| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.500 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 75 | 3mL+75 | - | 100.00000 |
| ARR | USD | 224.000 | - | Aaa | - | AAA | - | - | 36.00% | - | Floating | 3mL | - | 120 | 3mL+120 | - | 100.00000 |
| BRR | USD | 38.500 | - | Aa2 | - | - | - | - | 25.00% | - | Floating | 3mL | - | 180 | 3mL+180 | - | 100.00000 |
| CRR | USD | 18.000 | - | A2 | - | - | - | - | 19.86% | - | Floating | 3mL | - | 230 | 3mL+230 | - | 100.00000 |
| DRR | USD | 21.950 | - | Baa3 | - | - | - | - | 13.59% | - | Floating | 3mL | - | 350 | 3mL+350 | - | 100.00000 |
| ERR | USD | 19.000 | - | Ba3 | - | - | - | - | 8.16% | - | Floating | 3mL | - | 722 | 3mL+722 | - | - |
| F | USD | 2.750 | - | B3 | - | - | - | - | 7.37% | - | Floating | 3mL | - | 872 | 3mL+872 | - | 95.00000 |
| Incremental Sub | USD | 4.650 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | USD | 50.000 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X : First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S;
ARR: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S;
BRR: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S;
CRR: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S;
DRR: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S;
ERR: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S;
F: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S;
Incremental Sub: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S;
Sub : First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 18, 2026
WAL Test Period End Date
Jun 10, 2030
AllReportsSurveillanceOther