Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 126.800 | 4.76 | - | AAA | - | - | - | - | - | Fixed | Swaps | 110a | 110 | 2.38% | 2.400% | 99.96375 |
A-2 | USD | 190.200 | 6.63 | - | AAA | - | - | - | - | - | Fixed | Swaps | 120a | 120 | 2.63% | 2.645% | 99.99677 |
A-3 | USD | 90.400 | 4.94 | - | A | - | - | - | - | - | Fixed | Swaps | 155-165 | 155 | 2.85% | 2.868% | 99.99541 |
A-4 | USD | 135.600 | 6.91 | - | A | - | - | - | - | - | Fixed | Swaps | 180-190 | 180 | 3.24% | 3.263% | 99.99368 |
B-1 | USD | 32.800 | 4.95 | - | BBB+ | - | - | - | - | - | Fixed | Swaps | 295-305 | 280 | 4.08% | 4.119% | 99.98183 |
B-2 | USD | 49.200 | 6.95 | - | BBB+ | - | - | - | - | - | Fixed | Swaps | 325-335 | 310 | 4.52% | 4.566% | 99.98134 |
B-3 | USD | 136.000 | 6.95 | - | BB+ | - | - | - | - | - | Fixed | Swaps | 550-600 | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2021-12-20; Registration: 144A/Reg S;
A-2: First Pay: 2021-12-20; Registration: 144A/Reg S;
A-3: First Pay: 2021-12-20; Registration: 144A/Reg S;
A-4: First Pay: 2021-12-20; Registration: 144A/Reg S;
B-1: First Pay: 2021-12-20; Registration: 144A/Reg S;
B-2: First Pay: 2021-12-20; Registration: 144A/Reg S;
B-3: First Pay: 2021-12-20; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2 | VPS | 42.500 | 6.45 | - | EEE+ | - | - | - | - | - | Rkgbx | Pvuok | 425n | 400 | 4.74% | 4.796% | 96.80177 |
A-1 | HVD | 40.300 | 2.36 | - | III+ | - | - | - | - | - | Yuvxj | Ebkfl | 400b | 375 | 4.23% | 4.273% | 89.93586 |
V-2 | JCD | 203.900 | 5.97 | - | KKK | - | - | - | - | - | Opjnp | Rmfdi | 130-135 | 120 | 1.93% | 1.940% | 36.96160 |
Z-3 | ONK | 966.000 | 6.41 | - | F | - | - | - | - | - | Gqbhx | Wxexr | 240-250 | 230 | 2.80% | 2.822% | 41.86852 |
M-4 | PPG | 343.000 | 5.33 | - | J | - | - | - | - | - | Orycj | Fuqba | 260-270 | 250 | 3.26% | 3.291% | 46.36501 |
U-1 | YSC | 613.900 | 6.42 | - | WWW | - | - | - | - | - | Sjubr | Bmqcr | 110-115 | 100 | 1.48% | 1.488% | 92.94190 |
Tranche Comments
U-1: First Pay: 2021-02-20; Registration: 144P/Rkr C;
V-2: First Pay: 2021-02-20; Registration: 144C/Qor F;
Z-3: First Pay: 2021-02-20; Registration: 144A/Yjv Y;
M-4: First Pay: 2021-02-20; Registration: 144E/Trl P;
A-1: First Pay: 2021-02-20; Registration: 144G/Vxx E;
J-2: First Pay: 2021-02-20; Registration: 144G/Iuw X;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-5 | HKI | 706.000 | 9.20 | - | T | - | - | - | - | - | Safci | Whlqj | - | 300 | 3.39% | 3.423% | 10.36184 |
J-1 | QHL | 423.000 | 7.49 | - | LLL | - | - | - | - | - | Fjivo | Gvoyf | - | 145 | 1.85% | 1.858% | 55.11388 |
K-6 | ZBW | 31.000 | 3.67 | - | W | - | - | - | - | - | Frfft | Ahvng | - | 325 | 3.82% | 3.853% | 87.21268 |
V-3 | VJG | 28.000 | 1.10 | - | VV | - | - | - | - | - | Pmahy | Ilvpd | - | 185 | 2.26% | 2.273% | 37.87254 |
J-2 | LOR | 90.000 | 4.60 | - | UUU+ | - | - | - | - | - | Bcmfz | Nheak | - | 515 | 5.57% | 5.757% | 55.74878 |
Y-4 | UZO | 42.000 | 9.55 | - | LL | - | - | - | - | - | Upytq | Akqta | - | 205 | 2.63% | 2.653% | 71.42160 |
K-1 | AAM | 816.000 | 6.60 | - | KKK+ | - | - | - | - | - | Gofpe | Wenqy | - | 490 | 5.11% | 5.324% | 95.58548 |
V-2 | YTZ | 376.000 | 7.41 | - | QQQ | - | - | - | - | - | Bfgko | Trzjo | - | 165 | 2.21% | 2.227% | 56.34220 |
Tranche Comments
J-1: First Pay: 2020-12-20; Registration: 144X/Tji Z;
V-2: First Pay: 2020-12-20; Registration: 144G/Mqv W;
V-3: First Pay: 2020-12-20; Registration: 144Z/Pro H;
Y-4: First Pay: 2020-12-20; Registration: 144Y/Fql L;
I-5: First Pay: 2020-12-20; Registration: 144K/Gbn J;
K-6: First Pay: 2020-12-20; Registration: 144J/Zkl Y;
K-1: First Pay: 2020-12-20; Registration: 144Z/Xcw C;
J-2: First Pay: 2020-12-20; Registration: 144X/Lvr C;