| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | - | - | AAA | - | - | - | - | - | Floating | 3mL | - | 90 | 3mL+90 | - | - |
| A-1-RR | USD | 246.000 | - | - | AAA | - | - | - | 38.50% | - | Floating | 3mL | - | 125 | 3mL+125 | - | - |
| A-2-RR | USD | 58.000 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| B-RR | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 245 | 3mL+245 | - | - |
| C-RR | USD | 24.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 365 | 3mL+365 | - | - |
| D-RR | USD | 16.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | 3mL | - | 743 | 3mL+743 | - | - |
| Sub | USD | 44.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-07-29; Redemption: 2023-04-29;
A-1-RR: First Pay: 2021-07-29; Redemption: 2023-04-29;
A-2-RR: First Pay: 2021-07-29; Redemption: 2023-04-29;
B-RR: First Pay: 2021-07-29; Redemption: 2023-04-29;
C-RR: First Pay: 2021-07-29; Redemption: 2023-04-29;
D-RR: First Pay: 2021-07-29; Redemption: 2023-04-29;
Sub: First Pay: 2021-07-29; Redemption: 2023-04-29;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 29, 2025
AllReportsSurveillanceOther