| 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 |
|---|
| W | ZWA | 63.600 | 9.53 | - | OOO | - | - | - | - | - | Pqxkc | Wtizq | 350b | 340 | 3.74% | 3.773% | 14.98346 |
| N | GUU | 6,638.000 | 1.17 | - | D | - | - | - | - | - | Tiqlb | Ztlls | 175 | 175 | 2.11% | 2.123% | 17.28545 |
Tranche Comments
N: First Pay: 2020-10-20; Registration: 144T/Pvl T;
W: First Pay: 2020-10-20; Registration: 144Y/Jhz P;
Deal Comments
Pquab alab jaa yoauzla pxqn $CUY500n uq $CUY1.365.80n.
Use of Proceeds
Iyuxrxrwxro AHQ 18-1/2, AHQ 17-1/2 xrn Axru Wyzw
Volcker Compliance
FF Hqgmbzoakcl WL-Gcsp JW-Zq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XJZ | 15.700 | 4.90 | - | NNN | - | - | - | - | - | Ngvuj | Ecddz | 215-220 | 215 | 5.05% | 5.105% | 40.44326 |
| R | TVF | 574.000 | 6.30 | - | G | - | - | - | - | - | Uoaxz | Jwlkr | 125-130 | 128 | 4.19% | 4.235% | 93.61965 |
Tranche Comments
R: Registration: 144V Qcgl;
M: Registration: 144E Grsl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | URN | 16.000 | 4.80 | - | MMM | - | - | - | - | - | Mywrh | Zqwqv | 210-215 | 205 | 4.78% | 4.837% | 57.90001 |
| X | RJI | 321.400 | 1.30 | - | P | - | - | - | - | - | Hzzrr | Kjlin | 125z | 120 | 3.95% | 3.987% | 36.91024 |
Tranche Comments
X: Registration: 144G Hauu;
H: Registration: 144E Csfo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VBI | 12.550 | 1.26 | - | DDD | - | - | - | - | - | Pmpvd | HZC | 4.65%o | - | 4.50% | 4.550% | 46.80048 |
| F | UVY | 117.740 | 7.55 | - | Q | - | - | - | - | - | Asukt | VAG | 3.65%m | - | 3.62% | 3.650% | 11.43357 |
Tranche Comments
F: Registration: 144H/Rhm U;
C: Registration: 144E/Dsk O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | PLM | 949.183 | 8.60 | - | W | - | - | - | - | - | Ztolg | UUB | - | - | 3.52% | 3.550% | 69.42972 |
| I | LLG | 17.128 | 1.30 | - | I | - | - | - | - | - | Apcye | YRM | - | - | 4.50% | 4.550% | 66.47510 |
Tranche Comments
D: Registration: 144W Tfnf;
I: Registration: 144Y Nujn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NOZ | 796.000 | - | - | E- | - | - | - | - | - | Gyuaw | - | - | - | 4.210% | 4.250% | 68.92991 |
Tranche Comments
B: Registration: 144F Fbkp;