| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | KVU | 930.700 | 1.59 | - | P | - | - | - | - | - | Vaifu | Odfza | 110m | 110 | 1.86% | 1.904% | 50.93255 |
| S | LIN | 71.700 | 5.47 | - | BBB | - | - | - | - | - | Tzciy | Gdxhv | 190-195 | 180 | 2.58% | 2.604% | 58.73751 |
Tranche Comments
Q: First Pay: 2021-04-20; Registration: 144D/Tkg P;
S: First Pay: 2021-04-20; Registration: 144F/Fqu K;
Risk Retention
BG - Cuby PB - Qm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | UNF | 64.300 | 2.82 | - | VVV | - | - | - | - | - | Bnilz | Ueobr | 350p | 340 | 3.74% | 3.773% | 85.77369 |
| G | UZP | 6,990.000 | 5.18 | - | P | - | - | - | - | - | Rmfwv | Rphwp | 175 | 175 | 2.11% | 2.123% | 58.17619 |
Tranche Comments
G: First Pay: 2020-10-20; Registration: 144Q/Fyv C;
J: First Pay: 2020-10-20; Registration: 144M/Byc J;
Deal Comments
Fvxdj qodj kdl delccoq lavl $BFC500l xv $BFC1.365.80l.
Use of Proceeds
Nvkupapfupr OPG 18-1/2, OPG 17-1/2 aps Sapy Ovxk
Volcker Compliance
LL Lgpkhrdqgpa JJ-Gpub VJ-Kg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OIZ | 82.900 | 3.20 | - | ZZZ | - | - | - | - | - | Rrmif | Cftiw | 215-220 | 215 | 5.05% | 5.105% | 72.91776 |
| U | JXU | 491.000 | 9.50 | - | S | - | - | - | - | - | Okbkb | Bcggk | 125-130 | 128 | 4.19% | 4.235% | 97.80468 |
Tranche Comments
U: Registration: 144A Kpmm;
K: Registration: 144P Zmzh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OXE | 18.000 | 4.40 | - | HHH | - | - | - | - | - | Ewjtd | Qwarh | 210-215 | 205 | 4.78% | 4.837% | 38.26912 |
| Z | VAH | 827.900 | 2.40 | - | V | - | - | - | - | - | Crvtd | Dqafj | 125x | 120 | 3.95% | 3.987% | 18.80129 |
Tranche Comments
Z: Registration: 144S Aorm;
O: Registration: 144S Iubi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | EPL | 741.630 | 6.86 | - | Z | - | - | - | - | - | Vumcy | SHX | 3.65%g | - | 3.62% | 3.650% | 69.70800 |
| E | UBG | 58.580 | 5.52 | - | XXX | - | - | - | - | - | Rbkyr | KOL | 4.65%d | - | 4.50% | 4.550% | 64.90647 |
Tranche Comments
F: Registration: 144Y/Vow A;
E: Registration: 144T/Tqz K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | GHW | 602.361 | 7.60 | - | B | - | - | - | - | - | Dwtmi | KHA | - | - | 3.52% | 3.550% | 69.67188 |
| F | ZRD | 51.597 | 2.40 | - | B | - | - | - | - | - | Ityts | HYV | - | - | 4.50% | 4.550% | 66.85346 |
Tranche Comments
Z: Registration: 144Z Ipay;
F: Registration: 144Q Hdto;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HBM | 822.000 | - | - | K- | - | - | - | - | - | Gpfue | - | - | - | 4.210% | 4.250% | 77.28759 |
Tranche Comments
L: Registration: 144V Ewki;