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 |
---|
M | CCE | 82.800 | 3.18 | - | DDD | - | - | - | - | - | Gnohy | Bjvqj | 350w | 340 | 3.74% | 3.773% | 31.35086 |
H | OBK | 9,537.000 | 4.77 | - | X | - | - | - | - | - | Zosxx | Yyqwl | 175 | 175 | 2.11% | 2.123% | 61.91443 |
Tranche Comments
H: First Pay: 2020-10-20; Registration: 144G/Cbx Y;
M: First Pay: 2020-10-20; Registration: 144X/Tdu C;
Deal Comments
Jobaq thaq las jesxiht ouob $XCE500b bo $XCE1.365.80b.
Use of Proceeds
Pvxrwfwlrwz GPR 18-1/2, GPR 17-1/2 fwe Jfwh Jvoq
Volcker Compliance
TT Cyqhklrjhua XS-Uusm KX-Hy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | WTL | 462.000 | 5.80 | - | C | - | - | - | - | - | Qghzu | Uqlwu | 125-130 | 128 | 4.19% | 4.235% | 75.74168 |
H | LNL | 68.500 | 7.90 | - | III | - | - | - | - | - | Ucolz | Roggs | 215-220 | 215 | 5.05% | 5.105% | 90.26145 |
Tranche Comments
G: Registration: 144A Ncim;
H: Registration: 144V Ahbp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | BUD | 146.300 | 8.10 | - | O | - | - | - | - | - | Rvnfn | Odffo | 125k | 120 | 3.95% | 3.987% | 80.85956 |
R | HRN | 59.000 | 7.80 | - | XXX | - | - | - | - | - | Zutux | Jcnpi | 210-215 | 205 | 4.78% | 4.837% | 16.41734 |
Tranche Comments
X: Registration: 144G Cquo;
R: Registration: 144R Tjmf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | VON | 78.940 | 4.77 | - | FFF | - | - | - | - | - | Ffjwg | JZM | 4.65%k | - | 4.50% | 4.550% | 78.53213 |
B | YIU | 715.200 | 7.46 | - | Y | - | - | - | - | - | Lsccu | IQG | 3.65%b | - | 3.62% | 3.650% | 29.18277 |
Tranche Comments
B: Registration: 144Q/Dtd J;
H: Registration: 144B/Tea N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | AYF | 112.305 | 9.90 | - | T | - | - | - | - | - | Vlbjr | GVB | - | - | 3.52% | 3.550% | 86.88619 |
D | WPE | 97.171 | 1.10 | - | I | - | - | - | - | - | Wlpno | EPV | - | - | 4.50% | 4.550% | 24.51476 |
Tranche Comments
K: Registration: 144D Idnd;
D: Registration: 144X Sawe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | BHL | 678.000 | - | - | E- | - | - | - | - | - | Yytqu | - | - | - | 4.210% | 4.250% | 61.47595 |
Tranche Comments
Y: Registration: 144M Xtue;