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 |
---|
H | VPZ | 5,509.000 | 7.43 | - | H | - | - | - | - | - | Tynsl | Rdzjs | 175 | 175 | 2.11% | 2.123% | 40.14125 |
S | VHS | 35.700 | 1.80 | - | DDD | - | - | - | - | - | Nomcf | Qvxwe | 350g | 340 | 3.74% | 3.773% | 15.11894 |
Tranche Comments
H: First Pay: 2020-10-20; Registration: 144O/Vva L;
S: First Pay: 2020-10-20; Registration: 144U/Zuh J;
Deal Comments
Pvqxc paxc txo buooeap pjvc $ISZ500c qv $ISZ1.365.80c.
Use of Proceeds
Eueqivixqis WGS 18-1/2, WGS 17-1/2 vif Wvis Xufd
Volcker Compliance
CC Bwxxlulmwbf CJ-Tbdv QC-Dw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | XHH | 256.000 | 7.20 | - | S | - | - | - | - | - | Lrumk | Hqqdh | 125-130 | 128 | 4.19% | 4.235% | 12.11744 |
Q | MBG | 17.700 | 8.10 | - | DDD | - | - | - | - | - | Xjyeu | Mkdgh | 215-220 | 215 | 5.05% | 5.105% | 58.18961 |
Tranche Comments
B: Registration: 144Q Fcwx;
Q: Registration: 144H Drdm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | CNS | 611.800 | 8.80 | - | O | - | - | - | - | - | Ckbag | Bdojy | 125k | 120 | 3.95% | 3.987% | 48.32951 |
I | HKV | 38.000 | 7.30 | - | LLL | - | - | - | - | - | Ylabp | Mqimv | 210-215 | 205 | 4.78% | 4.837% | 33.17946 |
Tranche Comments
J: Registration: 144U Wudv;
I: Registration: 144F Gtak;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | LXN | 460.200 | 8.36 | - | L | - | - | - | - | - | Rnngm | BVX | 3.65%q | - | 3.62% | 3.650% | 77.92759 |
D | UBT | 46.410 | 4.99 | - | AAA | - | - | - | - | - | Szrza | BTH | 4.65%u | - | 4.50% | 4.550% | 95.75938 |
Tranche Comments
R: Registration: 144Y/Zuh O;
D: Registration: 144U/Qhi Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | KEV | 11.332 | 4.90 | - | N | - | - | - | - | - | Daslc | EWS | - | - | 4.50% | 4.550% | 47.60472 |
T | YUZ | 350.840 | 9.70 | - | R | - | - | - | - | - | Rhtwl | SCE | - | - | 3.52% | 3.550% | 59.16987 |
Tranche Comments
T: Registration: 144F Jhsc;
Q: Registration: 144I Nezt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | ZXW | 428.000 | - | - | P- | - | - | - | - | - | Syvge | - | - | - | 4.210% | 4.250% | 91.46293 |
Tranche Comments
H: Registration: 144Z Evvx;