| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-RR | USD | 3.250 | - | - | AAA | - | - | - | - | - | Floating | 3mL | - | 80 | 3mL+80 | - | - |
| A-RR | USD | 224.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | 3mL | - | 108 | 3mL+108 | - | - |
| B-RR | USD | 42.000 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 140 | 3mL+140 | - | - |
| C-RR | USD | 21.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| D-RR | USD | 21.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 325 | 3mL+325 | - | - |
| E-RR | USD | 12.250 | - | - | BB- | - | - | - | 8.50% | - | Floating | 3mL | - | 625 | 3mL+625 | - | - |
| F-RR | USD | 6.250 | - | - | B- | - | - | - | 6.71% | - | Floating | 3mL | - | 847 | 3mL+ 847 | - | - |
Tranche Comments
X-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
A-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
B-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
C-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
D-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
E-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
F-RR: First Pay: 2021-04-20; Redemption: 2023-04-20;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-G | CHN | 37.300 | - | Xpp3 | - | - | - | - | - | - | Qamrlfja | 3xW | - | - | 3fL+275 | - | - |
| F-M | HBM | 48.000 | - | Zu2 | - | - | - | - | - | - | Sxudvqwo | 3vV | - | - | 3nM+130 | - | - |
| A-J | FCW | 62.300 | - | U2 | - | - | - | - | - | - | Rvbksfmy | 3dK | - | - | 3kE+170 | - | - |
| B-G | RID | 313.000 | - | Lww | OOO | - | - | - | - | - | Wdjsvbjy | 3fA | - | - | 3wX+92 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | QUB | 58.000 | - | - | - | - | - | - | - | - | Pyzhurkn | 3dG | - | - | 3uP+210 | - | - |
| A | FUE | 76.300 | - | - | - | - | - | - | - | - | Dvfvciuf | 3qM | - | - | 3iY+280 | - | - |
| G | KOD | 66.700 | - | - | - | - | - | - | - | - | Mkheofzz | 3tB | - | - | 3tO+375 | - | - |
| A-2 | EHN | 372.000 | - | - | - | RRR | - | - | - | - | Ucuypede | 3rK | - | - | 3xJ+143 | - | - |
| Z | KBR | 26.000 | - | - | - | - | - | - | - | - | Qxqosuor | 3cG | - | - | 3wN+570 | - | - |
| V-1 | TJW | 933.000 | - | - | - | AAA | - | - | - | - | Vrvyadhk | 3wP | - | - | 3xQ+143 | - | - |
| Q-2 | BSE | 13.000 | - | - | - | - | - | - | - | - | Jjxup | - | - | - | 0.040% | - | - |
| N-J | QTQ | 76.000 | - | - | - | NNN | - | - | - | - | Holozdio | 3xE | - | - | 3kF+143 | - | - |
| Lmoeqm | UVP | 37.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | AIR | 40.000 | - | - | - | - | - | - | - | - | Gvfebqmd | 3xT | - | - | 3zC+745 | - | - |