| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XPJ | 754.300 | 3.43 | - | V | - | - | - | - | - | Kqwlh | Wrwae | 110x | 110 | 1.86% | 1.904% | 12.55839 |
| B | KEY | 83.200 | 1.56 | - | HHH | - | - | - | - | - | Wkyvo | Dbgmj | 190-195 | 180 | 2.58% | 2.604% | 38.43219 |
Tranche Comments
F: First Pay: 2021-04-20; Registration: 144Z/Afw G;
B: First Pay: 2021-04-20; Registration: 144V/Hcm T;
Risk Retention
OO - Agns AO - Qv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | VHI | 2,978.000 | 6.48 | - | Y | - | - | - | - | - | Kvzvq | Nxntx | 175 | 175 | 2.11% | 2.123% | 33.18534 |
| M | YWR | 12.900 | 3.13 | - | HHH | - | - | - | - | - | Wjrzi | Kebdk | 350b | 340 | 3.74% | 3.773% | 36.90722 |
Tranche Comments
I: First Pay: 2020-10-20; Registration: 144V/Csp H;
M: First Pay: 2020-10-20; Registration: 144T/Lig F;
Deal Comments
Rkata qjta ytd nsdbbjq atky $VRJ500y ak $VRJ1.365.80y.
Use of Proceeds
Rwjjhvhljhq XZQ 18-1/2, XZQ 17-1/2 vhh Ovha Mwau
Volcker Compliance
KK Rrmyzopirvt GU-Pvvq AG-Nr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | QSU | 976.000 | 7.80 | - | B | - | - | - | - | - | Ciaqh | Kdtqt | 125-130 | 128 | 4.19% | 4.235% | 48.42491 |
| X | EKI | 55.400 | 8.40 | - | YYY | - | - | - | - | - | Hkhfo | Phxje | 215-220 | 215 | 5.05% | 5.105% | 75.49235 |
Tranche Comments
I: Registration: 144R Qjwr;
X: Registration: 144K Yher;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | MQH | 521.900 | 4.30 | - | U | - | - | - | - | - | Rulvz | Eukmz | 125k | 120 | 3.95% | 3.987% | 10.95884 |
| N | EQF | 77.000 | 2.60 | - | GGG | - | - | - | - | - | Xqpod | Bdyxu | 210-215 | 205 | 4.78% | 4.837% | 29.66527 |
Tranche Comments
T: Registration: 144A Fxjl;
N: Registration: 144T Owqi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YHP | 603.930 | 2.18 | - | O | - | - | - | - | - | Hfkag | YGU | 3.65%k | - | 3.62% | 3.650% | 86.22742 |
| N | QGD | 90.170 | 4.30 | - | JJJ | - | - | - | - | - | Kuqxe | OID | 4.65%x | - | 4.50% | 4.550% | 24.20743 |
Tranche Comments
F: Registration: 144C/Tbn U;
N: Registration: 144D/Oku F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RSW | 68.659 | 5.60 | - | Z | - | - | - | - | - | Ujqyd | HJT | - | - | 4.50% | 4.550% | 95.18578 |
| R | LRN | 264.922 | 2.40 | - | G | - | - | - | - | - | Xrnrw | YTR | - | - | 3.52% | 3.550% | 59.85478 |
Tranche Comments
R: Registration: 144Z Xuax;
Q: Registration: 144S Fbrh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | MZS | 786.000 | - | - | C- | - | - | - | - | - | Hpjoz | - | - | - | 4.210% | 4.250% | 53.99716 |
Tranche Comments
C: Registration: 144M Ufjz;