| 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 |
|---|
| U1 | PCS | 14.000 | - | - | QQ | - | - | - | 76.00% | - | Izmaqufz | 3yI | - | 190 | 3rT+190 | - | 458.00000 |
| J | TJS | 42.160 | - | - | PP- | - | - | - | 4.00% | - | Pyordckq | 3mN | - | 825 | 3wN+766 | - | 27.00000 |
| KQ | TSH | 2.000 | - | - | ZZ | - | - | - | 20.00% | - | Rthch | - | - | 190 | 2.672% | - | 328.00000 |
| M | UTQ | 87.630 | - | - | QQQ- | - | - | - | 34.40% | - | Zdpvqdsq | 3jC | - | 435 | 3kA+416 | - | 46.40000 |
| KN | EHX | 90.000 | - | - | WWW | - | - | - | 43.00% | - | Dlscfhka | 3rS | - | 143 | 3lH+143 | - | 770.00000 |
| Fxa | YEH | 79.689 | - | - | LT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | ZLC | 56.000 | - | - | Q | - | - | - | 64.00% | - | Lbdfevlr | 3zT | - | 275 | 3jB+275 | - | 248.00000 |
| TB | GHC | 340.000 | - | - | BBB | - | - | - | 76.00% | - | Jljyriqb | 3oE | - | 143 | 3nU+143 | - | 602.00000 |
Tranche Comments
TB: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144D/Ksr S;
KN: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144P/Chr N;
U1: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144F/Jfh P;
KQ: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144T/Gfn G;
S: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144T/Max F;
M: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144U/Yic J;
J: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144C/Qxp R;
Fxa: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144Z/Foz R;
Deal Comments
Jfb Cjhh Snkbfks 3.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
WAL Test Period End Date
Invalid date