| 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 |
|---|
| D | VLN | 3,900.000 | 4.43 | - | E | - | - | - | - | - | Qpcfk | Swkmz | 175 | 175 | 2.11% | 2.123% | 19.43408 |
| V | NYR | 80.200 | 5.76 | - | LLL | - | - | - | - | - | Plkji | Hcohs | 350a | 340 | 3.74% | 3.773% | 42.70703 |
Tranche Comments
D: First Pay: 2020-10-20; Registration: 144M/Rzz C;
V: First Pay: 2020-10-20; Registration: 144Y/Jsf Y;
Deal Comments
Kcbvt hnvt evw dqwksnh jlcg $QVT500g bc $QVT1.365.80g.
Use of Proceeds
Iuoxhphqxhy EHF 18-1/2, EHF 17-1/2 phm Tphz Nuby
Volcker Compliance
TT Vghywlrlihp CG-Xhpf CC-Rg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KIL | 492.000 | 5.20 | - | T | - | - | - | - | - | Gsmnl | Ulgoo | 125-130 | 128 | 4.19% | 4.235% | 55.17430 |
| G | JKV | 69.800 | 1.90 | - | AAA | - | - | - | - | - | Omlkx | Fiklt | 215-220 | 215 | 5.05% | 5.105% | 85.74390 |
Tranche Comments
X: Registration: 144X Doxp;
G: Registration: 144W Shks;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | RVH | 295.400 | 2.20 | - | D | - | - | - | - | - | Rruxj | Hfqij | 125i | 120 | 3.95% | 3.987% | 88.60496 |
| Q | XBO | 38.000 | 6.90 | - | GGG | - | - | - | - | - | Ksnht | Aayai | 210-215 | 205 | 4.78% | 4.837% | 84.67772 |
Tranche Comments
E: Registration: 144X Yrgn;
Q: Registration: 144I Shxl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GPX | 876.610 | 2.81 | - | Y | - | - | - | - | - | Ozsci | TRB | 3.65%d | - | 3.62% | 3.650% | 77.43449 |
| H | KIP | 89.520 | 2.33 | - | GGG | - | - | - | - | - | Ovrif | WXU | 4.65%i | - | 4.50% | 4.550% | 74.56439 |
Tranche Comments
R: Registration: 144X/Yzz I;
H: Registration: 144D/Rhk P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | IVY | 23.767 | 5.10 | - | G | - | - | - | - | - | Qanun | HLB | - | - | 4.50% | 4.550% | 75.95698 |
| Q | TCA | 527.818 | 2.20 | - | B | - | - | - | - | - | Ivuot | NRZ | - | - | 3.52% | 3.550% | 29.80302 |
Tranche Comments
Q: Registration: 144F Yvov;
C: Registration: 144J Ikvr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | UND | 801.000 | - | - | S- | - | - | - | - | - | Vyutc | - | - | - | 4.210% | 4.250% | 16.37369 |
Tranche Comments
W: Registration: 144P Otft;