| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 286.000 | - | - | AAA | - | - | - | 36.80% | - | Floating | 3mL | - | 100 | 3mL+100 | - | - |
| A2 | USD | 30.000 | - | - | AAA | - | - | - | 36.80% | - | Fixed | - | - | - | 2.243% | - | - |
| B1 | USD | 46.250 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 150 | 3mL+150 | - | - |
| B2 | USD | 17.750 | - | - | AA | - | - | - | 24.00% | - | Fixed | - | - | - | 3.036% | - | - |
| C | USD | 30.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
| D | USD | 30.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 265 | 3mL+265 | - | - |
| E | USD | 19.500 | - | - | BB- | - | - | - | 8.10% | - | Floating | 3mL | - | 645 | 3mL+631 | - | - |
| Sub | USD | 48.525 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2021-10-15; Redemption: 2023-04-15;
A2: First Pay: 2021-10-15; Redemption: 2023-04-15;
B1: First Pay: 2021-10-15; Redemption: 2023-04-15;
B2: First Pay: 2021-10-15; Redemption: 2023-04-15;
C: First Pay: 2021-10-15; Redemption: 2023-04-15;
D: First Pay: 2021-10-15; Redemption: 2023-04-15;
E: First Pay: 2021-10-15; Redemption: 2023-04-15;
Sub: First Pay: 2021-10-15; Redemption: 2023-04-15;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2026