| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.000 | - | - | AAA | - | - | - | - | - | Floating | 3mL | - | 100 | 3mL+100 | - | - |
| A1 | USD | 166.050 | - | - | AAA | - | - | - | 38.50% | - | Floating | 3mL | - | 132 | 3mL+132 | - | - |
| AF | USD | 18.450 | - | - | AAA | - | - | - | 38.50% | - | Fixed | - | - | 132 | 2.071% | - | - |
| B | USD | 43.500 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| C | USD | 18.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 240 | 3mL+240 | - | - |
| D | USD | 18.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 375 | 3mL+367 | - | - |
| E | USD | 10.500 | - | - | BB- | - | - | - | 8.50% | - | Floating | 3mL | - | 755 | 3mL+738 | - | - |
| Sub | USD | 30.300 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
A1: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
AF: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
B: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
C: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
D: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
E: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
Sub: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 1.3.
Reinvestment Period (YRS)
3.1
Reinvestment Period End Date
Jul 20, 2024
WAL Test Period End Date
Jul 20, 2029