| 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 |
|---|
| H | JZL | 359.713 | 3.00 | Nss2 | - | - | - | BBB | - | 25.2% | Sbyql | - | - | - | 6.66% | 6.750% | 98.72428 |
| R | OGL | 196.352 | 1.70 | H2 | - | - | - | R | - | 22.0% | Kihex | - | 3.50% | - | 3.47% | 3.500% | 44.73740 |
| X | UYT | 75.772 | 8.00 | L2 | - | - | - | - | - | 27.0% | Isccl | - | - | - | 7.00% | 7.500% | 13.90800 |
Tranche Comments
R: First Pay: 2021-02-16; Registration: 144T/Hph F;
H: First Pay: 2021-02-16; Registration: 144B/Lpa L; Comments: Emq-Ebiaqm;
X: First Pay: 2021-02-16; Registration: 144W/Dql E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MZH | 753.530 | 3.10 | - | - | S | - | C | - | - | Qgoou | - | - | - | 3.97% | 4.000% | 55.80950 |
| O | GLG | 19.915 | 4.00 | - | - | AA | - | MM | - | - | Cylev | - | - | - | 6.90% | 7.000% | 42.20837 |
| R | FZP | 594.305 | 9.50 | - | - | TTT | - | VVV | - | - | Erpxy | - | - | - | 5.10% | 5.150% | 84.54488 |
Tranche Comments
F: Registration: 144C Oxho;
R: Registration: 144T Orzi;
O: Registration: 144U Doae;
Deal Comments
Qplilw Kffmmmyywmsh GBH, KYZ, HSZ, QLG. Zpssilw Kffmmmyywmsh HGW, YQS.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NZT | 140.600 | 9.20 | - | - | III | - | EEE | - | - | Wmlkp | - | - | - | 5.30% | 5.375% | 45.79780 |
| M | XTR | 290.400 | 8.30 | - | - | M | - | J | - | - | Hfvgk | Xhrap | - | 125 | 4.13% | 4.179% | 97.49954 |
| R | GZZ | 47.400 | 7.40 | - | - | JJ | - | HH | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Registration: 144I Znzd;
L: Registration: 144I Belf;
R: Registration: 144M Qigi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | UXE | 39.100 | 3.40 | - | LL | - | - | WW- | - | - | Rvmbo | SAI | - | 518 | 6.90% | 7.000% | 38.58429 |
| Y | GXB | 398.000 | 7.90 | - | B | - | - | Z | - | - | Cpqet | SZI | - | 203 | 3.97% | 4.000% | 17.60670 |
| P | NFK | 57.000 | 9.20 | - | PPP | - | - | GGG | - | - | Ckvnd | YCD | - | 402 | 5.93% | 6.000% | 75.64370 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RFX | 18.000 | 5.40 | - | UU | - | - | WW | - | - | Jzvfx | JZS | - | 755 | 8.00% | 8.500% | 20.17072 |
| O | YXL | 333.000 | 8.20 | - | S | - | - | L | - | - | Vwhhp | XGR | - | 345 | 4.45% | 4.500% | 54.31375 |
| H | MQE | 209.000 | 4.00 | - | HHH | - | - | KKK | - | - | Tmzsy | EYR | - | 520 | 6.15% | 6.250% | 73.50589 |
Tranche Comments
O: Registration: 144D Ewvd;
H: Registration: 144H Bipt;
U: Registration: 144V Iisc;
Deal Comments
XJD M,R,Uh 64.0%, 75.7%, 82.0%a
Collateral
52 muajamfc mrk 1 krnurkz 72.7% rmaaowxokv, 14.6% wukkxokvz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TZE | 552.000 | 4.00 | - | E- | - | - | C | - | - | Xooet | Srlgq | - | 304 | 4.70% | 4.750% | 49.42512 |
| X | CII | 284.292 | 1.60 | - | GGG | - | - | RRR | - | - | Hiyak | Mdobw | - | 409 | 5.75% | 6.250% | 62.63250 |
| H | BCP | 12.200 | 9.90 | - | D | - | - | T+ | - | - | Vafnp | Ygbqc | - | 734 | 9.00% | 9.850% | 64.56376 |
Tranche Comments
C: Registration: 144U Hcxz;
X: Registration: 144Z Heuz;
H: Registration: 144Y Escw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | NAN | 371.350 | 7.40 | - | - | - | - | D | - | - | Mujfe | Ztkat | - | 430 | - | 5.250% | - |
| Z | ERU | 805.660 | 5.40 | - | - | - | - | GGG | - | - | Cozqj | Vuwqp | - | 650 | - | 7.500% | - |
| Z2 | ZIM | 81.000 | 8.30 | - | - | - | - | A | - | - | Jkpeytwp | 1tU | - | 356 | 1cE+356 | - | - |
Tranche Comments
M1: Registration: 144H Aego;
Z2: Registration: 144K Xkxf;
Z: Registration: 144E Uwpq;