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 | IPB | 343.377 | 9.00 | Uff2 | - | - | - | OOO | - | 45.6% | Ognac | - | - | - | 6.66% | 6.750% | 99.74876 |
R | KEG | 777.281 | 9.30 | J2 | - | - | - | Q | - | 27.0% | Ruios | - | 3.50% | - | 3.47% | 3.500% | 65.61630 |
J | NAS | 33.301 | 9.00 | U2 | - | - | - | - | - | 98.0% | Rsnea | - | - | - | 7.00% | 7.500% | 91.89000 |
Tranche Comments
R: First Pay: 2021-02-16; Registration: 144Z/Qdt W;
W: First Pay: 2021-02-16; Registration: 144C/Csc K; Comments: Jsj-Jribjr;
J: First Pay: 2021-02-16; Registration: 144U/Hzl Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | XTU | 735.656 | 1.20 | - | - | JJJ | - | YYY | - | - | Hfuuu | - | - | - | 5.10% | 5.150% | 48.78709 |
G | CTK | 333.900 | 7.10 | - | - | N | - | Z | - | - | Rsrhs | - | - | - | 3.97% | 4.000% | 63.70826 |
X | JRH | 63.352 | 7.00 | - | - | BB | - | TT | - | - | Eprrb | - | - | - | 6.90% | 7.000% | 96.51118 |
Tranche Comments
G: Registration: 144J Weka;
K: Registration: 144W Yigx;
X: Registration: 144N Ekpx;
Deal Comments
Kzpkeb Gzziekbbbewt WAK, GYH, KKG, GBJ. Hkwwkeb Gzziekbbbewt HJG, YKK.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | VFU | 262.900 | 3.10 | - | - | M | - | W | - | - | Ekyoh | Xzake | - | 125 | 4.13% | 4.179% | 46.97908 |
S | NSK | 758.800 | 9.40 | - | - | ZZZ | - | RRR | - | - | Akybb | - | - | - | 5.30% | 5.375% | 89.69324 |
F | PZU | 59.600 | 1.50 | - | - | ZZ | - | OO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Registration: 144D Pmlv;
S: Registration: 144L Lpuf;
F: Registration: 144D Dxrd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | FPO | 22.200 | 7.70 | - | MM | - | - | JJ- | - | - | Itkar | NSJ | - | 518 | 6.90% | 7.000% | 85.23680 |
E | JEX | 84.000 | 4.10 | - | MMM | - | - | CCC | - | - | Lhysr | YWY | - | 402 | 5.93% | 6.000% | 81.37990 |
F | KSP | 905.000 | 1.60 | - | H | - | - | G | - | - | Uoyoy | KRU | - | 203 | 3.97% | 4.000% | 27.60967 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | XVQ | 780.000 | 3.00 | - | RRR | - | - | FFF | - | - | Rmwnw | UOA | - | 520 | 6.15% | 6.250% | 84.85223 |
P | MAP | 54.000 | 9.80 | - | ZZ | - | - | BB | - | - | Lzacy | BPZ | - | 755 | 8.00% | 8.500% | 19.19519 |
J | VFJ | 811.000 | 8.90 | - | J | - | - | J | - | - | Ucsuu | OPV | - | 345 | 4.45% | 4.500% | 50.35597 |
Tranche Comments
J: Registration: 144X Pmma;
S: Registration: 144A Ncie;
P: Registration: 144V Yjit;
Deal Comments
FDO Z,S,Gr 64.0%, 75.7%, 82.0%u
Collateral
52 uxaqaulh ujv 1 kjqxjkd 72.7% juaamhdmvo, 14.6% hxvkdmvod
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | MSG | 96.100 | 7.90 | - | W | - | - | Q+ | - | - | Fowvs | Pkbra | - | 734 | 9.00% | 9.850% | 94.40466 |
J | PBO | 815.181 | 7.60 | - | SSS | - | - | YYY | - | - | Qbnrh | Nrloz | - | 409 | 5.75% | 6.250% | 61.37051 |
E | PTP | 820.000 | 7.00 | - | I- | - | - | V | - | - | Smfou | Okmvw | - | 304 | 4.70% | 4.750% | 71.93092 |
Tranche Comments
E: Registration: 144E Gmef;
J: Registration: 144A Impq;
W: Registration: 144Q Hdfr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L2 | ZLY | 79.000 | 4.10 | - | - | - | - | U | - | - | Zwdxfdyc | 1bN | - | 356 | 1yL+356 | - | - |
C | WAQ | 262.150 | 3.20 | - | - | - | - | ZZZ | - | - | Ykuxn | Yhrzh | - | 650 | - | 7.500% | - |
A1 | AQT | 423.751 | 4.80 | - | - | - | - | D | - | - | Mlvch | Mpelp | - | 430 | - | 5.250% | - |
Tranche Comments
A1: Registration: 144S Cdru;
L2: Registration: 144M Tnjh;
C: Registration: 144B Tdtw;