| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KEY | 66.100 | 2.50 | - | - | EEE | RRR (C) | 13.70% | - | Lvrxrclh | PPCEQ | 290-295 | 285 | PQUHO+285 | - | 224.00000 |
| C | RBZ | 86.700 | 2.80 | - | - | TT | MM | 88.30% | - | Kcrcvplj | RSTMR | 165-170 | 155 | XVFPY+155 | - | 445.00000 |
| O | WQV | 32.200 | 6.70 | - | - | Y | A (S) | 19.10% | - | Rzmcptyr | KUXFK | 195-200 | 190 | KHSGG+190 | - | 775.00000 |
| O2 | CSP | 995.000 | 5.90 | - | - | EEE | YYY | 32.30% | - | Nkulaque | FIOF | 110-115 | 110 | WQZY+110 | - | 648.00000 |
| O | ASB | 16.800 | 3.40 | - | - | E+ | W (Y) | 2.00% | - | Yqcfbien | CVJKN | - | 505 | ZKMJE+505 | - | - |
| F1 | UHJ | 802.000 | 4.60 | - | - | BBB | DDD | 67.20% | - | Gkvfavmx | HWEPD | 100-105 | 97 | UKEBU+97 | - | 787.00000 |
| B | ZVL | 65.200 | 8.80 | - | - | LL | UU (H) | 4.70% | - | Bmkyusss | SEGEA | 410-420 | 405 | OYMVO+405 | - | 153.00000 |
Tranche Comments
F1: First Pay: 2021-03-15; Registration: 144B/Qsb M;
O2: First Pay: 2021-03-15; Registration: 144Q/Mqz T;
C: First Pay: 2021-03-15; Registration: 144Z/Lxp Q;
O: First Pay: 2021-03-15; Registration: 144N/Eqq R;
B: First Pay: 2021-03-15; Registration: 144Y/Jhs W;
B: First Pay: 2021-03-15; Registration: 144N/Bpf N;
O: First Pay: 2021-03-15; Registration: 144D/Fyy E;