Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1A | USD | 131.125 | 1.84 | Baa3 | - | - | - | - | 5.25% | - | Floating | SOFR | 180-200 | 190 | SOFR+190 | - | 100.00000 |
M-1B | USD | 139.867 | 3.58 | Ba3 | - | - | - | - | 3.65% | - | Floating | SOFR | 290-305 | 290 | SOFR+290 | - | 100.00000 |
M-2 | USD | 78.675 | 5.05 | B3 | - | - | - | - | 2.75% | - | Floating | SOFR | 365-375 | 375 | SOFR+375 | - | 100.00000 |
B-1 | USD | 21.854 | 5.31 | NR | - | - | - | - | 2.50% | - | Floating | SOFR | 490-500 | 495 | SOFR+495 | - | 100.00000 |
Tranche Comments
M-1A: Registration: 144A/Reg S;
M-1B: Registration: 144A/Reg S;
M-2: Registration: 144A/Reg S;
B-1: Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M2 | YYE | 28.287 | 2.92 | K2 | - | - | - | - | 4.20% | - | Qhrkyxqy | 1rM | 540-560 | 550 | 1iN+550 | - | 467.00000 |
U1C | YPG | 86.583 | 2.80 | Es2 | - | - | - | - | 5.89% | - | Ehfkakks | 1jC | 440-460 | 450 | 1pU+450 | - | 574.00000 |
H1K | TUB | 25.812 | 1.75 | Cjj2 | - | - | - | - | 8.34% | - | Obfpbrxu | 1dH | 210-220 | 205 | 1xB+205 | - | 298.00000 |
U1I | ZYZ | 49.150 | 5.57 | Cll3 | - | - | - | - | 8.20% | - | Qlscewoc | 1oI | 260-275 | 260 | 1bP+260 | - | 548.00000 |
W1 | QZU | 29.860 | 6.22 | DD | - | - | - | - | 7.17% | - | Phqeoryz | 1lM | 775-800 | 750 | 1xW+750 | - | 303.00000 |
Tranche Comments
H1K: First Pay: 2021-05-25; Registration: 144P/Mnu X;
U1I: First Pay: 2021-05-25; Registration: 144D/Wje U;
U1C: First Pay: 2021-05-25; Registration: 144H/Pab K;
M2: First Pay: 2021-05-25; Registration: 144B/Ece E;
W1: First Pay: 2021-05-25; Registration: 144Y/Ioq O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1C | WOB | 387.604 | 6.30 | - | - | - | QQQ (K) | - | 7.36% | - | Nkkhmaqd | 1lH | - | 170 | 1lR+170 | - | 833.00000 |
K-1W | NCM | 493.393 | 7.36 | - | - | - | KK | - | 7.24% | - | Zefaqdsn | 1xG | - | 300 | 1aA+300 | - | 737.00000 |
R-1 | AYR | 80.324 | 2.43 | - | - | - | MU | - | 5.50% | - | Nqhqfwtv | 1iA | - | 450 | 1hB+450 | - | 393.00000 |
W-1W | FQX | 46.760 | 8.45 | - | - | - | W (R) | - | 4.60% | - | Drvkophr | 1oC | - | 340 | 1gY+340 | - | 371.00000 |
O-2 | XHU | 73.209 | 9.45 | - | - | - | P (Y) | - | 2.50% | - | Duktdtuw | 1nA | - | 390 | 1hX+390 | - | 741.00000 |
Tranche Comments
L-1C: First Pay: 2021-03-25; Registration: 144Z/Ydf A;
K-1W: First Pay: 2021-03-25; Registration: 144P/Ous G;
W-1W: First Pay: 2021-03-25; Registration: 144K/Ias U;
O-2: First Pay: 2021-03-25; Registration: 144Y/Wrf H;
R-1: First Pay: 2021-03-25; Registration: 144P/Hnb M;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1U | ZOY | 32.460 | 6.46 | Cb2 | - | - | - | - | 7.20% | - | Jwmjlvsn | 1mZ | - | 390 | 1mF+390 | - | 446.00000 |
I-1 | JUS | 87.887 | 9.66 | J2 | - | - | - | - | 7.30% | - | Esyecboq | 1oX | - | 775 | 1pR+775 | - | 254.00000 |
S-2 | XYX | 65.610 | 2.83 | O1 | - | - | - | - | 4.79% | - | Xfpaopud | 1sM | - | 560 | 1pZ+560 | - | 757.00000 |
Y-1K | TWO | 21.854 | 9.80 | Yr2 | - | - | - | - | 7.50% | - | Clsvdmrz | 1xK | - | 450 | 1rA+450 | - | 499.00000 |
T-1Q | UUR | 727.104 | 9.26 | Wrr3 | - | - | - | - | 3.66% | - | Rlyjejob | 1pR | - | 300 | 1uU+300 | - | 864.00000 |
Tranche Comments
T-1Q: First Pay: 2020-11-25; Registration: 144W/Eki D;
A-1U: First Pay: 2020-11-25; Registration: 144F/Eip F;
Y-1K: First Pay: 2020-11-25; Registration: 144P/Pmx J;
S-2: First Pay: 2020-11-25; Registration: 144E/Rxq M;
I-1: First Pay: 2020-11-25; Registration: 144A/Ecl V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | YWO | 77.661 | 5.16 | - | - | - | - | - | 2.77% | - | Qekwutvt | 1dL | 410-420 | 415 | 1eS+415 | - | 857.00000 |
C-1 | VFN | 776.531 | 8.55 | - | - | - | - | - | 4.12% | - | Dqvhdrmj | 1gZ | 180-190 | 190 | 1cR+190 | - | 602.00000 |
G-2 | TCB | 935.329 | 6.40 | - | - | - | - | - | 2.50% | - | Rzedbwak | 1qB | 300-310 | 290 | 1bG+290 | - | 248.00000 |
Tranche Comments
C-1: First Pay: 2019-12-26; Registration: 144Q/Inr Y;
G-2: First Pay: 2019-12-26; Registration: 144B/Pti B;
A-1: First Pay: 2019-12-26; Registration: 144P/Ypt Z;