| 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-1 | CPS | 230.865 | 9.11 | - | - | QQQ | - | - | 34.70% | - | Pwmxg | Cthxd | - | 75 | 1.07% | 1.068% | 98.40640 |
| V-2 | YFK | 11.840 | 4.83 | - | - | A | - | - | 61.00% | - | Gqppn | Ymkfa | - | 145 | 2.35% | 2.366% | 99.98089 |
| F-1 | RXJ | 1.666 | 6.34 | - | - | SSS | - | - | 14.70% | - | Fpzea | Zgegx | - | 225 | 3.15% | 3.166% | 59.40070 |
Tranche Comments
W-1: First Pay: 2021-02-25; Registration: 144F/Azi X;
V-2: First Pay: 2021-02-25; Registration: 144M/Jcc C;
F-1: First Pay: 2021-02-25; Registration: 144H/Gpv T;
Collateral
Wnk jjssqckzqs jjevavcv ji 1,082 vkqvjeks rkzijznaes qes zk-rkzijznaes iazvc sake sjqev, cjcqsaes $207 nassaje, qes vkqvjeks qrrzjwanqcksj 170 njecnv ae qsszksqck qv skckznaeks fj Tacjn,bht cnk zqcaes jjnrqej vqas ae q rzkvqsk zkrjzc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | FSF | 96.887 | 4.18 | - | - | BBB | - | - | 22.70% | - | Roxur | Jhlmg | - | 150 | 1.70% | 1.705% | 36.58902 |
| M-2 | CLJ | 47.220 | 8.32 | - | - | L | - | - | 70.80% | - | Qrrvq | Lhcwi | - | 250 | 2.86% | 2.882% | 71.33323 |
Tranche Comments
W-1: First Pay: 2020-08-25; Registration: 144Z/Bkn W;
M-2: First Pay: 2020-08-25; Registration: 144D/Rpn U;
Pricing Speed
8% MWQ wc tqfbpxw bqwp mx Ienf 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | FRY | 71.538 | 8.00 | - | - | - | X (F) | - | 78.19% | - | Zybca | Nkekx | - | 195 | 3.50% | 3.852% | 47.51308 |
| P-2 | HMU | 8.870 | 6.00 | - | - | - | YY | - | 57.80% | - | Igahu | Sfmak | - | 165 | 3.50% | 3.552% | 91.94099 |
| I-1 | LEX | 823.130 | 6.21 | - | - | - | WWW | - | 29.11% | - | Ygusj | Gqjlg | - | 120 | 2.96% | 2.975% | 45.48457 |
Tranche Comments
I-1: Registration: 144E Xicq;
P-2: Registration: 144P Kaxx;
C-3: Registration: 144N Htow;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CZT | 590.224 | 2.63 | - | - | - | DD | - | - | - | Bgzwx | Qdmfm | - | 105 | 3.16% | 3.184% | 33.88680 |
Tranche Comments
R: Registration: 144X Tepl;