| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 5.000 | 2.70 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 95 | 3mL+95 | - | - |
| A-R | USD | 300.000 | 6.44 | - | AAA | - | - | - | 40.00% | - | Floating | 3mL | - | 116 | 3mL+116 | - | - |
| B-R | USD | 75.000 | 8.46 | - | AA | - | - | - | 25.00% | - | Floating | 3mL | - | 170 | 3mL+170 | - | - |
| C-R | USD | 35.000 | 9.34 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 225 | 3mL+225 | - | - |
| D-R | USD | 30.000 | 9.95 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 345 | 3mL+345 | - | - |
| E-R | USD | 18.750 | 10.45 | - | BB- | - | - | - | 8.25% | - | Floating | 3mL | - | 660 | 3mL+660 | - | - |
| F-R | USD | 3.000 | 10.70 | - | B- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Equity | USD | 47.400 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-10-20; Redemption: 2023-06-23;
A-R: First Pay: 2021-10-20; Redemption: 2023-06-23;
B-R: First Pay: 2021-10-20; Redemption: 2023-06-23;
C-R: First Pay: 2021-10-20; Redemption: 2023-06-23;
D-R: First Pay: 2021-10-20; Redemption: 2023-06-23;
E-R: First Pay: 2021-10-20; Redemption: 2023-06-23;
F-R: First Pay: 2021-10-20; Redemption: 2023-06-23;
Equity: First Pay: 2021-10-20; Redemption: 2023-06-23;
Deal Comments
Reset. Non-Call Period: 2.00.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2026
AllReportsSurveillanceOther