| 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 |
|---|
| Y-2-O | UCX | 427.000 | 9.20 | - | AAA | - | - | BBB | - | - | Zqwuv | SLU | 4.00%k | 222 | 3.85% | 3.875% | - |
| Y-2-TT | NAM | 823.000 | 9.70 | - | DDD | - | - | TTT | - | - | Snxzq | GHX | 4.25-4.50% | 264 | 4.34% | 4.375% | - |
Tranche Comments
Y-2-O: First Pay: 2020-03-20; Registration: 144H/Gte C; Comments: QZRDVFu 3.875%.;
Y-2-TT: First Pay: 2020-03-20; Registration: 144O/Wtn V; Comments: BDUBDQc 4.375%.;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | MCV | 207.000 | 2.80 | - | OOO | - | - | - | - | - | Lcsym | Vmdea | 165-175 | 150 | 4.03% | 4.060% | 992.00000 |
Tranche Comments
X-2: Registration: 144D Fpaj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | UBI | 139.000 | 6.40 | - | CCC | - | - | - | - | - | Ibxqc | Nwruo | 325y | 315 | 4.51% | 4.472% | - |
| V-1 | OHJ | 591.000 | 9.80 | - | HHH | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: Registration: 144J Mejp;
S-2: Registration: 144J Kejk;
Collateral
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2 | UGU | 226.000 | 3.71 | Rww2 | WWW | - | - | - | - | - | Uuzch | Ifyqo | - | - | 5.44% | 5.500% | 762.00000 |
Tranche Comments
K2: Registration: 144Y Ekjf;