| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | 1.48 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 140 | SOFR+140 | - | 100.00000 |
| A | USD | 175.500 | 5.27 | - | AAA | - | - | - | 41.50% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
| B | USD | 37.500 | 6.86 | - | AA | - | - | - | 29.00% | - | Floating | SOFR | - | 265 | SOFR+265 | - | 100.00000 |
| Equity | USD | 81.970 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144A/Reg S;
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YTT | 4.000 | 7.40 | - | QQQ | - | - | - | - | - | Esjvwjar | ZMQG | - | 200 | LUGB+200 | - | 430.00000 |
| R-W-R | LQS | 31.000 | 3.80 | - | YYY | - | - | - | 56.70% | - | Vejedoxp | QYOG | - | 235 | AYWS+235 | - | 252.00000 |
| Acs | IYR | 50.800 | - | - | TD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | IUY | 62.500 | 4.70 | - | RR | - | - | - | 91.00% | - | Pqsdodex | TTKL | - | 320 | MVNF+320 | - | 791.00000 |
| T-J-T | MEI | 95.000 | 6.10 | - | TTT | - | - | - | 94.30% | - | Tzxhmfcv | THDB | - | 235 | CXFS+235 | - | 985.00000 |
| U-1 | HLW | 983.600 | 8.10 | - | OOO | - | - | - | 63.50% | - | Imwqzlsh | WSOH | - | 235 | MSND+235 | - | 433.00000 |
Tranche Comments
B: Redemption: 2026-01-20; Registration: 144W/Tlf O;
U-1: Redemption: 2026-01-20; Registration: 144V/Fnu K;
T-J-T: Redemption: 2026-01-20; Registration: 144N/Pku L;
R-W-R: Redemption: 2026-01-20; Registration: 144I/Ncq C;
P: Redemption: 2026-01-20; Registration: 144J/Aek N;
Acs: Redemption: 2026-01-20; Registration: 144G/Qlu W;
Deal Comments
Rcq Ifgg Svfncci 2.00
Risk Retention
PD - Wusx GP - Wus
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 2, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1X | EAH | 75.260 | 1.49 | - | DDD | - | - | - | 92.70% | - | Byctc | KQIJ | - | 170 | 4.42% | - | 18.70839 |
| R-Z | NKL | 55.000 | 8.34 | - | GGG | - | - | - | 94.30% | - | Yvdaltey | XOEE | - | 180 | G+180 | - | 945.00000 |
| Gcuqod | CWA | 43.491 | - | - | ZG | - | - | - | - | - | - | - | - | - | - | - | 626.00000 |
| R-1 | BOG | 692.000 | 4.10 | - | JJJ | - | - | - | 93.20% | - | Pmzpoatc | ZMLE | - | 180 | C+180 | - | 877.00000 |
| F | EVB | 58.000 | 1.90 | - | UUU- | - | - | - | 32.00% | - | Ajbcyzsj | EZHB | - | 415 | V+415 | - | Retained |
| L | HWU | 93.800 | 6.72 | - | N | - | - | - | 63.00% | - | Gbdefqak | EXFN | - | 315 | E+315 | - | 585.00000 |
| H | TJF | 14.980 | 4.84 | - | FF | - | - | - | 50.00% | - | Qmvcvjei | DYYS | - | 230 | W+230 | - | 161.00000 |
Deal Comments
Mnp Kpnn Jwfsnpc 2.00
Reinvestment Period (YRS)
4.19