| 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 |
|---|
| B | FXB | 9,438.000 | 5.11 | - | H | - | - | - | - | - | Sjpyk | Wjiga | 175 | 175 | 2.11% | 2.123% | 69.55460 |
| E | WJT | 49.300 | 1.45 | - | WWW | - | - | - | - | - | Bwzrp | Hybmo | 350j | 340 | 3.74% | 3.773% | 17.61779 |
Tranche Comments
B: First Pay: 2020-10-20; Registration: 144K/Wcw K;
E: First Pay: 2020-10-20; Registration: 144E/Gkt M;
Deal Comments
Pnttj sctj btw wdwqvcs psnh $GLY500h tn $GLY1.365.80h.
Use of Proceeds
Iygspgpospv ESC 18-1/2, ESC 17-1/2 gpd Jgpf Eyxg
Volcker Compliance
AA Tzdhjhfgzky CL-Hkza AC-Qz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | XVH | 527.000 | 2.70 | - | Y | - | - | - | - | - | Iurhf | Tuuod | 125-130 | 128 | 4.19% | 4.235% | 95.47705 |
| T | FXE | 77.400 | 9.30 | - | QQQ | - | - | - | - | - | Pojqp | Fyeij | 215-220 | 215 | 5.05% | 5.105% | 44.76039 |
Tranche Comments
U: Registration: 144R Jevu;
T: Registration: 144Q Mbih;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | QNC | 482.100 | 5.40 | - | W | - | - | - | - | - | Iajjc | Jtrmt | 125b | 120 | 3.95% | 3.987% | 94.41413 |
| D | LVY | 48.000 | 3.70 | - | NNN | - | - | - | - | - | Tbqqw | Udyrp | 210-215 | 205 | 4.78% | 4.837% | 12.45151 |
Tranche Comments
C: Registration: 144G Qhkg;
D: Registration: 144P Fhpm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | NNC | 405.180 | 7.12 | - | G | - | - | - | - | - | Wlyqj | BGJ | 3.65%x | - | 3.62% | 3.650% | 83.78144 |
| E | EFX | 22.160 | 3.19 | - | NNN | - | - | - | - | - | Oopfk | OPB | 4.65%d | - | 4.50% | 4.550% | 37.58240 |
Tranche Comments
J: Registration: 144D/Ukr J;
E: Registration: 144W/Vju D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LKV | 32.296 | 9.70 | - | M | - | - | - | - | - | Pziui | EHN | - | - | 4.50% | 4.550% | 93.31819 |
| C | EGK | 657.122 | 4.90 | - | S | - | - | - | - | - | Buttq | YCG | - | - | 3.52% | 3.550% | 50.29818 |
Tranche Comments
C: Registration: 144Z Ujui;
G: Registration: 144Q Qadc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | VFG | 942.000 | - | - | R- | - | - | - | - | - | Xqaig | - | - | - | 4.210% | 4.250% | 54.45609 |
Tranche Comments
D: Registration: 144X Dsdi;