| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1a-R | USD | 213.500 | - | Aaa | - | - | - | - | 39.00% | - | Floating | 3mL | - | 119 | 3mL+119 | - | - |
| A-1b-R | USD | 10.500 | - | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 144 | 3mL+144 | - | - |
| A-2-R | USD | 42.000 | - | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | 170-180 | 175 | 3mL+175 | - | - |
| B-R | USD | 18.375 | - | A2 | - | - | - | - | 18.75% | - | Floating | 3mL | 200-210 | 210 | 3mL+210 | - | - |
| C-R | USD | 22.750 | - | Baa3 | - | - | - | - | 12.25% | - | Floating | 3mL | 325-335 | 342 | 3mL+342 | - | - |
| D-R | USD | 14.000 | - | Ba3 | - | - | - | - | 8.25% | - | Floating | 3mL | Mid to High 600s | 700 | 3mL+700 | - | - |
| Sub | USD | 37.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1a-R: First Pay: 2021-10-20; Redemption: 2023-07-20;
A-1b-R: First Pay: 2021-10-20; Redemption: 2023-07-20; Comments: Preplaced;
A-2-R: First Pay: 2021-10-20; Redemption: 2023-07-20;
B-R: First Pay: 2021-10-20; Redemption: 2023-07-20;
C-R: First Pay: 2021-10-20; Redemption: 2023-07-20;
D-R: First Pay: 2021-10-20; Redemption: 2023-07-20;
Sub: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2026
AllReportsSurveillanceOther