| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.500 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 90 | 3mL+90 | - | - |
| A-RR | USD | 303.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 116 | 3mL+116 | - | - |
| AL-RR | USD | 65.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 116 | 3mL+116 | - | - |
| B-RR | USD | 68.000 | - | Aa2 | - | - | - | - | 24.17% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| C-RR | USD | 27.750 | - | A2 | - | - | - | - | 19.35% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| D-RR | USD | 32.200 | - | Baa3 | - | - | - | - | 13.75% | - | Floating | 3mL | - | 300 | 3mL+300 | - | - |
| E-RR | USD | 31.625 | - | Ba3 | - | - | - | - | 8.25% | - | Floating | 3mL | - | 675 | 3mL+661 | - | - |
| Sub | USD | 69.545 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-07-23; Redemption: 2023-07-23;
A-RR: First Pay: 2021-07-23; Redemption: 2023-07-23;
AL-RR: First Pay: 2021-07-23; Redemption: 2023-07-23;
B-RR: First Pay: 2021-07-23; Redemption: 2023-07-23;
C-RR : First Pay: 2021-07-23; Redemption: 2023-07-23;
D-RR: First Pay: 2021-07-23; Redemption: 2023-07-23;
E-RR : First Pay: 2021-07-23; Redemption: 2023-07-23;
Sub: First Pay: 2021-07-23; Redemption: 2023-07-23;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 23, 2026
AllReportsSurveillanceOther