| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 5.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | 85 | 90 | 3mL+90 | - | 100.00000 |
| A-R | USD | 310.000 | - | Aaa | - | - | - | - | 38.00% | - | Floating | 3mL | 113 | 113 | 3mL+113 | - | 100.00000 |
| B-R | USD | 67.000 | - | - | AA | - | - | - | 24.60% | - | Floating | 3mL | 160 | 165 | 3mL+165 | - | 100.00000 |
| C-R | USD | 33.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | 190-200 | 200 | 3mL+200 | - | 100.00000 |
| D-R | USD | 29.250 | - | - | BBB- | - | - | - | 12.15% | - | Floating | 3mL | 290-300 | 290 | 3mL+290 | - | 100.00000 |
| E-R | USD | 20.750 | - | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | 625-635 | 650 | 3mL+650 | - | 100.00000 |
| Sub | USD | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: First Pay: 2022-01-15; Registration: 144A/Reg S;
A-R: First Pay: 2022-01-15; Registration: 144A/Reg S;
B-R: First Pay: 2022-01-15; Registration: 144A/Reg S;
C-R: First Pay: 2022-01-15; Registration: 144A/Reg S;
D-R: First Pay: 2022-01-15; Registration: 144A/Reg S;
E-R: First Pay: 2022-01-15; Registration: 144A/Reg S;
Sub: First Pay: 2022-01-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
This transaction is not contemplated to be in compliance with European Risk Retention rules
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | KLT | 46.000 | - | - | T | - | - | - | 57.00% | - | Mswqvdox | 3oD | 240-245 | 245 | 3gZ+245 | - | 668.00000 |
| C | BZN | 96.000 | - | - | YYY- | - | - | - | 28.00% | - | Dqpeenwn | 3vC | 375-385 | 371 | 3aJ+371 | - | 777.00000 |
| L | XAS | 20.000 | - | - | VV- | - | - | - | 8.00% | - | Mpscytby | 3eY | 750l | - | - | - | Retained |
| I1 | ZAB | 313.000 | - | - | RRR | - | - | - | 61.00% | - | Bczryhnn | 3pK | 130-132 | 132 | 3yP+132 | - | 469.00000 |
| P2 | MXZ | 40.000 | - | - | FFF | - | - | - | 33.00% | - | Wrezxuqv | 3yO | 120-122 | 120 | 3gL+120 | - | 574.00000 |
| R | ZNV | 6.000 | - | - | FFF | - | - | - | - | - | Gcfpuajv | 3fX | 75g | 75 | 3tU+75 | - | 845.00000 |
| S1-b | BSG | 37.850 | - | - | KK | - | - | - | 36.00% | - | Jbypeioh | 3mS | 175-180 | 175 | 3yP+175 | - | 592.00000 |
| U1-e | HVD | 12.000 | - | - | EE | - | - | - | 90.00% | - | Rxkozbdi | 3sH | - | 160 | 3mJ+160 | - | 559.00000 |
| Z2 | OCM | 7.740 | - | - | SS | - | - | - | 82.00% | - | Swnnb | Oubhf | - | 175 | 2.220% | 2.220% | 623.00000 |
| M2 | WFG | 6.000 | - | - | R | - | - | - | 27.00% | - | Uduzectp | 3cU | - | 215 | 3gT+215 | - | 412.00000 |
| Clo | ENC | 38.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2021-04-15; Registration: 144X/Jtn I;
I1: First Pay: 2021-04-15; Registration: 144P/Mdo S;
P2: First Pay: 2021-04-15; Registration: 144A/Jim O;
S1-b: First Pay: 2021-04-15; Registration: 144W/Day C;
U1-e: First Pay: 2021-04-15; Registration: 144K/Ftz L;
Z2: First Pay: 2021-04-15; Registration: 144H/Bie J;
R1: First Pay: 2021-04-15; Registration: 144L/Uzp Z;
M2: First Pay: 2021-04-15; Registration: 144B/Ube C;
C: First Pay: 2021-04-15; Registration: 144G/Kyr Z;
L: First Pay: 2021-04-15; Registration: 144N/Nil B;
Clo: First Pay: 2021-04-15; Registration: 144D/Flh F;
Deal Comments
Kwm Rnmm Ohbpwwy 1.00
Reinvestment Period (YRS)
4