2021-VASA

VASA Trust (VASA) 2021-VASA

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	202.800	2.00	5.00	-	-	AAA	AAA	-	-	31.5%	Floating	1mL	90a	90	1mL+90	-	100.00000
B	USD	77.872	2.00	5.00	-	-	NR	AA (L)	-	-	43.7%	Floating	1mL	125a	125	1mL+125	-	100.00000
C	USD	48.714	2.00	5.00	-	-	NR	A (L)	-	-	51.2%	Floating	1mL	175a	175	1mL+175	-	100.00000
D	USD	49.135	2.00	5.00	-	-	NR	BBB (L)	-	-	58.9%	Floating	1mL	210a	210	1mL+210	-	100.00000
E	USD	47.014	2.00	5.00	-	-	NR	BB (L)	-	-	66.2%	Floating	1mL	315a	315	1mL+315	-	100.00000
F	USD	49.425	2.00	5.00	-	-	NR	B (L)	-	-	73.9%	Floating	1mL	390a	390	1mL+390	-	100.00000
G	USD	5.360	2.00	5.00	-	-	NR	NR	-	-	74.7%	Floating	1mL	500a	500	1mL+500	-	100.00000
HRR	USD	25.280	2.00	5.00	-	-	NR	NR	-	-	78.6%	-	-	-	-	-	-	Retained

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Filings

ABS-15G

Tranche Comments

A: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S; F: Registration: 144A/Reg S; G: Registration: 144A/Reg S; HRR: Registration: 144A/Reg S;