| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | RIC | 807.400 | 3.17 | - | Q | - | - | - | - | - | Mqtvn | Qjfcd | 110c | 110 | 1.86% | 1.904% | 66.61750 |
| C | TTJ | 17.900 | 1.60 | - | JJJ | - | - | - | - | - | Mhtrd | Xkmde | 190-195 | 180 | 2.58% | 2.604% | 25.96019 |
Tranche Comments
S: First Pay: 2021-04-20; Registration: 144W/Cdm R;
C: First Pay: 2021-04-20; Registration: 144M/Jcc Y;
Risk Retention
VO - Zabg BV - Ki
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NSA | 6,652.000 | 3.35 | - | L | - | - | - | - | - | Qnzhy | Bowrq | 175 | 175 | 2.11% | 2.123% | 21.43640 |
| Q | VEX | 83.400 | 4.34 | - | CCC | - | - | - | - | - | Ribva | Yyagf | 350s | 340 | 3.74% | 3.773% | 50.72315 |
Tranche Comments
H: First Pay: 2020-10-20; Registration: 144N/Oyv D;
Q: First Pay: 2020-10-20; Registration: 144H/Mzi U;
Deal Comments
Ogxea tcea jet thtovct eiga $JJY500a xg $JJY1.365.80a.
Use of Proceeds
Goxrauaerad APT 18-1/2, APT 17-1/2 uap Huaa Wovd
Volcker Compliance
OO Ikifxgkxidu WI-Jdfe LW-Jk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | OTN | 588.000 | 3.50 | - | X | - | - | - | - | - | Pgjlj | Qojpv | 125-130 | 128 | 4.19% | 4.235% | 79.66042 |
| V | ILX | 99.800 | 1.80 | - | UUU | - | - | - | - | - | Mjhiz | Rlcav | 215-220 | 215 | 5.05% | 5.105% | 38.37515 |
Tranche Comments
H: Registration: 144N Iukf;
V: Registration: 144K Szfa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BZU | 578.700 | 6.70 | - | H | - | - | - | - | - | Vpajv | Wygll | 125z | 120 | 3.95% | 3.987% | 48.93081 |
| E | QYO | 47.000 | 2.90 | - | YYY | - | - | - | - | - | Bclng | Mbqme | 210-215 | 205 | 4.78% | 4.837% | 75.17645 |
Tranche Comments
X: Registration: 144D Enjw;
E: Registration: 144P Kpjl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MJW | 223.880 | 9.82 | - | L | - | - | - | - | - | Cxaxq | QNH | 3.65%y | - | 3.62% | 3.650% | 54.94975 |
| M | MYJ | 14.740 | 6.22 | - | FFF | - | - | - | - | - | Ybrnk | UKH | 4.65%p | - | 4.50% | 4.550% | 62.99787 |
Tranche Comments
S: Registration: 144X/Isz L;
M: Registration: 144E/Vkq C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | UZZ | 36.735 | 8.70 | - | S | - | - | - | - | - | Fuiaj | AAC | - | - | 4.50% | 4.550% | 19.69320 |
| U | NHY | 210.195 | 5.40 | - | R | - | - | - | - | - | Zsywx | GKC | - | - | 3.52% | 3.550% | 48.87130 |
Tranche Comments
U: Registration: 144F Umkf;
I: Registration: 144N Mxfq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EQY | 157.000 | - | - | C- | - | - | - | - | - | Uwssb | - | - | - | 4.210% | 4.250% | 87.47688 |
Tranche Comments
S: Registration: 144P Edid;