Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XRUSD1.700-Aaa------Floating3mL-753mL+75--
ARUSD320.000-Aaa----35.38%-Floating3mL-1103mL+110--
BRUSD56.400-Aa2----23.99%-Floating3mL-1603mL+160--
CRUSD26.000-A2----18.74%-Floating3mL-2003mL+200--
DRUSD29.400-Baa3----12.80%-Floating3mL-3253mL+325--
ERUSD23.700-Ba3----8.01%-Floating3mL-6703mL+652--
Tranche Comments
XR: First Pay: 2021-07-15; Registration: 144A Only; AR: First Pay: 2021-07-15; Registration: 144A Only; BR: First Pay: 2021-07-15; Registration: 144A Only; CR: First Pay: 2021-07-15; Registration: 144A Only; DR: First Pay: 2021-07-15; Registration: 144A Only; ER: First Pay: 2021-07-15; Registration: 144A Only;
Deal Comments
Refinancing. Non Call Period: 1.00
Risk Retention
Transaction is intended to be structured in a manner to comply with European Risk Retention rules
Reinvestment Period (YRS)
3
Refinancing
Yes
WAL Test Period (YRS)
8

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