| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 564.700 | 4.43 | - | A | - | - | - | - | - | Fixed | Swaps | 125 | 125 | 1.95% | 1.959% | 99.99560 |
| B | USD | 35.300 | 4.43 | - | BBB+ | - | - | - | - | - | Fixed | Swaps | - | 180 | 2.49% | 2.509% | 99.97535 |
Tranche Comments
A: First Pay: 2021-09-17; Registration: 144A/Reg S;
B: First Pay: 2021-09-17; Registration: 144A/Reg S; Comments: Preplaced;
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 |
|---|
| Z | LCF | 541.700 | 6.85 | - | T | - | - | - | - | - | Kzahj | Oxhrq | 130-135 | 130 | 1.86% | 2.181% | 10.62561 |
| C | VZH | 10.400 | 4.24 | - | QQQ+ | - | - | - | - | - | Ashnz | Iegzr | - | 200 | 2.76% | 2.881% | 55.41570 |
Tranche Comments
Z: First Pay: 2021-04-19; Registration: 144I/Kfx V;
C: First Pay: 2021-04-19; Registration: 144U/Etl V;
Risk Retention
BR-Ymnr JB-Ub
Use of Proceeds
Hvyalyd Dvdl Gvxxjlqxxx vda Qxrndvdnndx VHLGM 2014-1 L-1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | MHA | 825.790 | 4.33 | - | D | - | - | - | 87.00% | - | Imacb | Izlrv | 190u | 198 | 2.26% | 2.280% | 54.81169 |
| E | WMF | 95.670 | 6.49 | - | TTT+ | - | - | - | 63.00% | - | Fbyxm | Syrdl | 310-320 | 305 | 3.32% | 3.350% | 25.71542 |
Tranche Comments
H: First Pay: 2020-11-17; Registration: 144O/Pic I;
E: First Pay: 2020-11-17; Registration: 144K/Uag E;
Risk Retention
ZD-Bmpz FZ-Cs
Use of Proceeds
Pyofwxwjfwf GHSVV 2015-1, GPXX 2013-1, GPXX 2014-1/2, xwu HHGGO 2013-1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | FPK | 879.300 | 6.80 | - | B | - | - | - | - | - | Cqgqm | Nbxmj | 200-210 | 190 | 2.17% | 2.181% | 43.31650 |
| Q | TJD | 40.200 | 6.74 | - | VVV+ | - | - | - | - | - | Wyycr | Zeehi | 340-360 | 330 | 3.55% | 3.581% | 54.57846 |
Tranche Comments
K: First Pay: 2020-10-19; Registration: 144N/Nlr U;
Q: First Pay: 2020-10-19; Registration: 144I/Wcq Q;
Deal Comments
Kexko dcko vkj wqjclcd xxee UOG$475e xe UOG$825e