| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 151.650 | 2.99 | - | - | - | - | - | 49.45% | - | Fixed | Swaps | - | 110 | 2.13% | 2.149% | 99.97268 |
| B | USD | 32.530 | 2.99 | - | - | - | - | - | 38.61% | - | Fixed | Swaps | - | 160 | 2.63% | 2.649% | 99.98710 |
| C | USD | 34.620 | 2.99 | - | - | - | - | - | 27.07% | - | Fixed | Swaps | - | 210 | 3.12% | 3.149% | 99.97568 |
| D | USD | 40.360 | 2.99 | - | - | - | - | - | 13.61% | - | Fixed | Swaps | - | 420 | 5.19% | 5.249% | 99.99316 |
| E | USD | 40.840 | 2.99 | - | - | - | - | - | - | - | Fixed | Swaps | - | 740 | 8.13% | 8.449% | 99.54066 |
Tranche Comments
A: First Pay: 2021-12-15; Registration: 144A Only;
B: First Pay: 2021-12-15; Registration: 144A Only;
C: First Pay: 2021-12-15; Registration: 144A Only;
D: First Pay: 2021-12-15; Registration: 144A Only;
E: First Pay: 2021-12-15; Registration: 144A Only;