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 |
---|
L | CFJ | 49.460 | 7.35 | - | R3 | - | - | - | - | - | - | Uykmfrit | 1mU | - | 145 | 1tN+145 | - | 602.00000 |
R | MJV | 789.490 | 6.38 | - | Uzz3 | - | - | - | - | - | - | Zlywmdjs | 1sF | - | 175 | 1uG+175 | - | 978.00000 |
V | IAE | 654.240 | 2.36 | - | Amm | - | - | - | - | - | - | Bjebjvsb | 1tN | - | 107 | 1uO+107 | - | 344.00000 |
D | LNH | 803.950 | 4.75 | - | VE | - | - | - | - | - | - | Gmwvajcb | 1qY | - | 255 | 1xM+255 | - | 586.00000 |
O | RWB | 588.200 | 4.87 | - | KU | - | - | - | - | - | - | Mduhbhot | 1fN | - | 315 | 1dH+355 | - | 555.00000 |
Q | TNS | 926.336 | 5.65 | - | SD | - | - | - | - | - | - | Mvmkubhe | 1dN | - | 215 | 1nJ+215 | - | 204.00000 |
S | UXS | 951.530 | 9.66 | - | Nr3 | - | - | - | - | - | - | Ahzfaxww | 1uA | - | 125 | 1qZ+124 | - | 320.00000 |
Tranche Comments
V: Registration: 144N Lpfo;
S: Registration: 144W Frrg;
L: Registration: 144Y Hozf;
R: Registration: 144K Rvrb;
Q: Registration: 144M Adho;
D: Registration: 144K Vnkx;
O: Registration: 144J Nmzn;