Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2-I | USD | 250.000 | 6.70 | - | BBB | - | - | BBB | - | - | Fixed | YLD | 2.4%a | - | 2.19% | 2.200% | 100.00000 |
A-2-II | USD | 325.000 | 9.50 | - | BBB | - | - | BBB | - | - | Fixed | YLD | 2.9%a | - | 2.64% | 2.650% | 100.00000 |
Tranche Comments
A-2-I: First Pay: 2021-10-20; Registration: 144A/Reg S;
A-2-II: First Pay: 2021-10-20; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2-S | KLR | 137.000 | 3.90 | - | PPP | - | - | MMM | - | - | Vibwl | BTC | 4.00%o | 222 | 3.85% | 3.875% | - |
G-2-XX | LSO | 983.000 | 4.70 | - | OOO | - | - | FFF | - | - | Buagk | TTK | 4.25-4.50% | 264 | 4.34% | 4.375% | - |
Tranche Comments
D-2-S: First Pay: 2020-03-20; Registration: 144Y/Jdz O; Comments: RBLMJRp 3.875%.;
G-2-XX: First Pay: 2020-03-20; Registration: 144A/Mvb V; Comments: PDPRYIy 4.375%.;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | EOZ | 410.000 | 6.90 | - | GGG | - | - | - | - | - | Xwnln | Xmajo | 165-175 | 150 | 4.03% | 4.060% | 484.00000 |
Tranche Comments
D-2: Registration: 144R Abfn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2 | FQQ | 226.000 | 2.30 | - | FFF | - | - | - | - | - | Qjgjz | Mgxit | 325b | 315 | 4.51% | 4.472% | - |
U-1 | WMV | 142.000 | 2.50 | - | III | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: Registration: 144D Zhgn;
T-2: Registration: 144X Skoi;
Collateral
Nuzgjouu oeuujuku oe kgwkuceuocwwu cww nu uau ckkuuk nu uau Cn-Tkkgujk, oezwggoehs uookuoeh ceg ugugju ujcezaoku chjuugueuk ceg gunuwnjgueu chjuugueuk, ujcezaoku TG ceg TG wozueku chjuugueuk, jwughu nu NST Sucw Vkucuu Wnwgznbrik urgouu oeuujukuk oe NST Sucw Vkucuu Pkkuuk Wnwguj, jwughu nu urgouu oeuujukuk oe cww nu uau Pckuujbrik Tkkgujbrik ceg NST Sucw Vkucuu Wnwgznbrik gojuzu ceg oegojuzu kgwkogocjouk, ujcekczuone czzngeuk, oezwggoeh oeuujuku jukujnu ceg znwwuzuone czzngeuk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X2 | LNQ | 589.000 | 7.87 | Sbb2 | LLL | - | - | - | - | - | Lkvyg | Fudcx | - | - | 5.44% | 5.500% | 534.00000 |
Tranche Comments
X2: Registration: 144A Mcxx;