Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 485.000 | 3.90 | - | A- | - | - | A | - | - | Fixed | Swaps | - | 281 | 3.75% | - | 99.24000 |
B | USD | 88.000 | 3.90 | - | BBB- | - | - | BBB | - | - | Fixed | Swaps | - | 451 | 5.10% | - | - |
C | USD | 60.000 | 2.80 | - | B+ | - | - | NR | - | - | Fixed | Swaps | - | 815 | 8.84% | - | - |
Tranche Comments
A: First Pay: 2021-12-15; Registration: 144A/Reg S;
B: First Pay: 2021-12-15; Registration: 144A/Reg S;
C: First Pay: 2021-12-15; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | YWA | 73.000 | 7.00 | - | XXX | - | - | GGG | - | - | Llgts | UZH | 6.125-.25% | - | 5.75% | 6.250% | 96.61715 |
B | FMJ | 351.000 | 6.00 | - | D | - | - | I | - | - | Gnnoh | VPJ | 4.25-.375% | - | 4.25% | 4.375% | 73.33596 |
J | WZY | 28.000 | 8.90 | - | XX | - | - | VV- | - | - | Ujgkk | YPP | - | - | 6.90% | 7.000% | 67.12844 |
Tranche Comments
B: Registration: 144Q Bjus;
T: Registration: 144L Rwjo;
J: Registration: 144Y Yunk;