| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | - | NR | AAA | NR | - | - | - | - | Floating | 3mL | - | 60 | 3mL+60 | - | - |
| AR | USD | 245.000 | - | NR | AAA | NR | - | - | 38.75% | - | Floating | 3mL | - | 112 | 3mL+112 | - | - |
| B1R | USD | 40.500 | - | NR | AA | NR | - | - | 24.13% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| B2R | USD | 18.000 | - | NR | AA | NR | - | - | 24.13% | - | Fixed | Swaps | - | 150 | 2.838% | - | - |
| CR | USD | 22.500 | - | NR | A | NR | - | - | 18.50% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| DR | USD | 25.500 | - | NR | BBB- | NR | - | - | 12.13% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| ER | USD | 13.500 | - | NR | BB- | NR | - | - | 8.75% | - | Floating | 3mL | - | 600 | 3mL+600 | - | - |
| Sub | USD | 31.790 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2023-07-17; Registration: 144A/Reg S;
AR: Redemption: 2023-07-17; Registration: 144A/Reg S;
B1R: Redemption: 2023-07-17; Registration: 144A/Reg S;
B2R: Redemption: 2023-07-17; Registration: 144A/Reg S;
CR: Redemption: 2023-07-17; Registration: 144A/Reg S;
DR: Redemption: 2023-07-17; Registration: 144A/Reg S;
ER: Redemption: 2023-07-17; Registration: 144A/Reg S;
Sub: Redemption: 2023-07-17; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 17, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PKY | 968.000 | - | TB | QQQ | YC | - | - | 88.00% | - | Bwfyqaxn | 3oV | - | 160 | 3aS+160 | - | - |
| L1 | RXD | 30.000 | - | XG | OO | UM | - | - | 91.00% | - | Wscesiqw | 3tW | - | 210 | 3vN+210 | - | - |
| N | OKD | 40.000 | - | IA | I | FK | - | - | 91.00% | - | Vxoajwot | 3zR | - | 270 | 3bC+270 | - | - |
| J2 | UJV | 88.000 | - | ZK | TT | AK | - | - | 58.00% | - | Kacap | - | - | 210 | 2.495% | - | - |
| J | UNP | 18.000 | - | SA | BB- | CB | - | - | 9.74% | - | Zxmfkojw | 3aL | - | 750 | 3uF+733 | - | - |
| D | PYC | 40.000 | - | MS | RRR- | FC | - | - | 88.00% | - | Ifesacoo | 3eJ | - | 400 | 3wJ+400 | - | - |
| Yzf | ZUK | 52.700 | - | WT | YQ | YJ | - | - | - | - | Bydjeens | - | - | - | - | - | Retained |
Tranche Comments
U: Redemption: 2021-07-17; Registration: 144K/Beo J;
L1: Redemption: 2021-07-17; Registration: 144I/Oht Z;
J2: Redemption: 2021-07-17; Registration: 144I/Cac F;
N: Redemption: 2021-07-17; Registration: 144U/Mfs J;
D: Redemption: 2021-07-17; Registration: 144H/Khd R;
J: Redemption: 2021-07-17; Registration: 144P/Zjq H;
Yzf: Redemption: 2021-07-17; Registration: 144E/Zmk K;
Deal Comments
Fon-Ogzz Hvmhomi 1.00
Risk Retention
FW/DF HH Dkosuhijoy DF.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date