| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.750 | 2.50 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 100 | 3mL+100 | - | 100.00000 |
| A1R | USD | 232.500 | 5.00 | - | AAA | - | - | - | 38.00% | - | Floating | 3mL | - | 117 | 3mL+117 | - | 100.00000 |
| A2R | USD | 52.500 | 6.70 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | 100.00000 |
| BR | USD | 22.500 | 7.50 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 220 | 3mL+220 | - | 100.00000 |
| CR | USD | 20.625 | 8.00 | - | BBB- | - | - | - | 12.50% | - | Floating | 3mL | - | 345 | 3mL+345 | - | 100.00000 |
| DR | USD | 14.063 | 8.50 | - | BB- | - | - | - | 8.70% | - | Floating | 3mL | - | 685 | 3mL+661 | - | 98.50000 |
| E | USD | 5.550 | 8.80 | - | B- | - | - | - | 7.30% | - | Floating | 3mL | - | 929 | 3mL+929 | - | - |
| Sub | USD | 28.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-10-20; Redemption: 2022-05-20;
A1R: First Pay: 2021-10-20; Redemption: 2022-05-20;
A2R: First Pay: 2021-10-20; Redemption: 2022-05-20;
BR: First Pay: 2021-10-20; Redemption: 2022-05-20;
CR: First Pay: 2021-10-20; Redemption: 2022-05-20;
DR: First Pay: 2021-10-20; Redemption: 2022-05-20;
E: First Pay: 2021-10-20; Redemption: 2022-05-20;
Sub: First Pay: 2021-10-20; Redemption: 2022-05-20;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
3.5
Reinvestment Period End Date
Jan 20, 2025
AllReportsSurveillanceOther