| 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 |
|---|
| W-1 | WSV | 76.585 | 41.00 | - | QQQ | - | - | - | - | - | Hlpfx | Wwzum | - | 350 | 5.08% | 5.133% | 80.71067 |
| P-1 | XON | 15.897 | 4.59 | - | RR | - | - | - | - | - | Bzhgj | Dwyxp | - | 500 | 6.44% | 6.529% | 44.17027 |
| I-1 | NTM | 502.591 | 3.47 | - | Y | - | - | - | - | - | Ugkrj | Qecez | - | 130 | 2.86% | 2.882% | 80.18619 |
| Q-2 | BGC | 791.470 | 2.80 | - | W | - | - | - | - | - | Qiyoo | Alktk | - | 160 | 3.10% | 3.119% | 43.67660 |
| R-3 | QZN | 483.000 | 50.00 | - | Z | - | - | - | - | - | Jnkji | Gnchw | - | 220 | 3.80% | 3.833% | 13.22705 |
Tranche Comments
I-1: First Pay: 2019-12-19; Registration: 144Z/Psi O;
Q-2: First Pay: 2019-12-19; Registration: 144T/Iwq P;
R-3: First Pay: 2019-12-19; Registration: 144H/Bpf D;
W-1: First Pay: 2019-12-19; Registration: 144N/Hvh Y;
P-1: First Pay: 2019-12-19; Registration: 144M/Pnr M;
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 |
|---|
| L-1 | XXH | 51.443 | 6.60 | - | BBB | - | - | KKK | - | - | Ygbub | Dgnqc | Yv 200m/300 | 300 | 4.31% | 4.463% | 21.18403 |
| D-1 | EVS | 90.912 | 3.22 | - | C | - | - | W | - | - | Fhwyu | Gyxkq | 120w | 110 | 2.57% | 2.588% | 13.70766 |
| X-2 | JTE | 775.490 | 9.10 | - | W | - | - | R | - | - | Iycvb | Ervat | 180-185 | 180 | 3.24% | 3.263% | 92.11453 |
Tranche Comments
D-1: First Pay: 2019-10-21; Registration: 144O/Dmy F;
X-2: First Pay: 2019-10-21; Registration: 144W/Bpy M;
L-1: First Pay: 2019-10-21; Registration: 144G/Vvy I;