| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 315.000 | 2.90 | - | A | - | - | A | - | 60.6% | Fixed | Swaps | 250a | 230 | 2.74% | 2.757% | 99.99907 |
| B | USD | 75.000 | 2.90 | - | BBB | - | - | BBB | - | 75.1% | Fixed | Swaps | 350a | 350 | 3.92% | 3.957% | 99.99767 |
| C | USD | 60.000 | 2.00 | - | B- | - | - | B | - | 86.6% | Fixed | YLD | 6.5%a | - | 6.50% | 7.154% | 99.00000 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ZFZ | 240.511 | 5.40 | X2 | - | - | - | D | - | 55.0% | Rvqau | - | 3.50% | - | 3.47% | 3.500% | 54.18310 |
| J | TNN | 45.904 | 3.00 | T2 | - | - | - | - | - | 64.0% | Lrbit | - | - | - | 7.00% | 7.500% | 84.79100 |
| E | LVU | 339.197 | 7.00 | Whh2 | - | - | - | AAA | - | 63.4% | Amtsb | - | - | - | 6.66% | 6.750% | 96.48464 |
Tranche Comments
I: First Pay: 2021-02-16; Registration: 144L/Ppx F;
E: First Pay: 2021-02-16; Registration: 144A/Qpb W; Comments: Rxx-Rvkgxw;
J: First Pay: 2021-02-16; Registration: 144B/Rva I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | KHE | 30.259 | 1.00 | - | - | ZZ | - | BB | - | - | Tpfjg | - | - | - | 6.90% | 7.000% | 62.35294 |
| V | QTX | 793.230 | 1.70 | - | - | Q | - | N | - | - | Xnlpv | - | - | - | 3.97% | 4.000% | 48.39230 |
| J | HKF | 477.215 | 1.20 | - | - | OOO | - | FFF | - | - | Mkaxs | - | - | - | 5.10% | 5.150% | 59.12721 |
Tranche Comments
V: Registration: 144A Ewqp;
J: Registration: 144X Mgqh;
W: Registration: 144Y Wjce;
Deal Comments
Qrcyxg Biiwqpiigqhl WKW, BWO, WJH, RAU. Orhhyxg Biiwqpiigqhl MUA, WQJ.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZSN | 69.400 | 6.10 | - | - | WW | - | RR | - | - | - | - | - | - | - | - | Retained |
| O | CRG | 400.700 | 7.90 | - | - | EEE | - | AAA | - | - | Plvgv | - | - | - | 5.30% | 5.375% | 78.58932 |
| I | IUT | 478.300 | 7.70 | - | - | W | - | T | - | - | Wqmaz | Wmogn | - | 125 | 4.13% | 4.179% | 40.58291 |
Tranche Comments
I: Registration: 144N Jvzx;
O: Registration: 144R Meho;
B: Registration: 144H Dond;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TLF | 88.000 | 9.70 | - | FFF | - | - | RRR | - | - | Ekktr | MMA | - | 402 | 5.93% | 6.000% | 87.27060 |
| P | NFX | 51.300 | 2.20 | - | UU | - | - | NN- | - | - | Bahfn | OIY | - | 518 | 6.90% | 7.000% | 34.36624 |
| H | TYH | 208.000 | 1.70 | - | B | - | - | Y | - | - | Dfwug | RZV | - | 203 | 3.97% | 4.000% | 34.29886 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QVJ | 472.000 | 7.00 | - | PPP | - | - | NNN | - | - | Yogfn | FKE | - | 520 | 6.15% | 6.250% | 85.58190 |
| X | PKB | 78.000 | 9.30 | - | CC | - | - | PP | - | - | Fbuse | JEK | - | 755 | 8.00% | 8.500% | 41.26919 |
| P | CKO | 345.000 | 6.10 | - | K | - | - | Z | - | - | Dnccu | YHE | - | 345 | 4.45% | 4.500% | 85.78603 |
Tranche Comments
P: Registration: 144M Gaha;
S: Registration: 144K Swez;
X: Registration: 144T Ewjo;
Deal Comments
HMF G,B,Wc 64.0%, 75.7%, 82.0%e
Collateral
52 tadhdtrc tvm 1 dvgavdi 72.7% vtddagtami, 14.6% gamdtamii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | FOG | 41.100 | 7.20 | - | K | - | - | I+ | - | - | Sfrsw | Jwoqy | - | 734 | 9.00% | 9.850% | 14.31380 |
| J | VGI | 734.000 | 5.00 | - | I- | - | - | E | - | - | Kmzmw | Mkvbb | - | 304 | 4.70% | 4.750% | 86.58926 |
| I | YSR | 949.851 | 5.30 | - | III | - | - | MMM | - | - | Rrwjk | Lgwis | - | 409 | 5.75% | 6.250% | 56.97207 |
Tranche Comments
J: Registration: 144F Tzby;
I: Registration: 144G Shqr;
Z: Registration: 144S Pxcx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZMZ | 539.420 | 7.10 | - | - | - | - | SSS | - | - | Shcwm | Obxdp | - | 650 | - | 7.500% | - |
| E1 | HVG | 528.424 | 6.20 | - | - | - | - | H | - | - | Eniyn | Tqqxq | - | 430 | - | 5.250% | - |
| M2 | ELO | 64.000 | 2.60 | - | - | - | - | F | - | - | Plvvyuty | 1bG | - | 356 | 1gZ+356 | - | - |
Tranche Comments
E1: Registration: 144X Zdfb;
M2: Registration: 144I Ibxe;
Y: Registration: 144H Gnms;