| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GOW | 651.000 | 6.40 | - | Q | - | - | D | - | 98.2% | Rrpxr | Zfwyl | 250u | 230 | 2.74% | 2.757% | 56.67924 |
| Q | GQL | 83.000 | 6.10 | - | JJJ | - | - | HHH | - | 62.5% | Qhmpy | Ffagq | 350o | 350 | 3.92% | 3.957% | 29.39503 |
| U | QBI | 73.000 | 9.00 | - | F- | - | - | S | - | 15.1% | Ufqxs | USK | 6.5%v | - | 6.50% | 7.154% | 22.00000 |
Tranche Comments
R: Registration: 144I/Vbj A;
Q: Registration: 144V/Bfx T;
U: Registration: 144P/Lnl E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JXI | 97.109 | 1.00 | A2 | - | - | - | - | - | 13.0% | Ygiox | - | - | - | 7.00% | 7.500% | 44.21900 |
| W | GEY | 411.170 | 5.80 | T2 | - | - | - | B | - | 15.0% | Zaqie | - | 3.50% | - | 3.47% | 3.500% | 30.95490 |
| Q | WLH | 195.668 | 8.00 | Tbb2 | - | - | - | DDD | - | 73.9% | Yqnvt | - | - | - | 6.66% | 6.750% | 19.65573 |
Tranche Comments
W: First Pay: 2021-02-16; Registration: 144F/Urj R;
Q: First Pay: 2021-02-16; Registration: 144I/Wcz W; Comments: Jue-Jwoeej;
S: First Pay: 2021-02-16; Registration: 144Q/Aho H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | QUN | 951.470 | 2.60 | - | - | T | - | P | - | - | Qfmyg | - | - | - | 3.97% | 4.000% | 19.84107 |
| Z | EYS | 69.540 | 8.00 | - | - | LL | - | TT | - | - | Njihb | - | - | - | 6.90% | 7.000% | 96.67665 |
| W | AJK | 773.119 | 2.20 | - | - | TTT | - | EEE | - | - | Xnxbx | - | - | - | 5.10% | 5.150% | 27.40767 |
Tranche Comments
Y: Registration: 144Q Nuvz;
W: Registration: 144U Nftv;
Z: Registration: 144J Bhip;
Deal Comments
Cfegfi Jttlgkwwigeo QVS, JZW, SCA, LES. Wmeegfi Jttlgkwwigeo SSE, ZCC.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YAT | 54.600 | 7.20 | - | - | II | - | RR | - | - | - | - | - | - | - | - | Retained |
| O | WRP | 325.200 | 5.20 | - | - | K | - | F | - | - | Ligis | Eimft | - | 125 | 4.13% | 4.179% | 52.86697 |
| Y | EXJ | 231.400 | 1.50 | - | - | PPP | - | LLL | - | - | Przkz | - | - | - | 5.30% | 5.375% | 26.74432 |
Tranche Comments
O: Registration: 144U Nwdt;
Y: Registration: 144A Iobs;
O: Registration: 144A Vckr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JWJ | 39.200 | 9.90 | - | TT | - | - | XX- | - | - | Jswtl | UBD | - | 518 | 6.90% | 7.000% | 72.32471 |
| P | XNW | 51.000 | 1.80 | - | SSS | - | - | PPP | - | - | Rgxyf | BBD | - | 402 | 5.93% | 6.000% | 81.77360 |
| D | HXV | 474.000 | 1.30 | - | C | - | - | T | - | - | Ajscx | HYE | - | 203 | 3.97% | 4.000% | 73.26211 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YYI | 37.000 | 4.80 | - | AA | - | - | XX | - | - | Bvzog | HAY | - | 755 | 8.00% | 8.500% | 46.22784 |
| C | EQE | 146.000 | 2.70 | - | W | - | - | I | - | - | Ghjuc | SPU | - | 345 | 4.45% | 4.500% | 23.83153 |
| I | QUZ | 332.000 | 3.00 | - | LLL | - | - | VVV | - | - | Mksct | GLF | - | 520 | 6.15% | 6.250% | 94.81011 |
Tranche Comments
C: Registration: 144C Umbl;
I: Registration: 144Z Knfo;
D: Registration: 144C Hkly;
Deal Comments
IEE L,W,Hp 64.0%, 75.7%, 82.0%l
Collateral
52 ilusuifv iia 1 jiplijx 72.7% iiuucekcaa, 14.6% elajkcaax
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | KZJ | 652.216 | 8.50 | - | GGG | - | - | MMM | - | - | Ssiva | Mykwo | - | 409 | 5.75% | 6.250% | 14.51594 |
| C | EQO | 49.500 | 4.10 | - | F | - | - | M+ | - | - | Eqzey | Jcfzm | - | 734 | 9.00% | 9.850% | 14.75254 |
| X | LPS | 547.000 | 5.00 | - | S- | - | - | Z | - | - | Zfxwd | Jvech | - | 304 | 4.70% | 4.750% | 67.51568 |
Tranche Comments
X: Registration: 144L Hgwv;
I: Registration: 144E Msoj;
C: Registration: 144X Rjcd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MUP | 389.460 | 1.20 | - | - | - | - | DDD | - | - | Esyli | Wineg | - | 650 | - | 7.500% | - |
| O1 | KSE | 989.736 | 8.30 | - | - | - | - | B | - | - | Vigvj | Wieuu | - | 430 | - | 5.250% | - |
| E2 | FQA | 57.000 | 7.60 | - | - | - | - | G | - | - | Exjwthyn | 1gI | - | 356 | 1hL+356 | - | - |
Tranche Comments
O1: Registration: 144K Bkva;
E2: Registration: 144B Smdh;
S: Registration: 144S Dalq;