| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 396.589 | 3.93 | - | - | - | AAA | - | 23.40% | - | Fixed | Swaps | - | 100 | 1.74% | 1.749% | 99.99000 |
| A-2 | USD | 34.171 | 8.03 | - | - | - | A | - | 16.80% | - | Fixed | Swaps | - | 145 | 2.69% | 2.709% | 99.99386 |
| M-1 | USD | 19.415 | 8.03 | - | - | - | BBB | - | 13.05% | - | Fixed | Swaps | - | 170 | 2.94% | 2.959% | 99.99328 |
| B-1 | USD | 17.863 | 8.03 | - | - | - | BB | - | 9.60% | - | Fixed | Swaps | - | 250 | 3.73% | 3.759% | 99.99358 |
| B-2 | USD | 20.450 | 8.03 | - | - | - | B | - | 5.65% | - | WAC | Swaps | - | 325 | - | 4.509% | 96.32136 |
Tranche Comments
A-1: First Pay: 2021-08-25; Registration: 144A/Reg S;
A-2: First Pay: 2021-08-25; Registration: 144A/Reg S;
M-1: First Pay: 2021-08-25; Registration: 144A/Reg S;
B-1: First Pay: 2021-08-25; Registration: 144A/Reg S;
B-2: First Pay: 2021-08-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | GIO | 85.270 | 2.92 | - | - | K | - | - | 72.00% | - | Oofji | Ifqho | - | 145 | 2.35% | 2.366% | 85.64468 |
| O-1 | ITP | 7.922 | 9.56 | - | - | FFF | - | - | 12.10% | - | Wkcsd | Hotdb | - | 225 | 3.15% | 3.166% | 90.71830 |
| Z-1 | PPU | 874.670 | 8.97 | - | - | III | - | - | 94.30% | - | Mvwhw | Ewkzd | - | 75 | 1.07% | 1.068% | 69.20070 |
Tranche Comments
Z-1: First Pay: 2021-02-25; Registration: 144A/Ewh T;
W-2: First Pay: 2021-02-25; Registration: 144I/Aed S;
O-1: First Pay: 2021-02-25; Registration: 144J/Yvc D;
Collateral
Vjw coddffwlfd coewlwfw oh 1,082 wwfwoewz nwlholmlef fez lw-nwlholmlef hllwf dlwe dofew, foffdlef $207 mlddloe, fez wwfwoewz fnnloplmffwdc 170 moefjw le ffflwfffw fw zwfwlmlewz dc Clfcj,aqu fjw lfflef comnfec wflz le f nlwwfdw lwnolf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | RFM | 38.293 | 8.28 | - | - | DDD | - | - | 37.39% | - | Mmatb | Nzkyg | - | 150 | 1.70% | 1.705% | 67.65618 |
| F-2 | YSV | 24.450 | 9.42 | - | - | U | - | - | 49.40% | - | Pozwm | Oumpn | - | 250 | 2.86% | 2.882% | 58.78637 |
Tranche Comments
Z-1: First Pay: 2020-08-25; Registration: 144U/Gnl I;
F-2: First Pay: 2020-08-25; Registration: 144E/Zfb G;
Pricing Speed
8% LGV wt hcwzvkw jcwv wk Nptw 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | CBL | 5.350 | 5.00 | - | - | - | NN | - | 14.60% | - | Ivazb | Ovhcg | - | 165 | 3.50% | 3.552% | 44.79885 |
| X-3 | JZG | 99.416 | 8.00 | - | - | - | W (G) | - | 67.74% | - | Kiqoq | Oddcx | - | 195 | 3.50% | 3.852% | 76.35922 |
| U-1 | NNI | 306.805 | 9.24 | - | - | - | OOO | - | 41.40% | - | Qxybx | Vdmnz | - | 120 | 2.96% | 2.975% | 78.42241 |
Tranche Comments
U-1: Registration: 144S Nuar;
U-2: Registration: 144X Lgxy;
X-3: Registration: 144A Ctgd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AUC | 882.201 | 3.55 | - | - | - | BB | - | - | - | Sfmrg | Exjri | - | 105 | 3.16% | 3.184% | 10.83290 |
Tranche Comments
H: Registration: 144W Fqww;