| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | ACE | 894.000 | 2.29 | - | N | - | - | - | - | - | Hlloz | Zvgkd | 260-270 | 250 | 3.26% | 3.291% | 75.77543 |
| C-1 | CSA | 42.800 | 2.10 | - | HHH+ | - | - | - | - | - | Ccvtv | Eekjn | 400i | 375 | 4.23% | 4.273% | 45.26706 |
| S-2 | WNA | 52.700 | 1.66 | - | DDD+ | - | - | - | - | - | Ohcro | Gumyk | 425b | 400 | 4.74% | 4.796% | 67.91978 |
| Z-1 | CTY | 104.400 | 9.57 | - | SSS | - | - | - | - | - | Xisyf | Srnmp | 110-115 | 100 | 1.48% | 1.488% | 68.76240 |
| Q-2 | GQQ | 578.300 | 1.60 | - | SSS | - | - | - | - | - | Lgwxq | Bmgqr | 130-135 | 120 | 1.93% | 1.940% | 27.78880 |
| Z-3 | KLO | 868.000 | 9.64 | - | P | - | - | - | - | - | Shnwt | Qxjwc | 240-250 | 230 | 2.80% | 2.822% | 65.27919 |
Tranche Comments
Z-1: First Pay: 2021-02-20; Registration: 144Q/Gmg A;
Q-2: First Pay: 2021-02-20; Registration: 144Y/Mto N;
Z-3: First Pay: 2021-02-20; Registration: 144P/Ofc B;
G-4: First Pay: 2021-02-20; Registration: 144J/Ptj H;
C-1: First Pay: 2021-02-20; Registration: 144X/Mtv D;
S-2: First Pay: 2021-02-20; Registration: 144N/Alv C;