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 |
---|
I | PFU | 776.970 | 6.10 | - | - | - | T | R | - | - | Dwfwg | Wgjyw | 225-250 | 285 | 2.82% | 3.299% | 65.58936 |
B | TEU | 63.470 | 5.40 | - | - | - | EEE | VVV | - | - | Surkh | Uxdjr | 350-375 | 410 | 3.81% | 4.549% | 73.42031 |
Tranche Comments
I: First Pay: 2020-11-18; Registration: 144Q/Jhg J;
B: First Pay: 2020-11-18; Registration: 144I/Kna K;