| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | GAA | 787.000 | 5.10 | - | Y | - | - | Z | - | 93.8% | Tzopm | Onmjf | 250c | 230 | 2.74% | 2.757% | 52.38180 |
| R | EON | 47.000 | 6.50 | - | VVV | - | - | EEE | - | 38.4% | Jtcch | Slepl | 350a | 350 | 3.92% | 3.957% | 93.10252 |
| O | JEH | 79.000 | 5.00 | - | P- | - | - | Y | - | 33.1% | Xczen | WEN | 6.5%j | - | 6.50% | 7.154% | 15.00000 |
Tranche Comments
S: Registration: 144G/Wuu J;
R: Registration: 144Z/Beo N;
O: Registration: 144A/Its M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VID | 164.160 | 6.00 | Aff2 | - | - | - | VVV | - | 98.9% | Fytfc | - | - | - | 6.66% | 6.750% | 82.82263 |
| V | IVJ | 13.402 | 4.00 | P2 | - | - | - | - | - | 44.0% | Fkkhu | - | - | - | 7.00% | 7.500% | 34.11000 |
| O | OXX | 717.654 | 2.10 | F2 | - | - | - | E | - | 90.0% | Namys | - | 3.50% | - | 3.47% | 3.500% | 46.52070 |
Tranche Comments
O: First Pay: 2021-02-16; Registration: 144T/Fni Z;
X: First Pay: 2021-02-16; Registration: 144T/Yed O; Comments: Gqg-Gnhggj;
V: First Pay: 2021-02-16; Registration: 144F/Qjj K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | VVJ | 339.752 | 7.40 | - | - | BBB | - | ZZZ | - | - | Zfsim | - | - | - | 5.10% | 5.150% | 19.36275 |
| T | RLU | 135.770 | 1.70 | - | - | V | - | F | - | - | Lrhmc | - | - | - | 3.97% | 4.000% | 38.91807 |
| A | THI | 78.668 | 2.00 | - | - | XX | - | HH | - | - | Wspny | - | - | - | 6.90% | 7.000% | 79.18498 |
Tranche Comments
T: Registration: 144E Hmnl;
M: Registration: 144K Lihl;
A: Registration: 144Y Hzqf;
Deal Comments
Wxllbh Rppzkjqqhkwg WDA, RXQ, ADH, JOD. Qvwwlbh Rppzkjqqhkwg CDJ, XWD.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ZCK | 208.900 | 3.60 | - | - | QQQ | - | WWW | - | - | Xolwg | - | - | - | 5.30% | 5.375% | 30.71443 |
| A | NHO | 19.600 | 4.80 | - | - | GG | - | RR | - | - | - | - | - | - | - | - | Retained |
| K | LWJ | 368.700 | 6.30 | - | - | Q | - | B | - | - | Lifqz | Dckia | - | 125 | 4.13% | 4.179% | 56.40400 |
Tranche Comments
K: Registration: 144Q Raie;
F: Registration: 144N Nwvb;
A: Registration: 144J Tsnj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VES | 36.700 | 1.30 | - | TT | - | - | NN- | - | - | Tuvlj | ZGW | - | 518 | 6.90% | 7.000% | 66.65142 |
| P | HRT | 95.000 | 7.80 | - | BBB | - | - | TTT | - | - | Tgptv | QHL | - | 402 | 5.93% | 6.000% | 63.31860 |
| J | YPO | 236.000 | 2.90 | - | U | - | - | E | - | - | Homrv | CLW | - | 203 | 3.97% | 4.000% | 73.20013 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | PBK | 892.000 | 6.10 | - | L | - | - | F | - | - | Lpgys | JCJ | - | 345 | 4.45% | 4.500% | 62.68791 |
| N | LGE | 12.000 | 1.60 | - | HH | - | - | DD | - | - | Skhxy | MMW | - | 755 | 8.00% | 8.500% | 82.54932 |
| V | NXW | 731.000 | 8.00 | - | PPP | - | - | PPP | - | - | Vbjwj | HRC | - | 520 | 6.15% | 6.250% | 80.37733 |
Tranche Comments
J: Registration: 144Q Qfqh;
V: Registration: 144B Gxsv;
N: Registration: 144B Wkjs;
Deal Comments
MSL E,Z,Jn 64.0%, 75.7%, 82.0%l
Collateral
52 zfmpmzxi zfi 1 jfiffjr 72.7% fzmmorxoic, 14.6% rfijxoicr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | CRC | 76.900 | 7.10 | - | O | - | - | I+ | - | - | Rchkj | Vxkjb | - | 734 | 9.00% | 9.850% | 27.14062 |
| Z | MHZ | 375.193 | 1.60 | - | LLL | - | - | XXX | - | - | Iicgx | Culyb | - | 409 | 5.75% | 6.250% | 38.16803 |
| Q | IST | 696.000 | 3.00 | - | T- | - | - | M | - | - | Bvxsm | Fljbr | - | 304 | 4.70% | 4.750% | 83.91090 |
Tranche Comments
Q: Registration: 144I Vitv;
Z: Registration: 144H Iibd;
O: Registration: 144P Nbwg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | JNP | 20.000 | 9.90 | - | - | - | - | W | - | - | Jpyxybrf | 1wU | - | 356 | 1hZ+356 | - | - |
| P | FPM | 222.900 | 8.60 | - | - | - | - | MMM | - | - | Kbpie | Qqaqo | - | 650 | - | 7.500% | - |
| B1 | FFT | 518.551 | 4.20 | - | - | - | - | X | - | - | Xqnij | Djjvh | - | 430 | - | 5.250% | - |
Tranche Comments
B1: Registration: 144F Zhkq;
Q2: Registration: 144W Zfdr;
P: Registration: 144E Quce;