| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 13.170 | 2.89 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 22a | 22 | 1.19% | 1.177% | 99.99749 |
| A-2 | USD | 8.216 | 4.91 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 55a | 55 | 1.80% | 1.795% | 99.99713 |
| A-SB | USD | 21.867 | 7.45 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 54a | 54 | 2.43% | 1.992% | 102.99400 |
| A-4 | USD | 220.000 | 9.89 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | LCF-2 | 65 | 2.33% | 2.217% | 100.99720 |
| A-5 | USD | 370.026 | 9.94 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 67a | 67 | 2.58% | 2.239% | 102.99847 |
| A-M | USD | 78.029 | 10.00 | - | - | AA | AAA | - | AAA | 21.38% | - | Fixed | Swaps | 87a | 87 | 2.78% | 2.441% | 102.99964 |
| B | USD | 41.842 | 10.00 | - | - | NR | AA- | - | AA- | 16.75% | - | WAC | Swaps | 100a | 100 | - | 2.571% | 99.99044 |
| C | USD | 41.841 | 10.00 | - | - | NR | A- | - | A- | 12.13% | - | WAC | Swaps | 135a | 135 | - | 2.921% | 99.99950 |
| D | USD | 26.010 | 10.00 | - | - | NR | BBB | - | BBB | 9.25% | - | Fixed | Swaps | 225a | 225 | 2.00% | 3.821% | 85.03990 |
| E | USD | 20.355 | 10.00 | - | - | NR | BBB- | - | BBB- | 7.00% | - | Fixed | Swaps | 330a | 330 | 2.00% | 4.871% | 77.57103 |
| X-A | USD | 711.308 | 9.13 | - | - | AA | AAA | - | AAA | - | - | Fixed | - | - | 105 | - | 2.565% | Int. Only |
Tranche Comments
A-1: First Pay: 2021-12-17; Registration: Registered;
A-2: First Pay: 2021-12-17; Registration: Registered;
A-SB: First Pay: 2021-12-17; Registration: Registered;
A-4: First Pay: 2021-12-17; Registration: Registered;
A-5: First Pay: 2021-12-17; Registration: Registered;
A-M: First Pay: 2021-12-17; Registration: Registered;
B: First Pay: 2021-12-17; Registration: Registered;
C: First Pay: 2021-12-17; Registration: Registered;
D: First Pay: 2021-12-17; Registration: 144A/Reg S;
E: First Pay: 2021-12-17; Registration: 144A/Reg S;
X-A: First Pay: 2021-12-17; Registration: Registered;
AllReportsSurveillanceOther