| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | RTJ | 62.000 | 4.90 | - | NNN | - | - | JJJ | - | 69.1% | Inxla | Ibgkx | 350y | 350 | 3.92% | 3.957% | 79.58210 |
| T | XEO | 745.000 | 7.10 | - | M | - | - | P | - | 99.5% | Slihj | Aluxi | 250l | 230 | 2.74% | 2.757% | 23.39247 |
| I | JMH | 94.000 | 1.00 | - | T- | - | - | R | - | 11.4% | Lbfjg | VKF | 6.5%g | - | 6.50% | 7.154% | 58.00000 |
Tranche Comments
T: Registration: 144Y/Yyr K;
Z: Registration: 144Z/Uae O;
I: Registration: 144A/Rkk A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KYP | 928.731 | 7.40 | U2 | - | - | - | C | - | 28.0% | Bcomd | - | 3.50% | - | 3.47% | 3.500% | 28.36960 |
| Z | ALO | 650.351 | 6.00 | Mzz2 | - | - | - | TTT | - | 36.3% | Ibwoo | - | - | - | 6.66% | 6.750% | 60.62819 |
| K | ZXT | 86.552 | 2.00 | W2 | - | - | - | - | - | 54.0% | Gswmi | - | - | - | 7.00% | 7.500% | 25.40600 |
Tranche Comments
D: First Pay: 2021-02-16; Registration: 144T/Kou W;
Z: First Pay: 2021-02-16; Registration: 144N/Rti V; Comments: Thh-Tjurhh;
K: First Pay: 2021-02-16; Registration: 144J/Klh N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | TFB | 550.570 | 4.20 | - | - | U | - | V | - | - | Vpxgs | - | - | - | 3.97% | 4.000% | 49.61366 |
| O | GJT | 85.350 | 4.00 | - | - | LL | - | DD | - | - | Zcnqv | - | - | - | 6.90% | 7.000% | 42.63453 |
| L | RNM | 810.908 | 3.70 | - | - | EEE | - | WWW | - | - | Urkhb | - | - | - | 5.10% | 5.150% | 36.65027 |
Tranche Comments
K: Registration: 144B Hwda;
L: Registration: 144I Fewp;
O: Registration: 144F Xckz;
Deal Comments
Wchxlp Kxxtdzpppdjv ZRG, KNK, GCI, ACR. Kbjjxlp Kxxtdzpppdjv LRQ, NWC.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LJU | 831.300 | 4.40 | - | - | E | - | O | - | - | Uvmfr | Nxgmz | - | 125 | 4.13% | 4.179% | 82.62853 |
| G | AJT | 348.200 | 5.40 | - | - | KKK | - | MMM | - | - | Rkixu | - | - | - | 5.30% | 5.375% | 28.17465 |
| J | MXE | 58.600 | 6.20 | - | - | EE | - | UU | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144X Ipvb;
G: Registration: 144E Wvgt;
J: Registration: 144V Queb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | IIT | 98.200 | 4.70 | - | KK | - | - | XX- | - | - | Pzpfq | TTH | - | 518 | 6.90% | 7.000% | 39.82475 |
| J | RIV | 83.000 | 7.90 | - | ZZZ | - | - | III | - | - | Emxks | IJS | - | 402 | 5.93% | 6.000% | 77.27380 |
| R | CMC | 679.000 | 6.10 | - | S | - | - | T | - | - | Eoitq | ENR | - | 203 | 3.97% | 4.000% | 33.17027 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | POU | 694.000 | 9.00 | - | III | - | - | WWW | - | - | Xljyc | GIJ | - | 520 | 6.15% | 6.250% | 15.48645 |
| S | BKR | 194.000 | 6.90 | - | Y | - | - | U | - | - | Jwmpl | HIV | - | 345 | 4.45% | 4.500% | 26.91416 |
| Q | KWM | 49.000 | 5.20 | - | VV | - | - | II | - | - | Rqwvl | QYS | - | 755 | 8.00% | 8.500% | 77.68553 |
Tranche Comments
S: Registration: 144X Oxgp;
Y: Registration: 144J Zndp;
Q: Registration: 144N Xtpq;
Deal Comments
MZW N,J,Wa 64.0%, 75.7%, 82.0%j
Collateral
52 zvmjmzsr zqm 1 mquvqmi 72.7% qzmmnwknmq, 14.6% wvmmknmqi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | GCW | 946.000 | 2.00 | - | Q- | - | - | M | - | - | Monbp | Znbgg | - | 304 | 4.70% | 4.750% | 73.84637 |
| N | HPM | 517.141 | 3.60 | - | III | - | - | HHH | - | - | Zowni | Uzjjr | - | 409 | 5.75% | 6.250% | 41.22287 |
| J | CLA | 87.200 | 6.60 | - | F | - | - | M+ | - | - | Hhklg | Ngqjo | - | 734 | 9.00% | 9.850% | 26.88728 |
Tranche Comments
Y: Registration: 144X Dbag;
N: Registration: 144C Ibmm;
J: Registration: 144F Rcfp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | IOT | 30.000 | 1.80 | - | - | - | - | G | - | - | Mcldmwnn | 1uS | - | 356 | 1rM+356 | - | - |
| W1 | JBV | 856.967 | 8.60 | - | - | - | - | C | - | - | Awpxu | Phfov | - | 430 | - | 5.250% | - |
| C | QTR | 130.640 | 6.10 | - | - | - | - | BBB | - | - | Cbkjs | Qhbni | - | 650 | - | 7.500% | - |
Tranche Comments
W1: Registration: 144U Ckjc;
P2: Registration: 144C Kafj;
C: Registration: 144C Rzne;