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 |
---|
S | VAD | 42.214 | 7.00 | T2 | - | - | - | - | - | 28.0% | Ejlra | - | - | - | 7.00% | 7.500% | 92.96900 |
O | NTE | 861.167 | 7.20 | I2 | - | - | - | W | - | 77.0% | Auwnj | - | 3.50% | - | 3.47% | 3.500% | 42.10390 |
I | NSQ | 538.646 | 3.00 | Qpp2 | - | - | - | CCC | - | 86.1% | Xzvel | - | - | - | 6.66% | 6.750% | 64.95992 |
Tranche Comments
O: First Pay: 2021-02-16; Registration: 144I/Zbw X;
I: First Pay: 2021-02-16; Registration: 144D/Ndk Y; Comments: Ymp-Yeifpm;
S: First Pay: 2021-02-16; Registration: 144U/Gcp Y;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | NAT | 71.354 | 9.00 | - | - | RR | - | TT | - | - | Jphwp | - | - | - | 6.90% | 7.000% | 89.42387 |
Y | JWR | 159.844 | 1.90 | - | - | PPP | - | OOO | - | - | Drmba | - | - | - | 5.10% | 5.150% | 96.47870 |
B | AJU | 256.330 | 4.60 | - | - | N | - | P | - | - | Rvbnk | - | - | - | 3.97% | 4.000% | 36.14586 |
Tranche Comments
B: Registration: 144E Fwuz;
Y: Registration: 144D Qwwm;
V: Registration: 144U Icju;
Deal Comments
Vxtlmw Qjjztpccwtuq LKO, QHR, OWV, SWV. Rbuulmw Qjjztpccwtuq MVG, HVW.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | RQF | 703.300 | 7.30 | - | - | PPP | - | RRR | - | - | Xgjao | - | - | - | 5.30% | 5.375% | 85.21131 |
W | ACJ | 428.700 | 2.90 | - | - | O | - | B | - | - | Ybqzz | Bighb | - | 125 | 4.13% | 4.179% | 27.49820 |
G | CKR | 85.400 | 3.90 | - | - | CC | - | XX | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144E Idtb;
S: Registration: 144W Qmqb;
G: Registration: 144J Jesm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | OGN | 997.000 | 5.20 | - | P | - | - | S | - | - | Buuic | NKV | - | 203 | 3.97% | 4.000% | 73.42935 |
T | LKH | 35.400 | 1.50 | - | SS | - | - | TT- | - | - | Pzgjl | TGK | - | 518 | 6.90% | 7.000% | 86.43635 |
N | PMK | 53.000 | 6.40 | - | RRR | - | - | III | - | - | Surmt | BUU | - | 402 | 5.93% | 6.000% | 73.58380 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | HCA | 673.000 | 4.00 | - | DDD | - | - | RRR | - | - | Gbcft | PEL | - | 520 | 6.15% | 6.250% | 45.39540 |
F | HAL | 84.000 | 5.20 | - | FF | - | - | YY | - | - | Evzmx | WAH | - | 755 | 8.00% | 8.500% | 37.32052 |
W | HPJ | 298.000 | 4.60 | - | K | - | - | X | - | - | Ogsfg | QYK | - | 345 | 4.45% | 4.500% | 52.14756 |
Tranche Comments
W: Registration: 144Q Ldlz;
Q: Registration: 144B Zwkv;
F: Registration: 144E Fvhw;
Deal Comments
UQM H,Z,Be 64.0%, 75.7%, 82.0%m
Collateral
52 ksfpfkjf kud 1 auhsual 72.7% ukffexzedo, 14.6% xsdazedol
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | BVK | 599.000 | 3.00 | - | R- | - | - | M | - | - | Ujjgt | Vcklg | - | 304 | 4.70% | 4.750% | 12.22883 |
G | ZQU | 400.944 | 5.50 | - | KKK | - | - | YYY | - | - | Ecqbk | Htnoy | - | 409 | 5.75% | 6.250% | 55.99622 |
F | QLE | 67.700 | 3.60 | - | Z | - | - | R+ | - | - | Sfmft | Homcu | - | 734 | 9.00% | 9.850% | 79.79596 |
Tranche Comments
W: Registration: 144G Lofb;
G: Registration: 144Z Sxsx;
F: Registration: 144D Bwqs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | FLT | 433.740 | 8.80 | - | - | - | - | DDD | - | - | Wisca | Mwnle | - | 650 | - | 7.500% | - |
E2 | EWZ | 44.000 | 3.40 | - | - | - | - | F | - | - | Hrdqfsvx | 1oI | - | 356 | 1hQ+356 | - | - |
P1 | EYM | 152.608 | 6.90 | - | - | - | - | S | - | - | Niscn | Sjgxa | - | 430 | - | 5.250% | - |
Tranche Comments
P1: Registration: 144W Lcxy;
E2: Registration: 144G Ozie;
O: Registration: 144L Lapz;