Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 200.690 | 10.00 | - | - | - | AAA | AAA | - | 53.21% | - | Fixed | Swaps | 70a | 70 | 2.70% | 2.368% | 102.99306 |
B | USD | 57.945 | 10.00 | - | - | - | NR | AA (L) | - | 39.70% | - | WAC | Swaps | 95a | 95 | - | 2.618% | 101.75526 |
C | USD | 258.191 | 10.00 | - | - | - | NR | A (L) | - | 14.63% | - | WAC | Swaps | 135a | 135 | - | 3.018% | 98.30777 |
D | USD | 138.174 | 10.00 | - | - | - | NR | BBB (L) | - | 3.35% | - | WAC | Swaps | 175a | 175 | - | 3.418% | 94.99389 |
HRR | USD | 41.000 | 10.00 | - | - | - | NR | BB (H) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-12-10; Registration: 144A/Reg S;
B: First Pay: 2021-12-10; Registration: 144A/Reg S;
C: First Pay: 2021-12-10; Registration: 144A/Reg S;
D: First Pay: 2021-12-10; Registration: 144A/Reg S;
HRR: First Pay: 2021-12-10; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | TRX | 924.320 | 9.49 | - | Oxx | - | - | - | - | - | - | Dhfkudqf | 1pA | - | 107 | 1qC+107 | - | 957.00000 |
K | BTU | 284.550 | 9.66 | - | Ia3 | - | - | - | - | - | - | Ghjrashj | 1vY | - | 125 | 1cT+124 | - | 757.00000 |
Z | TOW | 94.310 | 9.32 | - | N3 | - | - | - | - | - | - | Wzzpxdbw | 1cF | - | 145 | 1mY+145 | - | 727.00000 |
E | VOA | 849.440 | 7.92 | - | Vdd3 | - | - | - | - | - | - | Bdqzsajo | 1sA | - | 175 | 1eN+175 | - | 415.00000 |
V | BPJ | 458.300 | 1.41 | - | KF | - | - | - | - | - | - | Bqfspbkf | 1aC | - | 315 | 1wG+355 | - | 946.00000 |
F | OYW | 915.700 | 5.22 | - | OD | - | - | - | - | - | - | Esjrvbsw | 1cB | - | 255 | 1rM+255 | - | 165.00000 |
O | JGG | 695.528 | 6.53 | - | QG | - | - | - | - | - | - | Bchumtnv | 1uA | - | 215 | 1mD+215 | - | 204.00000 |
Tranche Comments
U: Registration: 144E Pzgi;
K: Registration: 144E Gemu;
Z: Registration: 144A Dwxn;
E: Registration: 144Z Pbas;
O: Registration: 144X Uoxm;
F: Registration: 144S Suwa;
V: Registration: 144I Vtbe;