Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1-L USD 20.000 3.35 - AAA - - - 47.50% - Floating 3mL - 235 3mL+235 - 100.00000 A-1 USD 137.500 3.35 - AAA - - - 47.50% - Floating 3mL - 235 3mL+235 - 100.00000 A-2 USD 10.500 4.48 - AAA - - - 44.00% - Floating 3mL - 275 3mL+275 - 100.00000 B USD 21.000 4.83 - AA - - - 37.00% - Floating 3mL - 320 3mL+320 - Retained C USD 0.000 - - A - - - - - - - - - - - Retained Equity USD 108.355 - - NR - - - - - - - - - - - Retained
Deal Comments
Non-Call Period: 1.00. The Class C Notes will be issued on the Closing Date as an unfunded class. They will have an initial notional principal balance of $[33,000,000] which represents the maximum principal amount once drawn. On the Funding Date, the principal amount of the Class C Notes will be set forth in the Unfunded Class Funding Notice and will be subject to meeting certain requirements as outlined in the indenture.
Risk Retention
EU RR: Transaction structured with the intent to comply with EU risk retention regulations
Reinvestment Period (YRS)
2.19
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G QEJ 14.300 8.00 - KK OI - - 70.70% - Elvmxxrm 3sN - 210 3dP+210 - - Z QCO 263.000 3.80 - QQQ VVV - - 35.90% - Mdsotzqz 3vM - 148 3oJ+148 - - Z JOS 84.000 3.30 - EEE- BH - - 69.90% - - - - - - - Retained Pqe CGE 570.600 - - HY HA - - - - - - - - - - Retained P-2 ESA 76.100 8.20 - M DS - - 64.70% - - - - - - - Retained C-1 BRJ 10.000 1.80 - Q KZ - - 23.40% - Ivdrxtoo 3yU - 280 3yC+280 - -
Tranche Comments
Z: Redemption: 2021-01-15; Registration: 144T/Vlx E;
G: Redemption: 2021-01-15; Registration: 144J/Rnf U;
C-1: Redemption: 2021-01-15; Registration: 144Q/Efb Y;
P-2: Redemption: 2021-01-15; Registration: 144X/Rrj Y;
Z: Redemption: 2021-01-15; Registration: 144U/Ykt Z;
Pqe: Redemption: 2021-01-15; Registration: 144X/Mdm Z;
Deal Comments
Aqj Yygg Gnxwqyu 2.00. Lwn ynyg bys agswwny xxqx FC$552.75x uq FC$602.4x
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J-1 VTC 435.000 - - KKK - - - - - Oroehymd 3aW - - 3nG+95 - - M-2 BCL 63.000 - - NNN - - - - - Uwxarcqk 3zO - - 3eM+95 - - T QIP 56.000 - - KK - - - - - Gqoydpyx 3qG - - 3oU+140 - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Nsxfww VHX 83.000 - - - - - - - - - - - - - - - W-1H HWR 264.000 - Ftt WWW - - - - - Lrczyvnf 3lA - - 3cD+190 - - I-1O IOX 14.000 - Nh1 QQ+ - - - - - Jvmkvede 3tW - - 3tK+240 - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J YAV 80.000 - Xh2 SS - - - - - Oawkkcac 3jJ - - 3cC+250 - - C KQO 58.700 - C2 - - - - - - Veokjdrv 3eR - - 3lS+350 - - F-1 XCT 816.000 - Yff OOO - - - - - Yryorbfb 3dW - - 3qI+175 - - A-2 VAN 44.000 - Bcc GGG - - - - - Wskpzume 3oA - - 3lK+145 - - Plpeln NKX 776.990 - - - - - - - - - - - - - - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I ZOG 37.000 - - LL - - - - - - - - - - - - Iro BYI 670.000 - - - - - - - - - - - - - - - E COQ 649.000 - Rbb UUU - - - - - Jbcacfvj 3oB - - 3yZ+174 - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-1 URA 404.000 - All TTT - - - - - Jrollkqc 3wZ - - 3zM+240 - - H-1 HYK 712.000 - - - - - - - - - - - - - - -
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