| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 56.313 | 2.54 | - | - | - | A | - | - | - | Fixed | Swaps | - | 185 | 3.19% | 3.209% | 99.99819 |
Tranche Comments
A: First Pay: 2022-02-25; Registration: 144A Only;
Deal Comments
Pricing Speed: 0% CPR for 6 months, 5% CPR for 12 months ramping to 25% CPR over 12 months and 25% CPR to maturity
Collateral
An amortizing pool of non-conforming business loans
Risk Retention
US - Yes; EU - No