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 |
---|
E | JTR | 119.758 | 5.00 | Lrr2 | - | - | - | JJJ | - | 55.8% | Nrlsz | - | - | - | 6.66% | 6.750% | 32.97375 |
K | FWV | 59.789 | 8.00 | V2 | - | - | - | - | - | 46.0% | Bavaf | - | - | - | 7.00% | 7.500% | 12.25900 |
Q | ARR | 976.748 | 6.50 | K2 | - | - | - | H | - | 66.0% | Qfqae | - | 3.50% | - | 3.47% | 3.500% | 28.64400 |
Tranche Comments
Q: First Pay: 2021-02-16; Registration: 144J/Mkf P;
E: First Pay: 2021-02-16; Registration: 144Y/Jzb X; Comments: Xxt-Xbwktk;
K: First Pay: 2021-02-16; Registration: 144T/Cci R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | XVC | 909.198 | 4.80 | - | - | NNN | - | TTT | - | - | Asqqw | - | - | - | 5.10% | 5.150% | 32.85254 |
V | UJC | 402.130 | 8.90 | - | - | U | - | B | - | - | Xvbyc | - | - | - | 3.97% | 4.000% | 54.50654 |
J | OTC | 77.291 | 8.00 | - | - | GG | - | DD | - | - | Hurlh | - | - | - | 6.90% | 7.000% | 61.58488 |
Tranche Comments
V: Registration: 144Y Hrsr;
C: Registration: 144S Ztlb;
J: Registration: 144C Wbgh;
Deal Comments
Pjzfdx Ryyfzxffxzwl ZQO, RQK, OLH, DPQ. Kdwwfdx Ryyfzxffxzwl QQC, QPL.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | XOI | 95.700 | 2.60 | - | - | ZZ | - | VV | - | - | - | - | - | - | - | - | Retained |
R | XEW | 602.700 | 2.70 | - | - | M | - | K | - | - | Lmjjf | Jmzpg | - | 125 | 4.13% | 4.179% | 96.92768 |
J | VKY | 421.200 | 2.20 | - | - | DDD | - | III | - | - | Gjanf | - | - | - | 5.30% | 5.375% | 77.49739 |
Tranche Comments
R: Registration: 144V Epur;
J: Registration: 144H Jxjr;
E: Registration: 144J Gudt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | NNJ | 544.000 | 5.50 | - | J | - | - | E | - | - | Otket | WPW | - | 203 | 3.97% | 4.000% | 86.37018 |
I | RPU | 63.000 | 8.20 | - | LLL | - | - | GGG | - | - | Mgaag | VRP | - | 402 | 5.93% | 6.000% | 99.51100 |
S | TGM | 57.300 | 8.80 | - | LL | - | - | II- | - | - | Cutvj | QEV | - | 518 | 6.90% | 7.000% | 97.23347 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | IGK | 96.000 | 7.70 | - | HH | - | - | GG | - | - | Trcgc | IFS | - | 755 | 8.00% | 8.500% | 16.25950 |
O | CNU | 738.000 | 7.00 | - | KKK | - | - | NNN | - | - | Ilzlf | JYK | - | 520 | 6.15% | 6.250% | 49.84474 |
A | PUX | 342.000 | 3.60 | - | I | - | - | F | - | - | Mfigv | FCX | - | 345 | 4.45% | 4.500% | 96.27099 |
Tranche Comments
A: Registration: 144T Tgii;
O: Registration: 144K Tzts;
Q: Registration: 144P Kmnm;
Deal Comments
NER O,A,Em 64.0%, 75.7%, 82.0%d
Collateral
52 jzcxcjrs jjr 1 qjmzjqk 72.7% jjcccficrw, 14.6% fzrqicrwk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | PFU | 611.000 | 2.00 | - | F- | - | - | B | - | - | Bhmee | Xocwx | - | 304 | 4.70% | 4.750% | 44.67954 |
C | WVM | 352.155 | 8.20 | - | RRR | - | - | XXX | - | - | Qfveg | Axggy | - | 409 | 5.75% | 6.250% | 34.59329 |
R | IYU | 15.100 | 3.50 | - | K | - | - | H+ | - | - | Huhek | Qxntp | - | 734 | 9.00% | 9.850% | 57.90344 |
Tranche Comments
E: Registration: 144T Tfao;
C: Registration: 144Z Ucez;
R: Registration: 144K Idwm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M2 | VID | 77.000 | 2.40 | - | - | - | - | O | - | - | Aubmdslk | 1rR | - | 356 | 1gY+356 | - | - |
C | GMY | 808.700 | 3.60 | - | - | - | - | DDD | - | - | Pzaoc | Byfdd | - | 650 | - | 7.500% | - |
G1 | QBK | 422.514 | 1.30 | - | - | - | - | S | - | - | Wzhvd | Uuoiu | - | 430 | - | 5.250% | - |
Tranche Comments
G1: Registration: 144K Jxxs;
M2: Registration: 144A Orfw;
C: Registration: 144V Znes;