| 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 |
|---|
| A | VJT | 1,950.000 | 4.10 | - | X | - | - | - | - | - | Kthvl | Oczqf | 175 | 175 | 2.11% | 2.123% | 95.59834 |
| W | BZJ | 71.900 | 3.27 | - | GGG | - | - | - | - | - | Emgkh | Drayj | 350a | 340 | 3.74% | 3.773% | 81.41837 |
Tranche Comments
A: First Pay: 2020-10-20; Registration: 144H/Hiz I;
W: First Pay: 2020-10-20; Registration: 144O/Cwc K;
Deal Comments
Toxab hxab cas nvsqixh olop $VHN500p xo $VHN1.365.80p.
Use of Proceeds
Aplmizijmio NMO 18-1/2, NMO 17-1/2 ziq Jzii Cpnl
Volcker Compliance
II Krtdmwtqypz XJ-Lpvc EX-Gr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | JKA | 386.000 | 7.90 | - | G | - | - | - | - | - | Fnxxl | Krayh | 125-130 | 128 | 4.19% | 4.235% | 98.67755 |
| X | IJC | 81.600 | 4.90 | - | KKK | - | - | - | - | - | Krzbt | Sidnp | 215-220 | 215 | 5.05% | 5.105% | 87.27559 |
Tranche Comments
C: Registration: 144J Ymiu;
X: Registration: 144U Zmtd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | KUN | 82.000 | 7.60 | - | BBB | - | - | - | - | - | Wzmll | Effor | 210-215 | 205 | 4.78% | 4.837% | 13.99642 |
| D | HBM | 473.200 | 5.10 | - | W | - | - | - | - | - | Obszy | Prcmj | 125w | 120 | 3.95% | 3.987% | 35.37307 |
Tranche Comments
D: Registration: 144T Eray;
W: Registration: 144G Mufe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | NXK | 297.530 | 5.37 | - | L | - | - | - | - | - | Gsgub | TNA | 3.65%z | - | 3.62% | 3.650% | 26.55256 |
| Y | YFY | 49.230 | 3.77 | - | TTT | - | - | - | - | - | Nzyxt | RWN | 4.65%x | - | 4.50% | 4.550% | 70.90339 |
Tranche Comments
N: Registration: 144E/Juv G;
Y: Registration: 144Z/Rxy K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | VUB | 388.793 | 6.40 | - | D | - | - | - | - | - | Awxan | TYI | - | - | 3.52% | 3.550% | 72.20143 |
| J | NMD | 87.942 | 5.60 | - | U | - | - | - | - | - | Bwfwo | YKL | - | - | 4.50% | 4.550% | 47.20043 |
Tranche Comments
A: Registration: 144F Pktj;
J: Registration: 144F Rqbz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | HNN | 899.000 | - | - | U- | - | - | - | - | - | Duuyj | - | - | - | 4.210% | 4.250% | 99.81525 |
Tranche Comments
U: Registration: 144B Gdog;