| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 138.000 | - | - | AAA | - | - | - | 40.00% | - | Floating | 3mL | 140a | 140 | 3mL+140 | - | 100.00000 |
| B | USD | 36.800 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | 175a | 175 | 3mL+175 | - | 100.00000 |
| C | USD | 13.800 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | 225a | 225 | 3mL+225 | - | 100.00000 |
| D | USD | 11.500 | - | - | BBB | - | - | - | 13.00% | - | Floating | 3mL | 335-350 | 365 | 3mL+365 | - | 100.00000 |
| E | USD | 9.200 | - | - | BB- | - | - | - | 9.00% | - | Floating | 3mL | - | 708 | 3mL+675 | - | - |
| Sub | USD | 24.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-10-15; Registration: 144A Only;
B: First Pay: 2021-10-15; Registration: 144A Only;
C: First Pay: 2021-10-15; Registration: 144A Only;
D: First Pay: 2021-10-15; Registration: 144A Only;
E: First Pay: 2021-10-15; Registration: 144A Only; Comments: Pre-placed;
Sub: First Pay: 2021-10-15; Registration: 144A Only;
Deal Comments
Non Call Period: 1.00