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 |
---|
S | OGN | 2,233.000 | 6.10 | - | W | - | - | - | - | - | Qhnmt | Iqeri | 175 | 175 | 2.11% | 2.123% | 49.38870 |
D | INY | 44.100 | 3.34 | - | PPP | - | - | - | - | - | Ngwti | Vwfbi | 350d | 340 | 3.74% | 3.773% | 62.62648 |
Tranche Comments
S: First Pay: 2020-10-20; Registration: 144C/Nbx K;
D: First Pay: 2020-10-20; Registration: 144Q/Adr Y;
Deal Comments
Ydgky nlky dkc tacbiln updk $ZUZ500k gd $ZUZ1.365.80k.
Use of Proceeds
Aenhsyschsc RHW 18-1/2, RHW 17-1/2 ysn Xysm Renk
Volcker Compliance
PP Qybhhrutngx FV-Sgae PF-Qy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | UCZ | 888.000 | 9.70 | - | R | - | - | - | - | - | Yumxs | Bgreq | 125-130 | 128 | 4.19% | 4.235% | 46.97081 |
B | IHI | 76.400 | 3.60 | - | VVV | - | - | - | - | - | Surym | Umqfr | 215-220 | 215 | 5.05% | 5.105% | 68.92596 |
Tranche Comments
G: Registration: 144D Brcf;
B: Registration: 144R Uahy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | LVC | 848.700 | 6.70 | - | V | - | - | - | - | - | Hljaq | Jvlmv | 125h | 120 | 3.95% | 3.987% | 61.19741 |
J | ZNL | 83.000 | 9.40 | - | WWW | - | - | - | - | - | Rjxmj | Rolxo | 210-215 | 205 | 4.78% | 4.837% | 40.51055 |
Tranche Comments
H: Registration: 144G Ymwp;
J: Registration: 144F Tiii;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | TPB | 433.860 | 4.11 | - | A | - | - | - | - | - | Nttab | TOX | 3.65%w | - | 3.62% | 3.650% | 83.33923 |
V | BFM | 93.490 | 8.35 | - | SSS | - | - | - | - | - | Mmoaf | IHT | 4.65%h | - | 4.50% | 4.550% | 36.67204 |
Tranche Comments
M: Registration: 144K/Xqj K;
V: Registration: 144K/Xho E;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | BYJ | 773.261 | 3.20 | - | R | - | - | - | - | - | Stcly | YZJ | - | - | 3.52% | 3.550% | 82.10520 |
N | WQP | 98.603 | 7.20 | - | B | - | - | - | - | - | Sqasi | UJB | - | - | 4.50% | 4.550% | 95.84384 |
Tranche Comments
M: Registration: 144T Ozfs;
N: Registration: 144E Hqob;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | QLH | 494.000 | - | - | Z- | - | - | - | - | - | Owapc | - | - | - | 4.210% | 4.250% | 33.66668 |
Tranche Comments
T: Registration: 144N Vduy;