| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XR | USD | 4.000 | 2.00 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 100 | 3mL+100 | - | - |
| ASNR | USD | 241.000 | 6.40 | - | AAA | - | - | - | 40.00% | - | Floating | 3mL | - | 122 | 3mL+122 | - | - |
| AJR | USD | 8.000 | 8.00 | - | AAA | - | - | - | 36.00% | - | Floating | 3mL | - | 150 | 3mL+150 | - | - |
| AJFR | USD | 8.000 | 8.00 | - | AAA | - | - | - | 36.00% | - | Fixed | - | - | 150 | 2.68% | - | - |
| BR | USD | 48.000 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| CR | USD | 20.250 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 250 | 3mL+250 | - | - |
| CFR | USD | 4.000 | 9.00 | - | A | - | - | - | 18.00% | - | Fixed | - | - | 250 | 3.75% | - | - |
| DR | USD | 24.000 | 9.50 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 380 | 3mL+367 | - | - |
| ER | USD | 14.000 | 9.90 | - | BB- | - | - | - | 8.50% | - | Floating | 3mL | - | 698 | 3mL+655 | - | - |
| FR | USD | 4.000 | 10.00 | - | B- | - | - | - | 7.50% | - | Floating | 3mL | - | 923 | 3mL+845 | - | - |
| Sub | USD | 30.600 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
XR: First Pay: 2021-11-16; Redemption: 2023-11-16; Registration: 144A/Reg S;
ASNR: First Pay: 2021-11-16; Redemption: 2023-11-16; Registration: 144A/Reg S;
AJR: First Pay: 2021-11-16; Redemption: 2023-11-16; Registration: 144A/Reg S;
AJFR: First Pay: 2021-11-16; Redemption: 2023-11-16; Registration: 144A/Reg S;
BR: First Pay: 2021-11-16; Redemption: 2023-11-16; Registration: 144A/Reg S;
CR: First Pay: 2021-11-16; Redemption: 2023-11-16; Registration: 144A/Reg S;
CFR: First Pay: 2021-11-16; Redemption: 2023-11-16; Registration: 144A/Reg S;
DR: First Pay: 2021-11-16; Redemption: 2023-11-16; Registration: 144A/Reg S;
ER: First Pay: 2021-11-16; Redemption: 2023-11-16; Registration: 144A/Reg S;
FR: First Pay: 2021-11-16; Redemption: 2023-11-16; Registration: 144A/Reg S;
Sub: First Pay: 2021-11-16; Redemption: 2023-11-16; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 16, 2026
WAL Test Period End Date
Aug 16, 2030
AllReportsSurveillanceOther