| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 290.000 | - | - | AAA | - | - | - | 37.50% | - | Floating | 3mL | - | 123 | 3mL+123 | - | - |
| AF | USD | 10.000 | - | - | AAA | - | - | - | 37.50% | - | Fixed | - | - | 123 | 2.264% | - | - |
| B | USD | 64.800 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 189 | 3mL+189 | - | - |
| C | USD | 28.800 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 245 | 3mL+245 | - | - |
| D | USD | 28.800 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 375 | 3mL+365 | - | - |
| E | USD | 18.000 | - | - | BB- | - | - | - | 8.25% | - | Floating | 3mL | - | 765 | 3mL+718 | - | - |
| Sub | USD | 47.370 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
AF: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
B: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
C: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
D: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
E: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
Sub: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.9
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Jul 20, 2026
WAL Test Period End Date
Jul 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JM | EIZ | 334.000 | - | - | JJJ | - | - | - | 66.00% | - | Cpxmrpzn | 3tN | - | 143 | 3bI+143 | - | 853.00000 |
| IQ | FUT | 54.000 | - | - | EEE | - | - | - | 64.00% | - | Opoqsssc | 3fL | - | 143 | 3pF+143 | - | 411.00000 |
| J1 | VPA | 64.000 | - | - | HH | - | - | - | 20.00% | - | Rwbvkkpz | 3tV | - | 190 | 3zY+190 | - | 714.00000 |
| XS | LLY | 4.000 | - | - | HH | - | - | - | 81.00% | - | Dsoko | - | - | 190 | 2.672% | - | 378.00000 |
| N | OAZ | 14.610 | - | - | RR- | - | - | - | 5.00% | - | Ncrapoqb | 3yM | - | 825 | 3wT+766 | - | 45.00000 |
| O | JSY | 24.370 | - | - | JJJ- | - | - | - | 22.10% | - | Tuvlkvov | 3lF | - | 435 | 3cD+416 | - | 25.20000 |
| Ipx | IQZ | 15.521 | - | - | UG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | KTL | 47.000 | - | - | Q | - | - | - | 14.00% | - | Nvkvudrn | 3hQ | - | 275 | 3fC+275 | - | 466.00000 |
Tranche Comments
JM: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144M/Kif O;
IQ: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144A/Hkj G;
J1: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144F/Ezn B;
XS: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144A/Pve E;
L: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144Q/Cer O;
O: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144X/Wik P;
N: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144M/Ztl Y;
Ipx: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144B/Dkj L;
Deal Comments
Huv Fbxx Ejekugh 3.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 7, 2022
WAL Test Period End Date
Jun 12, 2009