| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 7.500 | - | - | AAA | AAA | - | - | - | - | Floating | 3mL | - | 45 | 3mL+45 | - | 100.00000 |
| A-1A | USD | 1,375.000 | - | - | AAA | AAA | - | - | - | - | Floating | 3mL | - | 108 | 3mL+108 | - | 100.00000 |
| A-1B | USD | 107.000 | - | - | NR | AAA | - | - | - | - | Floating | 3mL | - | 140 | 3mL+140 | - | 100.00000 |
| A-2 | USD | 171.000 | - | - | AA | NR | - | - | - | - | Floating | 3mL | - | 185 | 3mL+185 | - | 100.00000 |
| B | USD | 121.000 | - | - | A | NR | - | - | - | - | Floating | 3mL | - | 200 | 3mL+200 | - | 100.00000 |
| C | USD | 117.000 | - | - | BBB- | NR | - | - | - | - | Floating | 3mL | - | 300 | 3mL+300 | - | 100.00000 |
| D | USD | 86.000 | - | - | BB- | NR | - | - | - | - | Floating | 3mL | - | 600 | 3mL+600 | - | 100.00000 |
| Sub | USD | 161.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: Redemption: 2021-10-15;
A-1A: Redemption: 2021-10-15;
A-1B: Redemption: 2021-10-15;
A-2: Redemption: 2021-10-15;
B: Redemption: 2021-10-15;
C: Redemption: 2021-10-15;
D: Redemption: 2021-10-15;
Sub: Redemption: 2021-10-15;
Deal Comments
Non-Call Period: 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 15, 2021