| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 545.800 | 1.39 | - | - | - | AAA | - | 27.45% | - | Fixed | EDSF | 80-85 | 75 | 1.15% | 1.154% | 99.99987 |
| M1 | USD | 63.600 | 2.83 | - | - | - | AA (L) | - | 18.99% | - | Fixed | Swaps | 130-135 | 125 | 2.12% | 2.134% | 99.99980 |
| M2 | USD | 46.400 | 3.03 | - | - | - | A (L) | - | 12.82% | - | Fixed | Swaps | 175-180 | 175 | 2.68% | 2.694% | 99.99986 |
| M3 | USD | 43.100 | 3.20 | - | - | - | BBB (L) | - | 7.09% | - | Fixed | Swaps | 300-310 | 290 | 3.85% | 3.880% | 99.99972 |
| M4 | USD | 41.700 | 3.37 | - | - | - | BB (L) | - | 1.55% | - | Fixed | YLD | - | - | 5.07% | 5.125% | 99.99996 |
| M5 | USD | 30.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-12-27; Registration: 144A/Reg S;
M1: First Pay: 2021-12-27; Registration: 144A/Reg S;
M2: First Pay: 2021-12-27; Registration: 144A/Reg S;
M3: First Pay: 2021-12-27; Registration: 144A/Reg S;
M4: First Pay: 2021-12-27; Registration: 144A Only;
M5: First Pay: 2021-12-27; Registration: 144A Only;
AllReportsSurveillanceOther