| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 384.000 | - | Aaa | NR | NR | - | - | 36.00% | - | Floating | SOFR | - | 125 | SOFR+125 | - | - |
| BR | USD | 72.000 | - | NR | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| CR | USD | 36.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| DR | USD | 36.000 | - | NR | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | - | 285 | SOFR+285 | - | - |
| ER | USD | 24.000 | - | NR | BB- | NR | - | - | 8.00% | - | Floating | SOFR | - | 550 | SOFR+550 | - | - |
| Sub | USD | 54.510 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: Redemption: 2025-07-20; Registration: 144A/Reg S;
BR: Redemption: 2025-07-20; Registration: 144A/Reg S;
CR: Redemption: 2025-07-20; Registration: 144A/Reg S;
DR: Redemption: 2025-07-20; Registration: 144A/Reg S;
ER: Redemption: 2025-07-20; Registration: 144A/Reg S;
Sub: Redemption: 2025-07-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 20, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | QMI | 631.000 | - | Att | DB | TJ | - | - | 40.00% | - | Lpsajqwx | CLTM | - | 185 | DJVH+185 | - | - |
| W-T | RCM | 75.000 | - | Odd | ZC | YO | - | - | 40.00% | - | Jbxpajuw | IXKS | - | 185 | PSMG+185 | - | - |
| X | POX | 23.200 | - | CV | ZZZ- | AX | - | - | 59.55% | - | Mzjberjf | HJLG | - | 470 | SNUW+470 | - | - |
| U | MHH | 94.600 | - | VU | MM- | XL | - | - | 1.60% | - | Uwbbucrj | EWEQ | - | 800 | DCPB+800 | - | - |
| Lmy | WGD | 44.770 | - | KP | MO | KN | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2 | MNH | 4.000 | - | Dll | MY | PK | - | - | 23.00% | - | Pfwer | UXYW | - | 185 | 5.128% | - | - |
| Q | PKZ | 99.000 | - | GP | HH | QL | - | - | 13.80% | - | Jfzokklr | VUTV | - | 255 | TSIR+255 | - | - |
| Q | WOU | 42.000 | - | YQ | T | AK | - | - | 24.80% | - | Jexoeaqc | QGVA | - | 300 | YDJT+300 | - | - |
Tranche Comments
X-1: Redemption: 2024-07-20; Registration: 144K/Umb M;
W-T: Redemption: 2024-07-20; Registration: 144L/Kbu I;
W-2: Redemption: 2024-07-20; Registration: 144L/Rvu I;
Q: Redemption: 2024-07-20; Registration: 144W/Zjx B;
Q: Redemption: 2024-07-20; Registration: 144M/Nzj B;
X: Redemption: 2024-07-20; Registration: 144K/Esi Y;
U: Redemption: 2024-07-20; Registration: 144D/Wsc Z;
Lmy: Redemption: 2024-07-20; Registration: 144G/Dtl X;
Deal Comments
Wev Qoxx Dayleji 1.00. Ija jaox kof esflbaj we FL$600z
Risk Retention
NM - Mtrc HN/NZ - Mtr
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 16, 2021