| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 100.353 | 2.00 | 5.00 | - | - | - | AAA | - | 66.79% | - | Floating | 1mL | - | 115 | 1mL+115 | - | 100.00000 |
| B | USD | 38.547 | 2.00 | 5.00 | - | - | - | AA (L) | - | 54.04% | - | Floating | 1mL | - | 145 | 1mL+145 | - | 100.00000 |
| C | USD | 30.606 | 2.00 | 5.00 | - | - | - | A (L) | - | 43.91% | - | Floating | 1mL | - | 185 | 1mL+185 | - | 100.00000 |
| D | USD | 25.104 | 2.00 | 5.00 | - | - | - | BBB (L) | - | 35.60% | - | Floating | 1mL | - | 250 | 1mL+250 | - | 100.00000 |
| E | USD | 43.768 | 2.00 | 5.00 | - | - | - | BB (L) | - | 21.12% | - | Floating | 1mL | - | 335 | 1mL+335 | - | 100.00000 |
| F | USD | 43.768 | 2.00 | 5.00 | - | - | - | B (L) | - | 6.64% | - | Floating | 1mL | - | 440 | 1mL+440 | - | 100.00000 |
| HRR | USD | 20.059 | 2.00 | 5.00 | - | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-11-15; Registration: 144A/Reg S;
B: First Pay: 2021-11-15; Registration: 144A/Reg S;
C: First Pay: 2021-11-15; Registration: 144A/Reg S;
D: First Pay: 2021-11-15; Registration: 144A/Reg S;
E: First Pay: 2021-11-15; Registration: 144A/Reg S;
F: First Pay: 2021-11-15; Registration: 144A/Reg S;
HRR: First Pay: 2021-11-15; Registration: 144A/Reg S;