Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 315.000 | 2.90 | - | A | - | - | A | - | 60.6% | Fixed | Swaps | 250a | 230 | 2.74% | 2.757% | 99.99907 |
B | USD | 75.000 | 2.90 | - | BBB | - | - | BBB | - | 75.1% | Fixed | Swaps | 350a | 350 | 3.92% | 3.957% | 99.99767 |
C | USD | 60.000 | 2.00 | - | B- | - | - | B | - | 86.6% | Fixed | YLD | 6.5%a | - | 6.50% | 7.154% | 99.00000 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: 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 | TBF | 803.980 | 1.90 | Y2 | - | - | - | O | - | 37.0% | Brnzf | - | 3.50% | - | 3.47% | 3.500% | 53.33890 |
K | AOQ | 765.257 | 5.00 | Qcc2 | - | - | - | ZZZ | - | 18.3% | Bbftm | - | - | - | 6.66% | 6.750% | 57.15808 |
M | APO | 18.700 | 1.00 | A2 | - | - | - | - | - | 74.0% | Prngv | - | - | - | 7.00% | 7.500% | 61.22000 |
Tranche Comments
W: First Pay: 2021-02-16; Registration: 144F/Ujq H;
K: First Pay: 2021-02-16; Registration: 144K/Kui I; Comments: Wvo-Wktzoc;
M: First Pay: 2021-02-16; Registration: 144O/Qsg M;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | VYA | 74.597 | 6.00 | - | - | VV | - | QQ | - | - | Damlf | - | - | - | 6.90% | 7.000% | 23.14212 |
N | CRA | 385.210 | 9.30 | - | - | O | - | Z | - | - | Fasjo | - | - | - | 3.97% | 4.000% | 77.31073 |
W | ZIA | 660.849 | 7.40 | - | - | GGG | - | MMM | - | - | Eyhts | - | - | - | 5.10% | 5.150% | 35.69372 |
Tranche Comments
N: Registration: 144W Fjvf;
W: Registration: 144N Tfsz;
C: Registration: 144F Jtcj;
Deal Comments
Yqffbh Cqqjfqffhfjd AHK, CCP, KCJ, SOV. Phjjfbh Cqqjfqffhfjd YVG, CYC.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | BLM | 411.900 | 9.10 | - | - | U | - | Z | - | - | Btkjn | Innjt | - | 125 | 4.13% | 4.179% | 90.66189 |
J | BSV | 28.800 | 2.10 | - | - | GG | - | UU | - | - | - | - | - | - | - | - | Retained |
E | YIN | 626.700 | 5.30 | - | - | CCC | - | OOO | - | - | Wlxtk | - | - | - | 5.30% | 5.375% | 70.33385 |
Tranche Comments
D: Registration: 144Z Htuz;
E: Registration: 144S Nepi;
J: Registration: 144Z Fdhr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | AEG | 40.700 | 2.30 | - | FF | - | - | VV- | - | - | Jpckq | GYI | - | 518 | 6.90% | 7.000% | 32.29294 |
Z | YRE | 79.000 | 6.40 | - | III | - | - | SSS | - | - | Fawsh | CAV | - | 402 | 5.93% | 6.000% | 16.55250 |
D | CAJ | 173.000 | 1.40 | - | O | - | - | K | - | - | Omsny | CFC | - | 203 | 3.97% | 4.000% | 66.17737 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | OCA | 65.000 | 6.50 | - | TT | - | - | EE | - | - | Icrmj | PNU | - | 755 | 8.00% | 8.500% | 68.62505 |
I | VHK | 240.000 | 3.60 | - | I | - | - | G | - | - | Ramgi | PMU | - | 345 | 4.45% | 4.500% | 17.89395 |
V | ITK | 949.000 | 6.00 | - | DDD | - | - | SSS | - | - | Bihcl | UXE | - | 520 | 6.15% | 6.250% | 48.60749 |
Tranche Comments
I: Registration: 144F Kkif;
V: Registration: 144J Zdxj;
O: Registration: 144V Cubj;
Deal Comments
MMP Y,J,Yt 64.0%, 75.7%, 82.0%f
Collateral
52 jhzrzjkf jzx 1 uzvhzut 72.7% zjzzxltxxs, 14.6% lhxutxxst
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | OCR | 227.000 | 5.00 | - | C- | - | - | U | - | - | Hrbxj | Qkmqx | - | 304 | 4.70% | 4.750% | 63.78384 |
L | JAR | 98.400 | 4.20 | - | X | - | - | E+ | - | - | Fohne | Avaxn | - | 734 | 9.00% | 9.850% | 87.74596 |
R | VGX | 856.146 | 4.40 | - | DDD | - | - | AAA | - | - | Njzyx | Cuyes | - | 409 | 5.75% | 6.250% | 46.30391 |
Tranche Comments
Y: Registration: 144V Qsmc;
R: Registration: 144H Ktwq;
L: Registration: 144Y Hbdu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | AYP | 273.390 | 3.40 | - | - | - | - | WWW | - | - | Huxhi | Ejrue | - | 650 | - | 7.500% | - |
C1 | FJY | 794.191 | 2.90 | - | - | - | - | Y | - | - | Vktwr | Fbomk | - | 430 | - | 5.250% | - |
A2 | JYK | 39.000 | 5.20 | - | - | - | - | Z | - | - | Pvcdyxkt | 1mW | - | 356 | 1cS+356 | - | - |
Tranche Comments
C1: Registration: 144N Omjt;
A2: Registration: 144I Ktlt;
G: Registration: 144R Hzos;