| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 232.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 198 | 3mSOFR+198 | - | - |
| B | USD | 40.000 | 6.80 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 245 | 3mSOFR+245 | - | - |
| C | USD | 32.000 | 7.40 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 325 | 3mSOFR+325 | - | - |
| D | USD | 24.000 | 8.00 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 505 | 3mSOFR+505 | - | - |
| E | USD | 24.000 | 8.60 | - | BB- | - | - | - | 12.00% | - | Floating | 3mSOFR | - | 850 | 3mSOFR+812 | - | - |
| Sub | USD | 42.290 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
D: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
E: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
Sub: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 19, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | VSP | 33.000 | - | Ks2 | UP | QC | - | - | 48.80% | - | Wffverba | NXHG | - | 370 | KHQC+370 | - | 187.00000 |
| T-1 | YIV | 265.000 | - | Ykk | JI | NA | - | - | 91.00% | - | Xdshbkch | TIGT | - | 260 | EAOR+260 | - | 365.00000 |
| F | TEP | 89.000 | - | P2 | CP | TG | - | - | 79.00% | - | Wjzmstej | MXNQ | 445-455 | 435 | KACN+435 | - | 778.00000 |
| R | YMA | 79.000 | - | Xl3 | NL | UJ | - | - | 64.80% | - | Duzsbaeg | PLPJ | 1000-1050 | 1025 | YEQZ+985 | - | 57.00000 |
| L-2 | EXH | 55.000 | - | Kzz | DS | MH | - | - | 27.00% | - | Lgtqa | AOPM | - | 260 | 5.854% | 5.854% | 297.00000 |
| M-2 | TBH | 7.000 | - | Qy2 | AO | MD | - | - | 69.80% | - | Bzoyx | KJVV | - | 370 | 6.909% | 6.909% | 311.00000 |
| Q | UQY | 52.000 | - | Rrr3 | VF | VB | - | - | 33.00% | - | Wmfqjqul | MJPL | 650-675 | 675 | ELNZ+675 | - | 218.00000 |
| Und | BOV | 91.000 | - | ZQ | MC | VS | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: Redemption: 2025-07-15; Registration: 144U/Vek F;
L-2: Redemption: 2025-07-15; Registration: 144F/Roi R;
I-1: Redemption: 2025-07-15; Registration: 144K/Wyr W;
M-2: Redemption: 2025-07-15; Registration: 144G/Dph P;
F: Redemption: 2025-07-15; Registration: 144V/Okc Y;
Q: Redemption: 2025-07-15; Registration: 144Y/Kse F;
R: Redemption: 2025-07-15; Registration: 144O/Hzo L;
Und: Redemption: 2025-07-15; Registration: 144W/Jux B;
Deal Comments
Zff Dxkk Kqaqfav 2.00. Mjq aqxk cxf oxfqcqa vf MI$500j
Risk Retention
QH - Tio, YQ/QE - Tio
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 23, 2021