| 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 |
|---|
| I-3 | AUY | 992.000 | 49.00 | - | J | - | - | - | - | - | Ggqhm | Mihzm | - | 220 | 3.80% | 3.833% | 83.27436 |
| X-1 | ZQH | 30.941 | 9.80 | - | VV | - | - | - | - | - | Dllbv | Txoka | - | 500 | 6.44% | 6.529% | 11.24668 |
| F-2 | COJ | 559.310 | 4.40 | - | N | - | - | - | - | - | Pmkpq | Lldfo | - | 160 | 3.10% | 3.119% | 93.81290 |
| J-1 | HQT | 924.985 | 2.72 | - | Z | - | - | - | - | - | Jojvi | Oflzy | - | 130 | 2.86% | 2.882% | 19.41329 |
| Z-1 | HJS | 15.250 | 85.00 | - | WWW | - | - | - | - | - | Yxiqx | Xehmq | - | 350 | 5.08% | 5.133% | 29.30041 |
Tranche Comments
J-1: First Pay: 2019-12-19; Registration: 144V/Gyx O;
F-2: First Pay: 2019-12-19; Registration: 144B/Wvd I;
I-3: First Pay: 2019-12-19; Registration: 144C/Tkc X;
Z-1: First Pay: 2019-12-19; Registration: 144I/Bck W;
X-1: First Pay: 2019-12-19; Registration: 144J/Grs Z;
Deal Comments
Dchhixi Zccssuwwisf EDV
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | FVP | 43.241 | 8.40 | - | LLL | - | - | FFF | - | - | Rqyhy | Klkci | Ry 200k/300 | 300 | 4.31% | 4.463% | 48.30057 |
| V-2 | LYA | 304.440 | 9.90 | - | A | - | - | X | - | - | Jqqgs | Notvo | 180-185 | 180 | 3.24% | 3.263% | 24.79399 |
| G-1 | TTD | 19.604 | 4.18 | - | B | - | - | Q | - | - | Emlxi | Pbnvu | 120p | 110 | 2.57% | 2.588% | 53.16804 |
Tranche Comments
G-1: First Pay: 2019-10-21; Registration: 144Z/Fib E;
V-2: First Pay: 2019-10-21; Registration: 144L/Fkm E;
Y-1: First Pay: 2019-10-21; Registration: 144K/Yot E;