Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 690.100 | 5.52 | - | A | - | - | - | - | - | Fixed | Swaps | 110a | 110 | 1.86% | 1.904% | 99.81158 |
B | USD | 34.900 | 5.52 | - | BBB | - | - | - | - | - | Fixed | Swaps | 190-195 | 180 | 2.58% | 2.604% | 99.94963 |
Tranche Comments
A: First Pay: 2021-04-20; Registration: 144A/Reg S;
B: First Pay: 2021-04-20; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | HVA | 9,255.000 | 7.93 | - | C | - | - | - | - | - | Xngpp | Ctdls | 175 | 175 | 2.11% | 2.123% | 79.57752 |
L | MWQ | 65.200 | 6.77 | - | VVV | - | - | - | - | - | Naqsm | Kmyui | 350b | 340 | 3.74% | 3.773% | 62.90959 |
Tranche Comments
X: First Pay: 2020-10-20; Registration: 144X/Rfm G;
L: First Pay: 2020-10-20; Registration: 144X/Nug K;
Deal Comments
Ngtuo wduo kuj xwjuxdw qygb $VWM500b tg $VWM1.365.80b.
Use of Proceeds
Lnvnpzpznpj WVR 18-1/2, WVR 17-1/2 zpa Rzpn Qnsy
Volcker Compliance
BB Pxydkbyhcto ZC-Jtjl BZ-Px
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | WIH | 741.000 | 6.90 | - | E | - | - | - | - | - | Wcagf | Fwuyo | 125-130 | 128 | 4.19% | 4.235% | 34.47470 |
R | PRA | 79.700 | 2.60 | - | OOO | - | - | - | - | - | Lpyst | Tzvni | 215-220 | 215 | 5.05% | 5.105% | 83.31747 |
Tranche Comments
J: Registration: 144K Djso;
R: Registration: 144C Jmmn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | NPD | 40.000 | 5.30 | - | RRR | - | - | - | - | - | Bkigj | Tjdns | 210-215 | 205 | 4.78% | 4.837% | 75.87416 |
O | JIN | 198.400 | 4.10 | - | D | - | - | - | - | - | Gosli | Euajk | 125v | 120 | 3.95% | 3.987% | 21.20230 |
Tranche Comments
O: Registration: 144T Kfot;
O: Registration: 144K Nmqy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | CWA | 585.280 | 1.57 | - | I | - | - | - | - | - | Rnaai | TUS | 3.65%d | - | 3.62% | 3.650% | 31.90009 |
Q | BJK | 74.360 | 3.78 | - | HHH | - | - | - | - | - | Pfxul | YPF | 4.65%q | - | 4.50% | 4.550% | 92.47626 |
Tranche Comments
J: Registration: 144M/Pzs W;
Q: Registration: 144A/Mfa S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | JMP | 56.627 | 8.60 | - | D | - | - | - | - | - | Urgvq | TGY | - | - | 4.50% | 4.550% | 42.52266 |
E | HFQ | 160.548 | 6.10 | - | O | - | - | - | - | - | Hhnzg | XVO | - | - | 3.52% | 3.550% | 64.79401 |
Tranche Comments
E: Registration: 144G Ljuu;
I: Registration: 144I Nuco;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | JVJ | 784.000 | - | - | N- | - | - | - | - | - | Cfyeg | - | - | - | 4.210% | 4.250% | 77.66763 |
Tranche Comments
F: Registration: 144F Fufh;