| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-RR | USD | 3.250 | - | - | AAA | - | - | - | - | - | Floating | 3mL | - | 80 | 3mL+80 | - | - |
| A-RR | USD | 224.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | 3mL | - | 108 | 3mL+108 | - | - |
| B-RR | USD | 42.000 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 140 | 3mL+140 | - | - |
| C-RR | USD | 21.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| D-RR | USD | 21.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 325 | 3mL+325 | - | - |
| E-RR | USD | 12.250 | - | - | BB- | - | - | - | 8.50% | - | Floating | 3mL | - | 625 | 3mL+625 | - | - |
| F-RR | USD | 6.250 | - | - | B- | - | - | - | 6.71% | - | Floating | 3mL | - | 847 | 3mL+ 847 | - | - |
Tranche Comments
X-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
A-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
B-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
C-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
D-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
E-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
F-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-F | CAZ | 731.000 | - | Fee | OOO | - | - | - | - | - | Kxzdawtu | 3tL | - | - | 3fD+92 | - | - |
| T-K | WWX | 36.000 | - | Lk2 | - | - | - | - | - | - | Tzqxxbnn | 3cL | - | - | 3xJ+130 | - | - |
| U-H | MCR | 88.800 | - | Q2 | - | - | - | - | - | - | Gesfhsar | 3sB | - | - | 3iJ+170 | - | - |
| W-A | JOX | 81.200 | - | Yff3 | - | - | - | - | - | - | Tkfyrmhy | 3kY | - | - | 3jJ+275 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Cbkpdu | NBX | 56.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R-2 | OLP | 37.000 | - | - | - | - | - | - | - | - | Qyrvc | - | - | - | 0.040% | - | - |
| S-1 | ELN | 792.000 | - | - | - | AAA | - | - | - | - | Hswbcsqh | 3cV | - | - | 3oP+143 | - | - |
| E-C | NVR | 76.000 | - | - | - | SSS | - | - | - | - | Gejvtphm | 3lX | - | - | 3yE+143 | - | - |
| D | ZIS | 67.200 | - | - | - | - | - | - | - | - | Rdoflmzi | 3iN | - | - | 3oD+375 | - | - |
| L-1 | TJX | 29.000 | - | - | - | - | - | - | - | - | Nueddcii | 3fT | - | - | 3pW+210 | - | - |
| O | YEV | 29.700 | - | - | - | - | - | - | - | - | Gqkcjsjr | 3jL | - | - | 3iK+280 | - | - |
| A-2 | RFY | 876.000 | - | - | - | OOO | - | - | - | - | Wbbcswts | 3sK | - | - | 3pS+143 | - | - |
| Q | ZNQ | 70.000 | - | - | - | - | - | - | - | - | Ppqzkvnq | 3yG | - | - | 3yK+570 | - | - |
| I | UQN | 10.000 | - | - | - | - | - | - | - | - | Ajbbmeke | 3nR | - | - | 3aX+745 | - | - |