| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 241.000 | 5.47 | - | - | - | A | A | - | - | Fixed | Swaps | 155-165 | 145 | 2.38% | 2.397% | 99.97425 |
| B | USD | 12.000 | 5.54 | - | - | - | BBB | BBB | - | - | Fixed | Swaps | 225-250 | 210 | 3.04% | 3.061% | 99.99174 |
Tranche Comments
A: First Pay: 2021-07-18; Registration: 144A/Reg S;
B: First Pay: 2021-07-18; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OFI | 485.690 | 8.50 | - | - | - | P | R | - | - | Ambld | Modth | 225-250 | 285 | 2.82% | 3.299% | 44.49716 |
| T | JZD | 54.980 | 3.10 | - | - | - | LLL | PPP | - | - | Jcoxv | Pnkvh | 350-375 | 410 | 3.81% | 4.549% | 34.69967 |
Tranche Comments
C: First Pay: 2020-11-18; Registration: 144J/Yvf S;
T: First Pay: 2020-11-18; Registration: 144C/Mja U;