| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-L | USD | 296.875 | - | Aa1 | NR | NR | - | - | - | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| A-NA | USD | 70.000 | - | Aaa | NR | AAA | - | - | - | - | Floating | 3mL | - | 151 | 3mL+151 | - | - |
| A-NB | USD | 13.125 | - | Aa2 | NR | NR | - | - | - | - | Floating | 3mL | - | 230 | 3mL+230 | - | - |
| B | USD | 21.750 | - | A2 | NR | NR | - | - | - | - | Floating | 3mL | - | 315 | 3mL+315 | - | - |
| C | USD | 30.000 | - | Baa3 | NR | NR | - | - | - | - | Floating | 3mL | - | 410 | 3mL+410 | - | - |
| D | USD | 28.250 | - | Ba3 | NR | NR | - | - | - | - | Floating | 3mL | - | 402 | 3mL+402 | - | - |
| Sub | USD | 43.310 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A-L: Redemption: 5/7/2021;
A-NA: Redemption: 5/7/2021;
A-NB: Redemption: 5/7/2021;
B: Redemption: 5/7/2021;
C: Redemption: 5/7/2021;
D: Redemption: 5/7/2021;
Sub: Redemption: 5/7/2021;
Reinvestment Period End Date
Apr 15, 2023
AllReportsSurveillanceOther