq U;
C-3: First Pay: 2021-02-20; Registration: 144O/Mpd I;
G-4: First Pay: 2021-02-20; Registration: 144Z/Pfl O;
R-1: First Pay: 2021-02-20; Registration: 144W/Ytv Y;
N-2: First Pay: 2021-02-20; Registration: 144Q/Lkz Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | WVF | 147.000 | 7.69 | - | ZZZ | - | - | - | - | - | Dtbaw | Ldkwu | - | 145 | 1.85% | 1.858% | 19.69297 |
| J-5 | MYQ | 203.000 | 4.30 | - | J | - | - | - | - | - | Bwrtj | Givar | - | 300 | 3.39% | 3.423% | 33.80303 |
| L-6 | RLW | 16.000 | 6.57 | - | M | - | - | - | - | - | Xhitg | Dynbt | - | 325 | 3.82% | 3.853% | 50.66524 |
| I-3 | EAY | 65.000 | 5.70 | - | HH | - | - | - | - | - | Ozcxj | Bxndo | - | 185 | 2.26% | 2.273% | 36.32706 |
| E-4 | IUZ | 97.000 | 9.26 | - | DD | - | - | - | - | - | Nswjt | Mzckt | - | 205 | 2.63% | 2.653% | 50.48370 |
| V-1 | AZH | 886.000 | 7.50 | - | EEE+ | - | - | - | - | - | Oqvxx | Yjujs | - | 490 | 5.11% | 5.324% | 18.63409 |
| R-2 | NBN | 367.000 | 1.43 | - | BBB | - | - | - | - | - | Nmawk | Ljojw | - | 165 | 2.21% | 2.227% | 15.11660 |
| B-2 | EWR | 81.000 | 7.70 | - | KKK+ | - | - | - | - | - | Rfvxd | Zieuc | - | 515 | 5.57% | 5.757% | 74.92290 |
Tranche Comments
X-1: First Pay: 2020-12-20; Registration: 144C/Fqo H;
R-2: First Pay: 2020-12-20; Registration: 144L/Pkp G;
I-3: First Pay: 2020-12-20; Registration: 144W/Flk H;
E-4: First Pay: 2020-12-20; Registration: 144U/Asp I;
J-5: First Pay: 2020-12-20; Registration: 144L/Tip K;
L-6: First Pay: 2020-12-20; Registration: 144Q/Kxe G;
V-1: First Pay: 2020-12-20; Registration: 144E/Qah O;
B-2: First Pay: 2020-12-20; Registration: 144Q/Jfb C;