| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-RR | USD | 4.000 | 2.60 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 90 | 3mL+90 | - | - |
| A-RR | USD | 243.800 | 6.10 | - | AAA | - | - | - | 36.00% | - | Floating | 3mL | - | 120 | 3mL+120 | - | - |
| B-RR | USD | 45.700 | 7.90 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 170 | 3mL+170 | - | - |
| C-RR | USD | 22.900 | 8.50 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 215 | 3mL+215 | - | - |
| D-RR | USD | 22.900 | 8.90 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 335 | 3mL+335 | - | - |
| E-RR | USD | 13.800 | 9.30 | - | BB- | - | - | - | 8.30% | - | Floating | 3mL | - | 665 | 3mL+650 | - | - |
| F-RR | USD | 6.300 | 9.60 | - | B- | - | - | - | 6.70% | - | Floating | 3mL | - | 880 | 3mL+880 | - | - |
Tranche Comments
X-RR: First Pay: 2021-07-16; Registration: 144A Only;
A-RR: First Pay: 2021-07-16; Registration: 144A Only;
B-RR: First Pay: 2021-07-16; Registration: 144A Only;
C-RR: First Pay: 2021-07-16; Registration: 144A Only;
D-RR: First Pay: 2021-07-16; Registration: 144A Only;
E-RR: First Pay: 2021-07-16; Registration: 144A Only;
F-RR: First Pay: 2021-07-16; Registration: 144A Only;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
AllReportsSurveillanceOther