| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.000 | 3.60 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 100 | 3mL+100 | - | - |
| A-1S | USD | 300.000 | 6.20 | - | AAA | - | - | - | 40.00% | - | Floating | 3mL | - | 114 | 3mL+114 | - | - |
| A-2J | USD | 15.000 | 7.60 | - | AAA | - | - | - | 37.00% | - | Floating | 3mL | - | 135 | 3mL+135 | - | - |
| A2-a | USD | 43.000 | 8.10 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 160 | 3mL+160 | - | - |
| A2-b | USD | 22.000 | 8.10 | - | AA | - | - | - | 24.00% | - | Fixed | Swaps | - | 150 | 2.94% | - | - |
| B-1 | USD | 20.000 | 8.90 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 230 | 3mL+230 | - | - |
| B-2 | USD | 10.000 | 8.90 | - | A | - | - | - | 18.00% | - | Fixed | Swaps | - | 225 | 3.77% | - | - |
| C-1 | USD | 17.500 | 9.30 | - | BBB+ | - | - | - | 14.50% | - | Floating | 3mL | - | 335 | 3mL+335 | - | - |
| C-2 | USD | 12.500 | 9.60 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 420 | 3mL+420 | - | - |
| D | USD | 16.250 | 9.90 | - | BB- | - | - | - | 8.75% | - | Floating | 3mL | - | 705 | 3mL+705 | - | - |
| Sub A | USD | 44.782 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub B | USD | 37.995 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-2: First Pay: 2021-07-15; Registration: 144A/Reg S;
A-2J: First Pay: 2021-07-15; Registration: 144A/Reg S;
Sub A: First Pay: 2021-07-15; Registration: 144A/Reg S;
A-1S: First Pay: 2021-07-15; Registration: 144A/Reg S;
C-1: First Pay: 2021-07-15; Registration: 144A/Reg S;
X: First Pay: 2021-07-15; Registration: 144A/Reg S;
B-1: First Pay: 2021-07-15; Registration: 144A/Reg S;
A2-a: First Pay: 2021-07-15; Registration: 144A/Reg S;
Sub B: First Pay: 2021-07-15; Registration: 144A/Reg S;
B-2: First Pay: 2021-07-15; Registration: 144A/Reg S;
A2-b: First Pay: 2021-07-15; Registration: 144A/Reg S;
D: First Pay: 2021-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
AllReportsSurveillanceOther