- Current pool balance
- not yet reported
- Original pool balance
- $200.0M
- Loans at issuance
- 4
- Closing date
- 2021-01-08
- Weighted average coupon at issuance
- 3.25%
- Weighted average LTV at issuance
- not yet reported
- 30+ delinquent (latest)
- not yet reported
- Realized stress score
- not yet reported
- Net rating change since issuance
- not yet reported
Tranches
| Class | Original balance | Credit support (computed) | Coupon | CUSIP | Fitch | KBRA | S&P | Moody's | DBRS |
|---|---|---|---|---|---|---|---|---|---|
| A | $100.0M | 0.00% | 3.250% fixed | 362024AA9 | not yet reported | not yet reported | not yet reported | WR | not yet reported |
| R | not yet reported | not yet reported | not yet reported | 362024AB7 | not yet reported | not yet reported | not yet reported | not yet reported | not yet reported |
Credit support is computed from the class stack order in the prospectus: the share of the deal's principal balance in classes junior to the class. Interest-only classes carry a notional balance and no principal support figure. Ratings are the latest held in the dataset for each class and agency; NR means the agency shows the class as not rated, WR that the rating was withdrawn, PIF that the class has been paid in full. Any other status value is shown exactly as the agency reports it. A + after a CUSIP marks a class with companion CUSIPs in the dataset.
Pool at issuance
| Loans | 4 |
| Original loan balance | $200.0M |
| Weighted average coupon | 3.25% |
| Weighted average LTV | not yet reported |
| Median loan LTV | not yet reported |
| Full-term interest only (share of balance) | not yet reported |
| Balloon loans (share of balance) | not yet reported |
| Largest loan (share of balance) | not yet reported |
| Five largest loans (share of balance) | not yet reported |
| Occupancy at issuance (weighted average) | not yet reported |
Realized outcomes
| Months reported | not yet reported |
| Peak 30+ delinquency | not yet reported |
| Ever severe (share of original balance) | not yet reported |
| Ever modified (share of original balance) | not yet reported |
| Past scheduled maturity (share of original balance) | not yet reported |
| Non-performing matured (share of original balance) | not yet reported |
| Maximum servicer advances (share of balance) | not yet reported |
| Median DSCR, first year | not yet reported |
| Median DSCR, latest | not yet reported |
| Realized stress score | not yet reported |
Property types
not yet reported.
Largest loans
not yet reported.
Delinquency and stress indicator
not yet reported.
Ratings
| Classes with a CUSIP | 2 of 2 |
| Classes with a current rating in the dataset | 1 of 2 |
| Net rating change since issuance | not yet reported |
| Delinquency threshold crossed | Not crossed in the dataset |
| First downgrade | None recorded |
Sources: SEC Form ABS-EE asset-level reports, Form 10-D distribution reports and the deal prospectus; rating histories published under SEC Rule 17g-7(b) and agency releases. Definitions are in the methods note on the market page.