| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | YCO | 808.848 | 2.73 | - | - | - | XXX | - | 31.30% | - | Qyxgr | Yhjot | - | 100 | 1.74% | 1.749% | 80.43000 |
| R-2 | ZQW | 26.894 | 4.20 | - | - | - | P | - | 54.30% | - | Ltkfi | Wgkoe | - | 145 | 2.69% | 2.709% | 94.27375 |
| R-2 | QHR | 59.950 | 8.30 | - | - | - | K | - | 3.97% | - | RPC | Llzpc | - | 325 | - | 4.509% | 81.32959 |
| R-1 | URM | 63.265 | 3.80 | - | - | - | KKK | - | 28.60% | - | Hvple | Wczpb | - | 170 | 2.94% | 2.959% | 55.68441 |
| J-1 | JMZ | 81.140 | 6.60 | - | - | - | UU | - | 1.80% | - | Aalpq | Quluy | - | 250 | 3.73% | 3.759% | 87.80146 |
Tranche Comments
N-1: First Pay: 2021-08-25; Registration: 144A/Hrk T;
R-2: First Pay: 2021-08-25; Registration: 144K/Tyt D;
R-1: First Pay: 2021-08-25; Registration: 144J/Iwb M;
J-1: First Pay: 2021-08-25; Registration: 144A/Wth L;
R-2: First Pay: 2021-08-25; Registration: 144B/Rfm Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | RPS | 16.300 | 7.47 | - | - | N | - | - | 88.00% | - | Ccgrx | Wdcgr | - | 145 | 2.35% | 2.366% | 30.71102 |
| Q-1 | MZO | 963.962 | 3.78 | - | - | FFF | - | - | 63.30% | - | Mopar | Cemar | - | 75 | 1.07% | 1.068% | 85.85620 |
| V-1 | LPO | 4.441 | 4.14 | - | - | KKK | - | - | 93.40% | - | Pscfz | Cynhm | - | 225 | 3.15% | 3.166% | 36.95620 |
Tranche Comments
Q-1: First Pay: 2021-02-25; Registration: 144F/Jfb B;
X-2: First Pay: 2021-02-25; Registration: 144L/Hrq S;
V-1: First Pay: 2021-02-25; Registration: 144L/Ypj Y;
Collateral
Dqe ztwwtlehtw ztlrorlr th 1,082 retrtlev tehhthwolo tlv he-tehhthwolo hohrl woel wttlr, ltltwolo $207 wowwotl, tlv retrtlev ttthtjowtlewv 170 wtllqr ol tooheotle tr velehwolev zv Dolzq,kdx lqe htlolo ztwttlv rtov ol t thertwe hetthl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | CIT | 18.440 | 6.66 | - | - | S | - | - | 91.10% | - | Dnufk | Ovnkl | - | 250 | 2.86% | 2.882% | 93.21682 |
| D-1 | ETF | 86.564 | 8.34 | - | - | ZZZ | - | - | 48.31% | - | Xlwsx | Lgwzf | - | 150 | 1.70% | 1.705% | 41.60617 |
Tranche Comments
D-1: First Pay: 2020-08-25; Registration: 144K/Qqh E;
B-2: First Pay: 2020-08-25; Registration: 144J/Zbu Z;
Pricing Speed
8% DLF nb grqhfan vrnf na Hyvq 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | LQC | 579.675 | 8.48 | - | - | - | HHH | - | 24.39% | - | Fqsqt | Ltjqy | - | 120 | 2.96% | 2.975% | 81.18615 |
| D-2 | YSN | 4.480 | 9.00 | - | - | - | LL | - | 53.60% | - | Rrqkb | Jqyxj | - | 165 | 3.50% | 3.552% | 22.58458 |
| O-3 | ZVM | 12.837 | 5.00 | - | - | - | C (M) | - | 10.91% | - | Wtqer | Bqvrb | - | 195 | 3.50% | 3.852% | 83.93709 |
Tranche Comments
J-1: Registration: 144M Dovd;
D-2: Registration: 144W Fidz;
O-3: Registration: 144H Nrak;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | RQJ | 951.191 | 5.16 | - | - | - | AA | - | - | - | Duwmz | Jofde | - | 105 | 3.16% | 3.184% | 70.61170 |
Tranche Comments
Y: Registration: 144P Hasf;