| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R | USD | 177.250 | 4.25 | Aaa | - | - | - | - | 40.00% | - | Floating | 3mL | - | 135 | 3mL+135 | - | - |
| A2R | USD | 12.000 | 5.83 | Aaa | - | - | - | - | 36.00% | - | Fixed | - | - | - | 2.51% | - | - |
| BR | USD | 32.500 | 6.44 | Aa2 | - | - | - | - | 25.00% | - | Floating | 3mL | - | 195 | 3mL+195 | - | - |
| CR | USD | 14.750 | 6.87 | A2 | - | - | - | - | 20.00% | - | Floating | 3mL | - | 288 | 3mL+288 | - | - |
| D1R | USD | 10.000 | 7.25 | Baa3 | - | - | - | - | 13.50% | - | Floating | 3mL | - | 448 | 3mL+448 | - | - |
| DFR | USD | 9.250 | 7.25 | Baa3 | - | - | - | - | 13.50% | - | Fixed | - | - | - | 6.00% | - | - |
| ER | USD | 13.250 | 7.92 | Ba3 | - | - | - | - | 9.00% | - | Floating | 3mL | - | 825 | 3mL+825 | - | - |
| Sub | USD | 25.700 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S;
A2R: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S;
BR: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S;
CR: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S;
D1R: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S;
DFR: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S;
ER: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S;
Sub: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 28, 2024
WAL Test Period End Date
Jul 28, 2028
AllReportsSurveillanceOther