| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 206.250 | 3.50 | - | - | - | AAA | - | 45.00% | - | Floating | 3mL | - | 167 | 3mL+167 | - | - |
| A-2 | USD | 25.000 | 5.10 | - | - | - | AAA | - | 38.30% | - | Fixed | - | - | 195 | 2.55% | - | - |
| B-1 | USD | 15.500 | 5.50 | - | - | - | AA | - | 31.00% | - | Floating | 3mL | - | 225 | 3mL+225 | - | - |
| B-2 | USD | 12.000 | 5.50 | - | - | - | AA | - | 31.00% | - | Fixed | - | - | 225 | 2.93% | - | - |
| C | USD | 26.250 | 6.10 | - | - | - | A | - | 24.00% | - | Floating | 3mL | - | 325 | 3mL+325 | - | - |
| D | USD | 15.000 | 6.50 | - | - | - | BBB (L) | - | 20.00% | - | Floating | 3mL | - | 475 | 3mL+475 | - | - |
| E | USD | 15.000 | 6.80 | - | - | - | BB (L) | - | 16.00% | - | Floating | 3mL | - | 900 | 3mL+841 | - | - |
| Sub | USD | 59.350 | - | - | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2021-07-15; Redemption: 2022-03-04;
A-2: First Pay: 2021-07-15; Redemption: 2022-03-04;
B-1: First Pay: 2021-07-15; Redemption: 2022-03-04;
B-2: First Pay: 2021-07-15; Redemption: 2022-03-04;
C: First Pay: 2021-07-15; Redemption: 2022-03-04;
D: First Pay: 2021-07-15; Redemption: 2022-03-04;
E: First Pay: 2021-07-15; Redemption: 2022-03-04;
Sub: First Pay: 2021-07-15; Redemption: 2022-03-04;
Deal Comments
Non Call Period: 1.00
Risk Retention
US - Yes; EU - Yes
Volcker Compliance
Transaction will be structured with a view to complying with the loan securitization exclusion under the Volcker Rule
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 15, 2023