| 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 |
|---|
| T | AAL | 91.000 | - | - | D | - | - | - | 27.00% | - | Gjdxroau | 3fN | - | 275 | 3cF+275 | - | 967.00000 |
| P | HIS | 30.800 | - | - | TTT- | - | - | - | 64.70% | - | Qmvfrbse | 3rD | - | 435 | 3zA+416 | - | 70.10000 |
| CS | ZMR | 94.000 | - | - | EEE | - | - | - | 58.00% | - | Evoxsqum | 3hP | - | 143 | 3nB+143 | - | 185.00000 |
| TS | NPV | 488.000 | - | - | III | - | - | - | 96.00% | - | Wkpfyopf | 3oX | - | 143 | 3uG+143 | - | 493.00000 |
| NY | LCI | 4.000 | - | - | II | - | - | - | 22.00% | - | Ppgbr | - | - | 190 | 2.672% | - | 674.00000 |
| D1 | VEF | 11.000 | - | - | RR | - | - | - | 88.00% | - | Wzcaspdf | 3eU | - | 190 | 3mR+190 | - | 406.00000 |
| F | BXW | 92.620 | - | - | CC- | - | - | - | 5.00% | - | Rsyathsx | 3nX | - | 825 | 3jX+766 | - | 22.00000 |
| Qof | JON | 13.833 | - | - | XV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
TS: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144W/Brq F;
CS: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144B/Cwf G;
D1: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144H/Hzj I;
NY: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144B/Cnn D;
T: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144T/Jlv M;
P: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144Y/Ddf M;
F: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144O/Wli Q;
Qof: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144B/Isa Z;
Deal Comments
Sky Hfgg Cmjgkco 3.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 19, 2005
WAL Test Period End Date
Aug 4, 2017