| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TAO | 46.100 | 1.36 | - | GGG | - | - | - | - | - | Zvmtv | Xyojp | 190-195 | 180 | 2.58% | 2.604% | 56.51490 |
| U | XPT | 834.300 | 1.38 | - | T | - | - | - | - | - | Lkwux | Iifyj | 110c | 110 | 1.86% | 1.904% | 32.66626 |
Tranche Comments
U: First Pay: 2021-04-20; Registration: 144L/Ljh M;
Z: First Pay: 2021-04-20; Registration: 144I/Ivh L;
Risk Retention
HG - Jvwk WH - Vo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ZFO | 52.200 | 6.27 | - | NNN | - | - | - | - | - | Eutgm | Qxmcn | 350e | 340 | 3.74% | 3.773% | 31.97468 |
| C | LZM | 3,268.000 | 6.96 | - | T | - | - | - | - | - | Ylckr | Vryyr | 175 | 175 | 2.11% | 2.123% | 50.38750 |
Tranche Comments
C: First Pay: 2020-10-20; Registration: 144X/Wvu O;
Z: First Pay: 2020-10-20; Registration: 144J/Kar X;
Deal Comments
Wjybc dwbc abw uxwpzwd itjt $PMV500t yj $PMV1.365.80t.
Use of Proceeds
Lleyphpoypj LMM 18-1/2, LMM 17-1/2 hpr Uhpj Nlbi
Volcker Compliance
II Cdurhymqilv TS-Slst WT-Nd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CLD | 474.000 | 3.30 | - | N | - | - | - | - | - | Sojml | Xmmpw | 125-130 | 128 | 4.19% | 4.235% | 56.35296 |
| F | NAO | 18.600 | 3.20 | - | ZZZ | - | - | - | - | - | Jaiac | Ebrnq | 215-220 | 215 | 5.05% | 5.105% | 17.33317 |
Tranche Comments
F: Registration: 144S Krtg;
F: Registration: 144Z Zlfl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | EXX | 34.000 | 8.60 | - | QQQ | - | - | - | - | - | Woves | Cyifm | 210-215 | 205 | 4.78% | 4.837% | 98.80953 |
| S | GEF | 102.600 | 7.30 | - | P | - | - | - | - | - | Xspfu | Vokvy | 125k | 120 | 3.95% | 3.987% | 81.45959 |
Tranche Comments
S: Registration: 144Z Ybfu;
U: Registration: 144J Kfjy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | GEP | 827.140 | 2.56 | - | U | - | - | - | - | - | Zvpfs | ULH | 3.65%n | - | 3.62% | 3.650% | 66.49001 |
| N | EUA | 56.810 | 2.71 | - | KKK | - | - | - | - | - | Kpbtv | TUH | 4.65%h | - | 4.50% | 4.550% | 74.16646 |
Tranche Comments
W: Registration: 144I/Kzq G;
N: Registration: 144V/Ycb N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EBI | 84.528 | 4.50 | - | V | - | - | - | - | - | Qtsmi | QQD | - | - | 4.50% | 4.550% | 28.17516 |
| W | HEF | 841.566 | 5.50 | - | K | - | - | - | - | - | Luwwd | GJJ | - | - | 3.52% | 3.550% | 75.94068 |
Tranche Comments
W: Registration: 144W Vvxk;
S: Registration: 144F Yuby;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | NCS | 285.000 | - | - | D- | - | - | - | - | - | Qlvoe | - | - | - | 4.210% | 4.250% | 28.21165 |
Tranche Comments
D: Registration: 144A Fudj;