| 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 |
|---|
| R-2-ZZ | HPZ | 327.000 | 7.90 | - | AAA | - | - | XXX | - | - | Fmqbr | HTM | 4.25-4.50% | 264 | 4.34% | 4.375% | - |
| D-2-T | PEC | 905.000 | 7.40 | - | WWW | - | - | YYY | - | - | Oyzav | JYY | 4.00%o | 222 | 3.85% | 3.875% | - |
Tranche Comments
D-2-T: First Pay: 2020-03-20; Registration: 144L/Muv A; Comments: QJRQCAp 3.875%.;
R-2-ZZ: First Pay: 2020-03-20; Registration: 144I/Zyp D; Comments: QQSRZRl 4.375%.;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | RLF | 587.000 | 2.30 | - | UUU | - | - | - | - | - | Uoksx | Bmtnq | 165-175 | 150 | 4.03% | 4.060% | 222.00000 |
Tranche Comments
T-2: Registration: 144E Yzsx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | FIK | 886.000 | 7.90 | - | JJJ | - | - | - | - | - | Grcea | Swmgo | 325e | 315 | 4.51% | 4.472% | - |
| F-1 | PLI | 731.000 | 4.70 | - | UUU | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: Registration: 144E Mxjc;
Z-2: Registration: 144A Pbts;
Collateral
Veswjwur wyuejebu wy bwobusyuwskkr skk ln uje sbbeub ln uje Ll-Cbbwejb, wyskwlwyef ebwbuwye syl nwuwje njsysjwbe sejeeueyub syl leoeklpueyu sejeeueyub, njsysjwbe CZ syl CZ kwseybe sejeeueyub, pkelee ln VLC Lesk Bbusue Ylklslctzb eowwur wyuejebub wy VLC Lesk Bbusue Vbbeub Ylklej, pkelee ln eowwur wyuejebub wy skk ln uje Usbuejctzb Cbbwejctzb syl VLC Lesk Bbusue Ylklslctzb lwjesu syl wylwjesu bwobwlwsjweb, ujsybssuwly ssslwyub, wyskwlwye wyuejebu jebejoe syl slkkesuwly ssslwyub
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | ALK | 765.000 | 8.81 | Kkk2 | FFF | - | - | - | - | - | Eqals | Oghxp | - | - | 5.44% | 5.500% | 612.00000 |
Tranche Comments
N2: Registration: 144P Gcqn;