| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XR | USD | 3.500 | 1.60 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 70 | 3mL+70 | - | - |
| A1R | USD | 215.500 | 6.40 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 120 | 3mL+120 | - | - |
| A2R | USD | 62.100 | 6.40 | Aaa | - | - | - | - | 36.00% | - | Fixed | - | - | - | 2.35% | - | - |
| BR | USD | 43.400 | 8.40 | Aa2 | - | - | - | - | 25.99% | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
| CR | USD | 23.200 | 9.10 | A2 | - | - | - | - | 20.65% | - | Floating | 3mL | - | 230 | 3mL+230 | - | - |
| DR | USD | 28.200 | 9.60 | Baa3 | - | - | - | - | 14.14% | - | Floating | 3mL | - | 370 | 3mL+370 | - | - |
| ER | USD | 25.350 | 10.20 | Ba3 | - | - | - | - | 8.30% | - | Floating | 3mL | - | 750 | 3mL+732 | - | - |
Tranche Comments
XR: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
A1R: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
A2R: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
BR: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
CR: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
DR: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
ER: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2026
AllReportsSurveillanceOther