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 |
---|
E-2-LL | GQB | 420.000 | 5.20 | - | WWW | - | - | FFF | - | - | Utrfn | XND | 4.25-4.50% | 264 | 4.34% | 4.375% | - |
Y-2-W | JHF | 486.000 | 4.80 | - | VVV | - | - | RRR | - | - | Hgxfw | KPM | 4.00%r | 222 | 3.85% | 3.875% | - |
Tranche Comments
Y-2-W: First Pay: 2020-03-20; Registration: 144K/Osq R; Comments: DLXDPFp 3.875%.;
E-2-LL: First Pay: 2020-03-20; Registration: 144Q/Hfv Z; Comments: SYWTXFa 4.375%.;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | PWV | 269.000 | 8.30 | - | III | - | - | - | - | - | Vvhmk | Lthzh | 165-175 | 150 | 4.03% | 4.060% | 413.00000 |
Tranche Comments
X-2: Registration: 144I Sant;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | MPC | 259.000 | 8.30 | - | XXX | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-2 | YXB | 340.000 | 2.30 | - | AAA | - | - | - | - | - | Syghn | Ebwol | 325j | 315 | 4.51% | 4.472% | - |
Tranche Comments
V-1: Registration: 144L Xkix;
D-2: Registration: 144L Icoh;
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 |
---|
S2 | YYU | 279.000 | 4.47 | Fxx2 | YYY | - | - | - | - | - | Yrkly | Cjbpy | - | - | 5.44% | 5.500% | 508.00000 |
Tranche Comments
S2: Registration: 144B Dfwa;