| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 165.000 | 5.47 | - | A | - | - | - | - | - | Fixed | Swaps | 2.35-2.45% | - | 2.23% | 2.250% | 99.95098 |
| B1 | USD | 26.100 | 8.67 | - | BBB | - | - | - | - | - | Fixed | Swaps | 3.80-3.90% | - | 3.67% | 3.700% | 99.98667 |
Tranche Comments
A1: First Pay: 2021-04-19; Registration: 144A/Reg S;
B1: First Pay: 2021-04-19; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | NYP | 69.619 | 23.00 | - | WWW | - | - | - | - | - | Bvqsu | Teait | - | 350 | 5.08% | 5.133% | 49.24062 |
| R-1 | WGC | 542.944 | 3.43 | - | K | - | - | - | - | - | Pqvpo | Sbjcn | - | 130 | 2.86% | 2.882% | 43.82866 |
| T-3 | TJW | 327.000 | 49.00 | - | E | - | - | - | - | - | Dkjmt | Mblnb | - | 220 | 3.80% | 3.833% | 87.78621 |
| Z-1 | NHC | 11.866 | 4.85 | - | JJ | - | - | - | - | - | Hacbl | Hvkrl | - | 500 | 6.44% | 6.529% | 53.59777 |
| W-2 | TAA | 852.250 | 3.70 | - | M | - | - | - | - | - | Qbjjt | Ahzpr | - | 160 | 3.10% | 3.119% | 47.59760 |
Tranche Comments
R-1: First Pay: 2019-12-19; Registration: 144F/Hll R;
W-2: First Pay: 2019-12-19; Registration: 144J/Vhy X;
T-3: First Pay: 2019-12-19; Registration: 144W/Omr Z;
M-1: First Pay: 2019-12-19; Registration: 144V/Ujp R;
Z-1: First Pay: 2019-12-19; Registration: 144T/Ihx Q;
Deal Comments
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | HJX | 11.644 | 1.41 | - | L | - | - | S | - | - | Vfsip | Xdzkq | 120o | 110 | 2.57% | 2.588% | 73.44332 |
| L-2 | FMG | 793.940 | 3.10 | - | W | - | - | I | - | - | Jkmgm | Hnclh | 180-185 | 180 | 3.24% | 3.263% | 75.21247 |
| S-1 | ZJA | 89.278 | 1.40 | - | CCC | - | - | DDD | - | - | Escme | Qoxue | Rw 200x/300 | 300 | 4.31% | 4.463% | 57.82665 |
Tranche Comments
Y-1: First Pay: 2019-10-21; Registration: 144B/Yvh O;
L-2: First Pay: 2019-10-21; Registration: 144M/Wee P;
S-1: First Pay: 2019-10-21; Registration: 144E/Cod K;